I came across a tutorial where the autor use a LSTM network for a time series prediction like this :
trainX = numpy.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
testX = numpy.reshape(testX, (testX.shape[0], 1, testX.shape[1]))
model = Sequential()
model.add(LSTM(4, input_shape=(1, look_back)))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)
We agree that the LSTM in this act like a normal NN (and is useless ?) since the LSTM got only one time step without stateful = TRUE , Am I right ?
Generally speaking, you are correct. The input shape should be (window length, features n).
However, there has been some success in transforming the input to the way you describe above. Below is a whitepaper where they were able to beat many top performing algorithms by doing so, and they used convolutional 1D layers to handle the time series pattern through a separate input.
LSTM Fully Convolutional Networks for Time
Series Classification
Related
I have a dataset where x shape is (10000, 102, 300) such as ( samples, feature-length, dimension) and y (10000,) which is my binary label. I want to use multi-head attention using PyTorch. I saw the PyTorch documentation from here but there is no explanation of how to use it. How can I use my dataset for classification using multi-head attention?
I will write a simple pretty code for classification this will work fine, if you need implementation detail then this part is the same as the Encoder layer in Transformer, except in the last you would need a GlobalAveragePooling Layer and a Dense Layer for classification
attention_layer = nn.MultiHeadAttion(300 , 300%num_of_heads==0,dropout=0.1)
neural_net_output = point_wise_neural_network(attention_layer)
normalize = LayerNormalization(input + neural_net_output)
globale_average_pooling = nn.GlobalAveragePooling(normalize)
nn.Linear(input , num_of_classes)(global_average_pooling)
I am trying to train DNN that converges to random (i.e., drawn from normal distribution) function but for now the network doesn't learn anything and the loss is stuck. Is is even possible or am I just wasting my time?
import tensorflow as tf
from tensorflow import keras
from tensorflow.keras import Model
from tensorflow.keras.layers import Input, Dense
import numpy as np
import matplotlib.pyplot as plt
n_hidden_units = 25
num_lay = 10
learning_rate = 0.01
batch_size = 1000
epochs = 1000
save_freq_epoches = 500000
num_of_xs = 2
inputs_train = np.random.randn(batch_size*10,num_of_xs)*1
outputs_train = np.random.randn(batch_size*10,1)#np.sum(inputs_train,axis=1)#
inputs_train = tf.convert_to_tensor(inputs_train)
outputs_train = tf.convert_to_tensor((outputs_train-outputs_train.min())/(outputs_train.max()-outputs_train.min()))
kernel_init = keras.initializers.RandomUniform(-0.25, 0.25)
inputs = Input(num_of_xs)
x = Dense(n_hidden_units, kernel_initializer=kernel_init, activation='relu', )(inputs)
for _ in range(num_lay):
x = Dense(n_hidden_units,kernel_initializer=kernel_init, activation='relu', )(x)
outputs = Dense(1, kernel_initializer=kernel_init, activation='linear')(x)
model = Model(inputs=inputs, outputs=outputs)
optimizer1 = keras.optimizers.Adam(beta_1=0.9, beta_2=0.999, epsilon=None, decay=0.0,
amsgrad=True,learning_rate=learning_rate)
model.compile(loss='mse', optimizer=optimizer1, metrics=None)
model.fit(inputs_train, outputs_train, batch_size=batch_size,epochs=epochs, shuffle=False,
verbose=2,
)
plt.plot(outputs_train,'ob')
plt.plot(model(inputs_train),'*r')
plt.show()
For now I am getting the worst predictions (in red) relative to the target labels (blue)
If you are using a validation split, you can't. Otherwise you do, but it will be hard, since good pipelines have regularization techniques that try to prevent this from happening.
Your target distribution is given by
np.random.randn(batch_size*10,1)
Then normalized to:
(outputs_train-outputs_train.min())/(outputs_train.max()-outputs_train.min())
As you can see, your targets are completely independent from your variable x! So, if you have to predict the value (y) for a previously unseen value (x), there is literally nothing you can do better than simply predicting the mean value for y.
In other words, your target distribution is a flat line y = avg + noise.
Your question is then: can the network predict this extra noise? Well, no, that's why we call it noise, because it is the random deviations from the pattern that are completely unrelated to the input info that we feed the network.
