|
a |
|
b/baselines/mlp.py |
|
|
1 |
import tensorflow as tf |
|
|
2 |
import sklearn |
|
|
3 |
import scipy.sparse |
|
|
4 |
import numpy as np |
|
|
5 |
import os, time, shutil, collections |
|
|
6 |
|
|
|
7 |
class MLP(object): |
|
|
8 |
""" |
|
|
9 |
Build a 2-hidden layers fully connected neural network (a.k.a multilayer perceptron). |
|
|
10 |
""" |
|
|
11 |
def __init__(self, num_input, num_classes): |
|
|
12 |
# Training Parameters |
|
|
13 |
self.learning_rate = 0.1 |
|
|
14 |
self.batch_size = 64 |
|
|
15 |
self.num_epochs = 200 |
|
|
16 |
self.display_step = 10000 |
|
|
17 |
self.dropout = 0.8 |
|
|
18 |
self.decay_rate = 0.9 |
|
|
19 |
self.decay_steps = 5000/ self.batch_size |
|
|
20 |
self.momentum = 0.95 |
|
|
21 |
self.patience = 5 |
|
|
22 |
self.eval_frequency = self.num_epochs |
|
|
23 |
self.regularization = 0.01 |
|
|
24 |
self.regularizers = [] |
|
|
25 |
self.isReg = True |
|
|
26 |
self.dir_name = "mlp" |
|
|
27 |
|
|
|
28 |
# Network Parameters |
|
|
29 |
self.n_hidden_1 = 128 # 1st layer number of neurons |
|
|
30 |
self.n_hidden_2 = 128 # 2nd layer number of neurons |
|
|
31 |
self.num_input = num_input |
|
|
32 |
self.num_classes = num_classes |
|
|
33 |
self.M = [self.n_hidden_1, self.n_hidden_2, self.num_classes] |
|
|
34 |
|
|
|
35 |
self.build_model() |
|
|
36 |
|
|
|
37 |
|
|
|
38 |
# Methods to construct the computational graph with mlp. |
|
|
39 |
def build_model(self): |
|
|
40 |
"""Build the computational graph with memory network of the model.""" |
|
|
41 |
self.graph = tf.Graph() |
|
|
42 |
with self.graph.as_default(): |
|
|
43 |
# Inputs. |
|
|
44 |
with tf.name_scope('inputs'): |
|
|
45 |
# tf Graph input |
|
|
46 |
self.ph_data = tf.placeholder(tf.float32, (self.batch_size, self.num_input), 'data') |
|
|
47 |
self.ph_labels = tf.placeholder(tf.int32, (self.batch_size), 'labels') |
|
|
48 |
self.ph_dropout = tf.placeholder(tf.float32, (), 'dropout') |
|
|
49 |
|
|
|
50 |
# Construct model |
|
|
51 |
op_logits = self.inference(self.ph_data, self.ph_dropout) |
|
|
52 |
self.op_loss, self.op_loss_average = self.loss(op_logits) |
|
|
53 |
self.op_train = self.training(self.op_loss, self.learning_rate, |
|
|
54 |
self.decay_steps, self.decay_rate, self.momentum) |
|
|
55 |
self.op_prediction = self._get_prediction(op_logits) |
|
|
56 |
|
|
|
57 |
# Initialize variables, i.e. weights and biases. |
|
|
58 |
self.op_init = tf.global_variables_initializer() |
|
|
59 |
|
|
|
60 |
# Summaries for TensorBoard and Save for model parameters. |
|
|
61 |
self.op_summary = tf.summary.merge_all() |
|
|
62 |
self.op_saver = tf.train.Saver(max_to_keep=5) |
|
|
63 |
self.graph.finalize() |
|
|
64 |
|
|
|
65 |
|
|
|
66 |
def loss(self, logits): |
|
|
67 |
# Define loss and optimizer |
|
|
68 |
with tf.name_scope('cross_entropy'): |
|
|
69 |
labels = tf.to_int64(self.ph_labels) |
|
|
70 |
cross_entropy = tf.nn.sparse_softmax_cross_entropy_with_logits(logits=logits, labels=labels) |
|
|
71 |
cross_entropy = tf.reduce_mean(cross_entropy) |
|
|
72 |
with tf.name_scope('regularization'): |
|
|
73 |
regularization = self.regularization |
|
|
74 |
regularization *= tf.add_n(self.regularizers) |
|
|
75 |
loss = cross_entropy + regularization |
|
|
76 |
|
|
|
