Tensorflow max-margin loss training? - neural-network

I want to train a neural network in tensorflow with a max-margin loss function using one negative sample per positive sample:
max(0,1 -pos_score +neg_score)
What I'm currently doing is this:
The network takes three inputs: input1, and then one positive example input2_pos and one negative example input2_neg. (These are indices to a word embeddings layer.) The network is supposed to calculate a score that expresses how related two examples are.
Here's a simplified version of my code:
input1 = tf.placeholder(dtype=tf.int32, shape=[batch_size])
input2_pos = tf.placeholder(dtype=tf.int32, shape=[batch_size])
input2_neg = tf.placeholder(dtype=tf.int32, shape=[batch_size])
# f is a neural network outputting a score
pos_score = f(input1,input2_pos)
neg_score = f(input1,input2_neg)
cost = tf.maximum(0., 1. -pos_score +neg_score)
optimizer= tf.train.GradientDescentOptimizer(learning_rate).minimize(cost)
What I see when I run this, is that like this the network just learns which input holds the positive example - it always predicts a similar score along the lines of:
pos_score = 0.9965983
neg_score = 0.00341663
How can I structure the variables/training so that the network learns the task instead?
I want just one network that takes two inputs and calculates a score expressing the correlation between them, and train it with max-margin loss.
Calculating scores for positive and negative separately does not seem like an option to me, since then it won't backpropagate properly. Another option seems to be randomizing inputs - but then for the loss function I need to know which example is the positive one - inputting that as another parameter would give away the solution again?
Any ideas?

Given your results (1 for every positive, 0 for every negative) it seems you have two different networks learning:
to predict 1 for the first one
to predict 0 for the second one
When using max-margin loss, you need to use the same network for computing both pos_score and neg_score. The way to do that is to share the variables. I will give you a small example using tf.get_variable():
with tf.variable_scope("network"):
w = tf.get_variable("weights", shape=..., initializer=...)
def f(x, y):
with tf.variable_scope("network", reuse=True):
w = tf.get_variable("weights")
res = w * (x - y) # some computation
return res
With this function f as model, the training will optimize the shared variable with name "network/weights".

Related

Compute softmax using breeze

I am constructing a deep neural network from scratch and I want to implement the softmax http://neuralnetworksanddeeplearning.com/chap3.html#softmax distributed function.
I am using breeze for that but it is not working as expected.
The documentation is also poor with very few examples, so it is difficult for me to understand how I should use it.
here is an example :
I have an ouput array that contains 10 dimensions.
I have my label array also.
Z contains 10 rows with the weighted values.
My label array contains also 10 rows and one is set to 1 to specify which row is the expected result.
lab(0) = 1
lab(1 to 9) = 0
my code :
def ComputeZ(ActivationFunction : String, z:Array[Double], label:Array[Double]) : Array[Double] = {
ActivationFunction match {
case "SoftMax" => **val t = softmax(z,label)**
t
}
}
I was expecting having a distributed probability with a total of 1 for the 10 rows but it returns actually the same values as Z.
I don't know what I am doing wrong
thanks for your help
Your question seems a little bit confusing to me. I mean, creating a SoftMax from scratch has nothing to do with the label or the real output value. A Softmax function is used to create a valid output probability distribution of a neural network, used in multiclass classification problems. As I see you have a one hot vector as label, it seems that you want to implement a CrossEntropy criterion or some error function that evaluates the divergence of the prediction distribution and the label distribution. That needs the output prediction probability distribution(applying your Softmax to the output layer) and the one hot vector of the output.
I watched the code of the softmax function in breeze but I don´t see a Layer implementation and it doesn´t do what I was expecting. Have in mind that you need a forward an a backward function.