BUT.
If you do NOT use validation (that is, you are interested in the prediction error with respect to the {x, y} pairs that you see during training) then the network will learn noise, up to its full prediction capacity (the more complex the network, the more it can adapt to complex noise). This is precisely what we call overfitting, and it is a BAD thing!
Normally we want models to predict something like "y = x * 2 + 3", whereas learning noise is more like learning a dictionary of unrelated predictions: "{x1: 2.93432, x2: -0.00324, ...}"
Because overfitting is bad (it is bad because it makes predictions for unseen validation data worse, which means our models are worse in new data), pipelines have built-in techniques to fight the natural tendency of neural networks to do this. Such techniques include data augmentation (common in images), early stopping, dropout, and so on.
If you REALLY need to overfit to your data, you will need to deactivate any such techniques, and train for as long as you can (which is normally not something we want to do!).
Simple and short question. I have a network (Unet) which performs image segmentation. I want the logits as the output to feed into the cross entropy loss (using pytorch). Currently my final layer looks as so:
class Logits(nn.Sequential):
def __init__(self,
in_channels,
n_class
):
super(Logits, self).__init__()
# fully connected layer outputting the prediction layers for each of my classes
self.conv = self.add_module('conv_out',
nn.Conv2d(in_channels,
n_class,
kernel_size = 1
)
)
self.activ = self.add_module('sigmoid_out',
nn.Sigmoid()
)
Is it correct to use the sigmoid activation function here? Does this give me logits?
When people talk about "logits" they usually refer to the "raw" n_class-dimensional output vector. For multi-class classification (n_class > 2) you want to convert the n_class-dimensional vector of raw "logits" into a n_class-dim probability vector.
That is, you want prob = f(logits) with prob_i >= 0 for all n_class entries, and that sum(prob)=1.
The most straight forward way of doing that in a differentiable way is to use the Softmax function:
prob_i = softmax(logits) = exp(logits_i) / sum_j exp(logits_j)
It is easy to see that the output of softmax is indeed a n_class-dim probability vector (I leave it to you as a short exercise).
BTW, this is why the raw predictions are called "logits" because they are kind of "log" of the output predicted probabilities.
Now, it is customary not to explicitly compute the softmax on top of a classification network and defer its computation to the loss function, e.g. nn.CrossEntropyLoss that internally computes the softmax and requires the raw logits as inputs, rather than the normalized probabilities. This is done mainly for numerical stability.
Therefore, if you are training a multi-class classification network with nn.CrossEntropyLoss you do not need to worry at all about the final activation and simply output the raw logits from your final conv/linear layer.
Most importantly, do not use nn.Sigmoid() activation as it tends to have saturated gradients and will mess up your training.
As far as I understood, you are working on a multi-label classification task where a single input can have several labels, hence your usage of nn.Sigmoid (vs nn.Softmax for multi-class classification).
There a loss function which combines nn.Sigmoid and the nn.BCELoss: nn.BCEWithLogitsLoss. So you would have as input, a vector of logits whose length is the number of classes. And, the target would as well have the same shape: as a multi-hot-encoding, with 1s for active classes.
I would like to create a fully convolution network for binary image classification in pytorch that can take dynamic input image sizes, but I don't quite understand conceptually the idea behind changing the final layer from a fully connected layer to a convolution layer. Here and here both state that this is possible by using a 1x1 convolution.
Suppose I have a 16x16x1 image as input to the CNN. After several convolutions, the output is a 16x16x32. If using a fully connected layer, I can produce a single value output by creating 16*16*32 weights and feeding it to a single neuron. What I don't understand is how you would get a single value output by applying a 1x1 convolution. Wouldn't you end up with 16x16x1 output?
Check this link: http://cs231n.github.io/convolutional-networks/#convert
In this case, your convolution layer should be a 16 x 16 filter with 1 output channel. This will convert the 16 x 16 x 32 input into a single output.
Sample code to test:
from keras.layers import Conv2D, Input
from keras.models import Model
import numpy as np
input = Input((16,16,32))
output = Conv2D(1, 16)(input)
model = Model(input, output)
print(model.summary()) # check the output shape
output = model.predict(np.zeros((1, 16, 16, 32))) # check on sample data
print(f'output is {np.squeeze(output)}')
This approach of Fully convolutional networks are useful in segmentation tasks using patch based approaches since you can speed up prediction(inference) by feeding a bigger portion of the image.
