Multi-class regression in nolearn? - nolearn

I'm trying to build a Neural Network using nolearn that can do regression on multiple classes.
For example:
net = NeuralNet(layers=layers_s,
input_shape=(None, 2048),
l1_num_units=8000,
l2_num_units=4000,
l3_num_units=2000,
l4_num_units=1000,
d1_p = 0.25,
d2_p = 0.25,
d3_p = 0.25,
d4_p = 0.1,
output_num_units=noutput,
output_nonlinearity=None,
regression=True,
objective_loss_function=lasagne.objectives.squared_error,
update_learning_rate=theano.shared(float32(0.1)),
update_momentum=theano.shared(float32(0.8)),
on_epoch_finished=[
AdjustVariable('update_learning_rate', start=0.1, stop=0.001),
AdjustVariable('update_momentum', start=0.8, stop=0.999),
EarlyStopping(patience=200),
],
verbose=1,
max_epochs=1000)
noutput is the number of classes for which I want to do regression, if I set this to 1 everything works. When I use 26 (the number of classes here) as output_num_unit I get a Theano dimension error. (dimension mismatch in args to gemm (128,1000)x(1000,26)->(128,1))
The Y labels are continues variables, corresponding to a class. I tried to reshape the Y labels to (rows,classes) but this means I have to give a lot of the Y labels a value of 0 (because the value for that class is unknown). Is there any way to do this without setting some y_labels to 0?

If you want to do multiclass (or multilabel) regression with 26 classes, your output must not have shape (1082,), but (1082, 26). In order to preprocess your output, you can use sklearn.preprocessing.label_binarize
which will transform your 1D output to 2D output.
Also, your output non linearity should be a softmax function, so that the rows of your output sum to 1.

Related

Problem understanding Loss function behavior using Flux.jl. in Julia

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.

Fitting a sine wave with Keras and PYMC3 yields unexpected results

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.

How to get raw probability values for each class in Tensorflow?

How could I obtain raw probability values of the tested sample's resemblance to each one of the N classes (my use case is based on the TensorFlow Mechanics 101 tutorial)?
E.g., instead of running tf.nn.in_top_k(logits, labels, 1), I would like to set up a threshold that returns True in case the tested sample resembles the second label with a probability of >= 0.25.
You can use greater_equal method. For example
threshold = tf.constant(0.25, dtype=tf.float32)
raw_prob = tf.greater_equal(predictions, threshold)
raw_probwill be a tensor of same size as predictions holding True or False. It is also possible to use different thresholds for different classes. Assuming that number of classes is three:
threshold = tf.constant([0.34, 0.25, 0.95], dtype=tf.float32)
raw_prob = tf.greater_equal(predictions, threshold)

Bicoin price prediction using spark and scala [duplicate]

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)

Matlab SVM linear binary classification failure

I'm trying to implement a simple SVM linear binary classification in Matlab but I got strange results.
I have two classes g={-1;1} defined by two predictors varX and varY. In fact, varY is enough to classify the dataset in two distinct classes (about varY=0.38) but I will keep varX as random variable since I will need it to other works.
Using the code bellow (adapted from MAtlab examples) I got a wrong classifier. Linear classifier should be closer to an horizontal line about varY=0.38, as we can perceive by ploting 2D points.
It is not displayed the line that should separate two classes
What am I doing wrong?
g(1:14,1)=1;
g(15:26,1)=-1;
m3(:,1)=rand(26,1); %varX
m3(:,2)=[0.4008; 0.3984; 0.4054; 0.4048; 0.4052; 0.4071; 0.4088; 0.4113; 0.4189;
0.4220; 0.4265; 0.4353; 0.4361; 0.4288; 0.3458; 0.3415; 0.3528;
0.3481; 0.3564; 0.3374; 0.3610; 0.3241; 0.3593; 0.3434; 0.3361; 0.3201]; %varY
SVMmodel_testm = fitcsvm(m3,g,'KernelFunction','Linear');
d = 0.005; % Step size of the grid
[x1Grid,x2Grid] = meshgrid(min(m3(:,1)):d:max(m3(:,1)),...
min(m3(:,2)):d:max(m3(:,2)));
xGrid = [x1Grid(:),x2Grid(:)]; % The grid
[~,scores2] = predict(SVMmodel_testm,xGrid); % The scores
figure();
h(1:2)=gscatter(m3(:,1), m3(:,2), g,'br','ox');
hold on
% Support vectors
h(3) = plot(m3(SVMmodel_testm.IsSupportVector,1),m3(SVMmodel_testm.IsSupportVector,2),'ko','MarkerSize',10);
% Decision boundary
contour(x1Grid,x2Grid,reshape(scores2(:,1),size(x1Grid)),[0 0],'k');
xlabel('varX'); ylabel('varY');
set(gca,'Color',[0.5 0.5 0.5]);
hold off
A common problem with SVM or any classification method for that matter is unnormalized data. You have one dimension that spans for 0 to 1 and the other from about 0.3 to 0.4. This causes inbalance between the features. Common practice is to somehow normalize the features, for examply by std. try this code:
g(1:14,1)=1;
g(15:26,1)=-1;
m3(:,1)=rand(26,1); %varX
m3(:,2)=[0.4008; 0.3984; 0.4054; 0.4048; 0.4052; 0.4071; 0.4088; 0.4113; 0.4189;
0.4220; 0.4265; 0.4353; 0.4361; 0.4288; 0.3458; 0.3415; 0.3528;
0.3481; 0.3564; 0.3374; 0.3610; 0.3241; 0.3593; 0.3434; 0.3361; 0.3201]; %varY
m3(:,2) = m3(:,2)./std(m3(:,2));
SVMmodel_testm = fitcsvm(m3,g,'KernelFunction','Linear');
Notice the line before the last.