Feed Forward - Neural Networks Keras

for my input in the feed forward neural network that I have implemented in Keras, I just wanted to check that my understanding is correct.
[[ 25.26000023 26.37000084 24.67000008 23.30999947]
[ 26.37000084 24.67000008 23.30999947 21.36000061]
[ 24.67000008 23.30999947 21.36000061 19.77000046]...]
So in the data above it is a time window of 4 inputs in an array. My input layer is
model.add(Dense(4, input_dim=4, activation='sigmoid'))
model.fit(trainX, trainY, nb_epoch=10000,verbose=2,batch_size=4)
and batch_size is 4, in theory when I call the fit function will the function go over all these inputs in each nb_epoch? and does the batch_size need to be 4 in order for this time window to work?
Thanks John
and batch_size is 4, in theory when I call the fit function will the function go over all these inputs in each nb_epoch?
Yes, each epoch is iteration over all training samples
and does the batch_size need to be 4 in order for this time window to work?
No, these are completely unrelated things. Batch is simply a subset of your training data which is used to compute approximation of the true gradient of the cost function. Bigger the batch - closer you get to the true gradient (and original Gradient Descent), but training gets slower. Closer to 1 you get - it becomes more and more stochastic, noisy approxmation (and closer to Stochastic Gradient Descent). The fact that you matched batch_size and data dimensionality is just an odd-coincidence, and has no meaning.
Let me put this in more generall setting, what you do in gradient descent with additive loss function (which neural nets usually use) is going against the gradient which is
grad_theta 1/N SUM_i=1^N loss(x_i, pred(x_i), y_i|theta) =
= 1/N SUM_i=1^N grad_theta loss(x_i, pred(x_i), y_i|theta)
where loss is some loss function over your pred (prediction) as compared to y_i.
And in batch based scenatio (the rough idea) is that you do not need to go over all examples, but instead some strict subset, like batch = {(x_1, y_1), (x_5, y_5), (x_89, y_89) ... } and use approximation of the gradient of form
1/|batch| SUM_(x_i, y_i) in batch: grad_theta loss(x_i, pred(x_i), y_i|theta)
As you can see this is not related in any sense to the space where x_i live, thus there is no connection with dimensionality of your data.
Let me explain this with an example:
When you have 32 training examples and you call model.fit with a batch_size of 4, the neural network will be presented with 4 examples at a time, but one epoch will still be defined as one complete pass over all 32 examples. So in this case the network will go through 4 examples at a time, and will ,theoretically at least, call the forward pass (and the backward pass) 32 / 4 = 8 times.
In the extreme case when your batch_size is 1, that is plain old stochastic gradient descent. When your batch_size is greater than 1 then it's called batch gradient descent.

How to use `crossval` in matlab for a Leave one Out Validation method

I have been reading the documentation: here and here but it's really unclear for me and I don't see how to use pratically crossval to do a leave one out cross-validation.
vals = crossval(fun,X)
vals = crossval(fun,X,Y,...)
mse = crossval('mse',X,y,'Predfun',predfun)
mcr = crossval('mcr',X,y,'Predfun',predfun)
val = crossval(criterion,X1,X2,...,y,'Predfun',predfun)
vals = crossval(...,'name',value)
I really don't understand the funpart.
I have estimatimate chlorophyll rate with different index. Then I have done a linear regression between those index and the field taken chlorophyll rate. Now I want to validate them, one of my estimation is a column with 22 entries, so I want to use 21 of them as trainee and 1 as a test, and do 22 loops so that all the data have been used as test.
But I don't where should I put the regression model? If my regression is Y=aX+b,
do I re-use the a and b calculated before for the train part, or do I do a new linear regression with the train part then see what's the test will be with that?
I am not sure I totally understood how to make a leave one out model.
Then I want to know the result of the test by calculating the RMSE (and maybe the R²).
How do I code that using crossval?
I saw the answer to the question here but I don't have access to the crossvalind fonction with my license.
Well I finaly figure it out: so this is my script:
First I charged my data and the linear regression fonction
X=indicesCha_without_Cloud(:,3);
y=Cha_g_m2t_without_Cloud(:,3);
testval=#(XTRAIN,ytrain,XTEST)Linear_regression_indices( XTRAIN,ytrain,XTEST);
where in my case fun(in the Mathwork help) is testvaland Linear_regression_indices is a very simple fonction:
function [ Linear_regression_indices ] = Linear_regression_indices(XTRAIN,ytrain,XTEST )
Linear_regression_indices=(polyval(polyfit(XTRAIN,ytrain,1),XTEST));
end
There is 2 ways to do it and they both give the same result:
one by using simply the crossval fonction
cvMse = crossval('mse',X,y,'predfun',testval,'leaveout',1);
this will do as many fold as the data size, using each time one of the data as Xtest
the second one is using cvpartition
c = cvpartition(n,'LeaveOut') creates a random partition for leave-one-out cross validation on n observations. Leave-one-out is a special case of 'KFold', in which the number of folds equals the number of observations. link
c = cvpartition(y,'LeaveOut');
cvMse2=crossval('mse',X,y,'predfun',testval,'partition',c);
then the RMSE can be easily calculated
RMSE=sqrt(cvMse);
RMSE2=sqrt(cvMse2);
then I simply get my answer, in my case RMSE=0,3548