For classification tasks, you usually have a fc layer at the end. In that case, a layer like AdaptiveAvgPool2d is used which ensures the fc layer sees a constant input feature size irrespective of the input image size.
https://pytorch.org/docs/stable/nn.html#adaptiveavgpool2d
See this pull request for torchvision VGG: https://github.com/pytorch/vision/pull/747
In case of Keras, GlobalAveragePooling2D. See the example, "Fine-tune InceptionV3 on a new set of classes".
https://keras.io/applications/
I hope you are familier with keras. Now see your image is of 16*16*1. Image will pass to the keras convoloutional layer but first we have to create the model. like model=Sequential() by this we are able to get keras model instance. now we will give our convoloutional layer with our parameters like
model.add(Conv2D(20,(2,2),padding="same"))
now here we are adding 20 filters to our image. and our image becomes 16*16*20 now for more best features we add more conv layers like
model.add(Conv2D(32,(2,2),padding="same"))
now we add 32 filters to your image after this your image will be size of 16*16*32
dont forgot to put activation after conv layers. If you are new than you should study about activations, Optimization and loss of the network. these are the basic part of neural Networks.
Now its time to move towards fully connected layer. First we need to flatten our image because fully connected layer only works on 2d vectors (no_of_ex,image_dim) in your case
imgae diminsion after applying flattening will be (16*16*32)
model.add(Flatten())
after flatening our image your network will give it to fully connected layers
model.add(Dense(32))
model.add(Activation("relu"))
model.add(Dense(8))
model.add(Activation("relu"))
model.add(Dense(2))
because you are having a problem of binary classification if you have to classify 3 classes than last layer will have 3 neuron if you have to classify 10 examples than your last dense layer willh have 10 neuron.
model.add(Activation("softmax"))
model.compile(loss='binary_crossentropy',
optimizer=Adam(),
metrics=['accuracy'])
return model
after this you have to fit this model.
estimator=model()
estimator.fit(X_train,y_train)
full code:
def model (classes):
model=Sequential()
# conv2d set =====> Conv2d====>relu=====>MaxPooling
model.add(Conv2D(20,(5,5),padding="same"))
model.add(Activation("relu"))
model.add(Conv2D(32,(5,5),padding="same"))
model.add(Activation("relu"))
model.add(Flatten())
model.add(Dense(32))
model.add(Activation("relu"))
model.add(Dense(8))
model.add(Activation("relu"))
model.add(Dense(2))
#now adding Softmax Classifer because we want to classify 10 class
model.add(Dense(classes))
model.add(Activation("softmax"))
model.compile(loss='categorical_crossentropy',
optimizer=Adam(lr=0.0001, decay=1e-6),
metrics=['accuracy'])
return model
You can take help from this kernal
When using a Keras LSTM to predict on time series data I've been getting errors when I'm trying to train the model using a batch size of 50, while then trying to predict on the same model using a batch size of 1 (ie just predicting the next value).
Why am I not able to train and fit the model with multiple batches at once, and then use that model to predict for anything other than the same batch size. It doesn't seem to make sense, but then I could easily be missing something about this.
Edit: this is the model. batch_size is 50, sl is sequence length, which is set at 20 currently.
model = Sequential()
model.add(LSTM(1, batch_input_shape=(batch_size, 1, sl), stateful=True))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=epochs, batch_size=batch_size, verbose=2)
here is the line for predicting on the training set for RMSE
# make predictions
trainPredict = model.predict(trainX, batch_size=batch_size)
here is the actual prediction of unseen time steps
for i in range(test_len):
print('Prediction %s: ' % str(pred_count))
next_pred_res = np.reshape(next_pred, (next_pred.shape[1], 1, next_pred.shape[0]))
# make predictions
forecastPredict = model.predict(next_pred_res, batch_size=1)
forecastPredictInv = scaler.inverse_transform(forecastPredict)
forecasts.append(forecastPredictInv)
next_pred = next_pred[1:]
next_pred = np.concatenate([next_pred, forecastPredict])
pred_count += 1
This issue is with the line:
forecastPredict = model.predict(next_pred_res, batch_size=batch_size)
The error when batch_size here is set to 1 is:
ValueError: Cannot feed value of shape (1, 1, 2) for Tensor 'lstm_1_input:0', which has shape '(10, 1, 2)' which is the same error that throws when batch_size here is set to 50 like the other batch sizes as well.