77 |
# Summaries for TensorBoard. |
|
|
78 |
tf.summary.scalar('loss/cross_entropy', cross_entropy) |
|
|
79 |
tf.summary.scalar('loss/regularization', regularization) |
|
|
80 |
tf.summary.scalar('loss/total', loss) |
|
|
81 |
with tf.name_scope('averages'): |
|
|
82 |
averages = tf.train.ExponentialMovingAverage(0.9) |
|
|
83 |
op_averages = averages.apply([cross_entropy, regularization, loss]) |
|
|
84 |
tf.summary.scalar('loss/avg/cross_entropy', averages.average(cross_entropy)) |
|
|
85 |
tf.summary.scalar('loss/avg/regularization', averages.average(regularization)) |
|
|
86 |
tf.summary.scalar('loss/avg/total', averages.average(loss)) |
|
|
87 |
with tf.control_dependencies([op_averages]): |
|
|
88 |
loss_average = tf.identity(averages.average(loss), name='control') |
|
|
89 |
return loss, loss_average |
|
|
90 |
|
|
|
91 |
def predict(self, data, labels=None, sess=None): |
|
|
92 |
loss = 0 |
|
|
93 |
size = data.shape[0] |
|
|
94 |
predictions = np.empty(size) |
|
|
95 |
sess = self._get_session(sess) |
|
|
96 |
for begin in range(0, size, self.batch_size): |
|
|
97 |
end = begin + self.batch_size |
|
|
98 |
end = min([end, size]) |
|
|
99 |
batch_data = np.zeros((self.batch_size, data.shape[1])) |
|
|
100 |
tmp_data = data[begin:end, :] |
|
|
101 |
|
|
|
102 |
if type(tmp_data) is not np.ndarray: |
|
|
103 |
tmp_data = tmp_data.toarray() # convert sparse matrices |
|
|
104 |
batch_data[:end-begin] = tmp_data |
|
|
105 |
feed_dict = {self.ph_data: batch_data, self.ph_dropout: 1} |
|
|
106 |
|
|
|
107 |
# Compute loss if labels are given. |
|
|
108 |
if labels is not None: |
|
|
109 |
batch_labels = np.zeros(self.batch_size) |
|
|
110 |
batch_labels[:end-begin] = labels[begin:end] |
|
|
111 |
feed_dict[self.ph_labels] = batch_labels |
|
|
112 |
batch_pred, batch_loss = sess.run([self.op_prediction, self.op_loss], feed_dict) |
|
|
113 |
loss += batch_loss |
|
|
114 |
else: |
|
|
115 |
batch_pred = sess.run(self.op_prediction, feed_dict) |
|
|
116 |
|
|
|
117 |
predictions[begin:end] = batch_pred[:end-begin] |
|
|
118 |
|
|
|
119 |
if labels is not None: |
|
|
120 |
return predictions, loss * self.batch_size / size |
|
|
121 |
else: |
|
|
122 |
return predictions |
|
|
123 |
|
|
|
124 |
|
|
|
125 |
def training(self, loss, learning_rate, decay_steps, decay_rate=0.95, momentum=0.9): |
|
|
126 |
"""Adds to the loss model the Ops required to generate and apply gradients.""" |
|
|
127 |
with tf.name_scope('training'): |
|
|
128 |
# Learning rate. |
|
|
129 |
global_step = tf.Variable(0, name='global_step', trainable=False) |
|
|
130 |
if decay_rate != 1: |
|
|
131 |
learning_rate = tf.train.exponential_decay( |
|
|
132 |
learning_rate, global_step, decay_steps, decay_rate, staircase=True) |
|
|
133 |
tf.summary.scalar('learning_rate', learning_rate) |
|
|
134 |
# Optimizer. |
|
|
135 |
if momentum == 0: |
|
|
136 |
optimizer = tf.train.GradientDescentOptimizer(learning_rate) |
|
|
137 |
else: |
|
|
138 |
optimizer = tf.train.MomentumOptimizer(learning_rate, momentum) |
|
|
139 |
grads = optimizer.compute_gradients(loss) |
|
|
140 |
op_gradients = optimizer.apply_gradients(grads, global_step=global_step) |
|
|
141 |
# Histograms. |
|
|
142 |
for grad, var in grads: |
|
|