TensorFlow Training

Assuming I have a very simple neural network, like multilayer perceptron. For each layer the activation function is sigmoid and the network are fully connected.
In TensorFlow this might be defined like this:
sess = tf.InteractiveSession()
# Training Tensor
x = tf.placeholder(tf.float32, shape = [None, n_fft])
# Label Tensor
y_ = tf.placeholder(tf.float32, shape = [None, n_fft])
# Declaring variable buffer for weights W and bias b
# Layer structure [n_fft, n_fft, n_fft, n_fft]
# Input -> Layer 1
struct_w = [n_fft, n_fft]
struct_b = [n_fft]
W1 = weight_variable(struct_w, 'W1')
b1 = bias_variable(struct_b, 'b1')
h1 = tf.nn.sigmoid(tf.matmul(x, W1) + b1)
# Layer1 -> Layer 2
W2 = weight_variable(struct_w, 'W2')
b2 = bias_variable(struct_b, 'b2')
h2 = tf.nn.sigmoid(tf.matmul(h1, W2) + b2)
# Layer2 -> output
W3 = weight_variable(struct_w, 'W3')
b3 = bias_variable(struct_b, 'b3')
y = tf.nn.sigmoid(tf.matmul(h2, W3) + b3)
# Calculating difference between label and output using mean square error
mse = tf.reduce_mean(tf.square(y - y_))
# Train the Model
# Gradient Descent
train_step = tf.train.GradientDescentOptimizer(0.3).minimize(mse)
The design target for this model is to map a n_fft points fft spectrogram to another n_fft target spectrogram. Let's assume both the training data and target data are of size [3000, n_fft]. They are stored in variables spec_train and spec_target.
Now here comes the question. For TensorFlow is there any difference between these two trainings?
Training 1:
for i in xrange(200):
train_step.run(feed_dict = {x: spec_train, y_: spec_target})
Training 2:
for i in xrange(200):
for j in xrange(3000):
train = spec_train[j, :].reshape(1, n_fft)
label = spec_target[j, :].reshape(1, n_fft)
train_step.run(feed_dict = {x: train, y_: label})
Thank you very much!
In the first training version, you are training the entire batch of training data at once, which means that the first and the 3000th element of spec_train will be processed using the same model parameters in a single step. This is known as (Batch) Gradient Descent.
In the second training version, you are training a single example from the training data at once, which means that the 3000th element of spec_train will be processed using model parameters that have been updated 2999 times since the first element was most recently processed. This is known as Stochastic Gradient Descent (or it would be if the element was selected at random).
In general, TensorFlow is used with datasets that are too large to process in one batch, so mini-batch SGD (where a subset of the examples are processed in one step) is favored. Processing a single element at a time is theoretically desirable, but is inherently sequential and has high fixed costs because the matrix multiplications and other operations are not as computationally dense. Therefore, processing a small batch (e.g. 32 or 128) of examples at once is the usual approach, with multiple replicas training on different batches in parallel.
See this Stats StackExchange question for a more theoretical discussion of when you should use one approach versus the other.
Yes there's a difference. I think the second way loss function can be bit messy. It's more like online training. For each data point in the whole batch you update all of your parameters. But in the first way it's called the batch gradient where you take one batch at a time and take the average loss then update the parameters.
Please refer this link
https://stats.stackexchange.com/questions/49528/batch-gradient-descent-versus-stochastic-gradient-descent
First answer is really good in this link

Matlab Kolmogorov-Smirnov Test

I'm using MATLAB to analyze some neuroscience data, and I made an interspike interval distribution and fit an exponential to it. Then, I wanted to check this fit using a Kolmogorov-Smirnov test with MATLAB.
The data for the neuron spikes is just stored in a vector of spikes. The spikes vector is a 111 by 1 vector, where each entry is another vector. Each entry in thie spikes vector represents a trial. The number of spikes in each trial varies. For example, spikes{1} is a [1x116 double], meaning there are 116 spikes. The next has 115 spikes, then 108, etc.
Now, I understand that the kstest in MATLAB takes a couple of parameters. You enter the data in the first one, so I took all the interspike intervals and created a row vector alldiffs which stores all the interspike intervals. I want to set my CDF to that for an exponential function fit:
test_cdf = [transpose(alldiffs), transpose(1-exp(-alldiffs*firingrate))];
Note that the theoretical exponential (with which I fit the data) is r*exp(-rt) where r is the firing rate. I get a firing rate of about 0.2. Now, when I put this all together, I run the kstest:
[h,p] = kstest(alldiffs, 'CDF', test_cdf)
However, the result is a p value on the order of 1.4455e-126. I've tried redoing the test_cdf with another of the methods on Mathworks' website documentation:
test_cdf = [transpose(alldiffs), cdf('exp', transpose(alldiffs), 1/firingrate)];
This gives the exact same result! Is the fit just horrible? I don't know why I get such low p-values. Please help!
I would post an image of the fit, but I don't have enough reputation.
P.S. If there is a better place to post this, let me know and I'll repost.
Here is an example with fake data and yet another way to create the CDF:
>> data = exprnd(.2, 100);
>> test_cdf = makedist('exp', 'mu', .2);
>> [h, p] = kstest(data, 'CDF', test_cdf)
h =
0
p =
0.3418
However, why are you doing a KS Test?
All models are wrong, some are useful.
No neuron is perfectly a Poisson process and with enough data, you'll always have a significantly non-exponential ISI, as measured by a KS test. That doesn't mean you can't make the simplifying assumption of an exponential ISI, depending on what phenomena you're trying model.