The total error is:
forecastPredict = model.predict(next_pred_res, batch_size=1)
File "/home/entelechy/tf_keras/lib/python3.5/site-packages/keras/models.py", line 899, in predict
return self.model.predict(x, batch_size=batch_size, verbose=verbose)
File "/home/entelechy/tf_keras/lib/python3.5/site-packages/keras/engine/training.py", line 1573, in predict
batch_size=batch_size, verbose=verbose)
File "/home/entelechy/tf_keras/lib/python3.5/site-packages/keras/engine/training.py", line 1203, in _predict_loop
batch_outs = f(ins_batch)
File "/home/entelechy/tf_keras/lib/python3.5/site-packages/keras/backend/tensorflow_backend.py", line 2103, in __call__
feed_dict=feed_dict)
File "/home/entelechy/tf_keras/lib/python3.5/site-packages/tensorflow/python/client/session.py", line 767, in run
run_metadata_ptr)
File "/home/entelechy/tf_keras/lib/python3.5/site-packages/tensorflow/python/client/session.py", line 944, in _run
% (np_val.shape, subfeed_t.name, str(subfeed_t.get_shape())))
ValueError: Cannot feed value of shape (1, 1, 2) for Tensor 'lstm_1_input:0', which has shape '(10, 1, 2)'
Edit: Once I set the model to stateful=False then I am able to use different batch sizes for fitting/training and prediction. What is the reason for this?
Unfortunately what you want to do is impossible with Keras ... I've also struggle a lot of time on this problems and the only way is to dive into the rabbit hole and work with Tensorflow directly to do LSTM rolling prediction.
First, to be clear on terminology, batch_size usually means number of sequences that are trained together, and num_steps means how many time steps are trained together. When you mean batch_size=1 and "just predicting the next value", I think you meant to predict with num_steps=1.
Otherwise, it should be possible to train and predict with batch_size=50 meaning you are training on 50 sequences and make 50 predictions every time step, one for each sequence (meaning training/prediction num_steps=1).
However, I think what you mean is that you want to use stateful LSTM to train with num_steps=50 and do prediction with num_steps=1. Theoretically this make senses and should be possible, and it is possible with Tensorflow, just not Keras.
The problem: Keras requires an explicit batch size for stateful RNN. You must specify batch_input_shape (batch_size, num_steps, features).
The reason: Keras must allocate a fixed-size hidden state vector in the computation graph with shape (batch_size, num_units) in order to persist the values between training batches. On the other hand, when stateful=False, the hidden state vector can be initialized dynamically with zeroes at the beginning of each batch so it does not need to be a fixed size. More details here: http://philipperemy.github.io/keras-stateful-lstm/
Possible work around: Train and predict with num_steps=1. Example: https://github.com/keras-team/keras/blob/master/examples/lstm_stateful.py. This might or might not work at all for your problem as the gradient for back propagation will be computed on only one time step. See: https://github.com/fchollet/keras/issues/3669
My solution: use Tensorflow: In Tensorflow you can train with batch_size=50, num_steps=100, then do predictions with batch_size=1, num_steps=1. This is possible by creating a different model graph for training and prediction sharing the same RNN weight matrices. See this example for next-character prediction: https://github.com/sherjilozair/char-rnn-tensorflow/blob/master/model.py#L11 and blog post http://karpathy.github.io/2015/05/21/rnn-effectiveness/. Note that one graph can still only work with one specified batch_size, but you can setup multiple model graphs sharing weights in Tensorflow.
Sadly what you wish for is impossible because you specify the batch_size when you define the model...
However, I found a simple way around this problem: create 2 models! The first is used for training and the second for predictions, and have them share weights:
train_model = Sequential([Input(batch_input_shape=(batch_size,...),
<continue specifying your model>])
predict_model = Sequential([Input(batch_input_shape=(1,...),
<continue specifying exact same model>])
train_model.compile(loss='sparse_categorical_crossentropy', optimizer=Adam())
predict_model.compile(loss='sparse_categorical_crossentropy', optimizer=Adam())
Now you can use any batch size you want. after you fit your train_model just save it's weights and load them with the predict_model:
train_model.save_weights('lstm_model.h5')
predict_model.load_weights('lstm_model.h5')
notice that you only want to save and load the weights, and not the whole model (which includes the architecture, optimizer etc...). This way you get the weights but you can input one batch at a time...
more on keras save/load models:
https://keras.io/getting-started/faq/#how-can-i-save-a-keras-model
notice that you need to install h5py to use "save weights".
Another easy workaround is:
def create_model(batch_size):
model = Sequential()
model.add(LSTM(1, batch_input_shape=(batch_size, 1, sl), stateful=True))
model.add(Dense(1))
return model
model_train = create_model(batch_size=50)
model_train.compile(loss='mean_squared_error', optimizer='adam')
model_train.fit(trainX, trainY, epochs=epochs, batch_size=batch_size)
model_predict = create_model(batch_size=1)
weights = model_train.get_weights()
model_predict.set_weights(weights)
The best solution to this problem is "Copy Weights". It can be really helpful if you want to train & predict with your LSTM model with different batch sizes.
For example, once you have trained your model with 'n' batch size as shown below:
# configure network
n_batch = len(X)
n_epoch = 1000
n_neurons = 10
# design network
model = Sequential()
model.add(LSTM(n_neurons, batch_input_shape=(n_batch, X.shape[1], X.shape[2]), stateful=True))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
And now you want to want predict values fewer than your batch size where n=1.
What you can do is that, copy the weights of your fit model and reinitialize the new model LSTM model with same architecture and set batch size equal to 1.
# re-define the batch size
n_batch = 1
# re-define model
new_model = Sequential()
new_model.add(LSTM(n_neurons, batch_input_shape=(n_batch, X.shape[1], X.shape[2]), stateful=True))
new_model.add(Dense(1))
# copy weights
old_weights = model.get_weights()
new_model.set_weights(old_weights)
Now you can easily predict and train LSTMs with different batch sizes.
For more information please read: https://machinelearningmastery.com/use-different-batch-sizes-training-predicting-python-keras/
I found below helpful (and fully inline with above). The section "Solution 3: Copy Weights" worked for me:
How to use Different Batch Sizes when Training and Predicting with LSTMs, by Jason Brownlee
n_neurons = 10
# design network
model = Sequential()
model.add(LSTM(n_neurons, batch_input_shape=(n_batch, X.shape[1], X.shape[2]), stateful=True))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
# fit network
for i in range(n_epoch):
model.fit(X, y, epochs=1, batch_size=n_batch, verbose=1, shuffle=False)
model.reset_states()
# re-define the batch size
n_batch = 1
# re-define model
new_model = Sequential()
new_model.add(LSTM(n_neurons, batch_input_shape=(n_batch, X.shape[1], X.shape[2]), stateful=True))
new_model.add(Dense(1))
# copy weights
old_weights = model.get_weights()
new_model.set_weights(old_weights)
# compile model
new_model.compile(loss='mean_squared_error', optimizer='adam')
I also have same problem and resolved it.
In another way, you can save your weights, when you test your result, you can reload your model with same architecture and set batch_size=1 as below:
n_neurons = 10
# design network
model = Sequential()
model.add(LSTM(n_neurons, batch_size=1, batch_input_shape=(n_batch,X.shape[1], X.shape[2]), statefull=True))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.load_weights("w.h5")
It will work well. I hope it will helpfull for you.
If you don't have access to the code that created the model or if you just don't want your prediction/validation code to depend on your model creation and training code there is another way:
You could create a new model from a modified version of the loaded model's config like this:
loaded_model = tf.keras.models.load_model('model_file.h5')
config = loaded_model.get_config()
old_batch_input_shape = config['layers'][0]['config']['batch_input_shape']
config['layers'][0]['config']['batch_input_shape'] = (new_batch_size, old_batch_input_shape[1])
new_model = loaded_model.__class__.from_config(config)
new_model.set_weights(loaded_model.get_weights())
This works well for me in a situation where I have several different models with state-full RNN layers working together in a graph network but being trained separately with different networks leading to different batch sizes. It allows me to experiment with the model structures and training batches without needing to change anything in my validation script.