143 |
if grad is None: |
|
|
144 |
print('warning: {} has no gradient'.format(var.op.name)) |
|
|
145 |
else: |
|
|
146 |
tf.summary.histogram(var.op.name + '/gradients', grad) |
|
|
147 |
# The op return the learning rate. |
|
|
148 |
with tf.control_dependencies([op_gradients]): |
|
|
149 |
op_train = tf.identity(learning_rate, name='control') |
|
|
150 |
return op_train |
|
|
151 |
|
|
|
152 |
# Helper methods. |
|
|
153 |
def _get_path(self, folder): |
|
|
154 |
path = '../../models/' |
|
|
155 |
return os.path.join(path, folder, self.dir_name) |
|
|
156 |
|
|
|
157 |
def _get_session(self, sess=None): |
|
|
158 |
"""Restore parameters if no session given.""" |
|
|
159 |
if sess is None: |
|
|
160 |
sess = tf.Session(graph=self.graph) |
|
|
161 |
filename = tf.train.latest_checkpoint(self._get_path('checkpoints')) |
|
|
162 |
self.op_saver.restore(sess, filename) |
|
|
163 |
return sess |
|
|
164 |
|
|
|
165 |
def _get_prediction(self, logits): |
|
|
166 |
"""Return the predicted classes.""" |
|
|
167 |
with tf.name_scope('prediction'): |
|
|
168 |
prediction = tf.argmax(logits, axis=1) |
|
|
169 |
return prediction |
|
|
170 |
|
|
|
171 |
def weight_variable(self, shape): |
|
|
172 |
initial = tf.truncated_normal_initializer(0, 0.1) |
|
|
173 |
var = tf.get_variable('weights', shape, tf.float32, initializer=initial) |
|
|
174 |
if self.isReg: |
|
|
175 |
self.regularizers.append(tf.nn.l2_loss(var)) |
|
|
176 |
tf.summary.histogram(var.op.name, var) |
|
|
177 |
return var |
|
|
178 |
|
|
|
179 |
def bias_variable(self, shape): |
|
|
180 |
initial = tf.constant_initializer(0.1) |
|
|
181 |
var = tf.get_variable('bias', shape, tf.float32, initializer=initial) |
|
|
182 |
if self.isReg: |
|
|
183 |
self.regularizers.append(tf.nn.l2_loss(var)) |
|
|
184 |
tf.summary.histogram(var.op.name, var) |
|
|
185 |
return var |
|
|
186 |
|
|
|
187 |
def fc(self, x, Mout, relu=True): |
|
|
188 |
"""Fully connected layer with Mout features.""" |
|
|
189 |
N, Min = x.get_shape() |
|
|
190 |
W = self.weight_variable([int(Min), Mout]) |
|
|
191 |
b = self.bias_variable([Mout]) |
|
|
192 |
x = tf.matmul(x, W) + b |
|
|
193 |
return tf.nn.relu(x) if relu else x |
|
|
194 |
|
|
|
195 |
# Create model |
|
|
196 |
def inference(self, x, dropout): |
|
|
197 |
for i, dim in enumerate(self.M[:-1]): |
|
|
198 |
with tf.variable_scope('fc{}'.format(i+1)): |
|
|
199 |
x = self.fc(x, dim) |
|
|
200 |
x = tf.nn.dropout(x, dropout) |
|
|
201 |
|
|
|
202 |
# Logits linear layer, i.e. softmax without normalization. |
|
|
203 |
with tf.variable_scope('logits'): |
|
|
204 |
prob = self.fc(x, self.M[-1], relu=False) |
|
|
205 |
return prob |
|
|
206 |
|
|
|
207 |
|
|
|
208 |
def evaluate(self, data, labels, sess=None): |
|
|
209 |
""" |
|
|
210 |
Runs one evaluation against the full epoch of data. |
|
|
211 |
Return the precision and the number of correct predictions. |
|
|
212 |
Batch evaluation saves memory and enables this to run on smaller GPUs. |
|
|
213 |
sess: the session in which the model has been trained. |
|
|
214 |
op: the Tensor that returns the number of correct predictions. |
|
|
215 |
""" |
|
|
216 |
t_process, t_wall = time.process_time(), time.time() |
|
|
217 |
predictions, loss = self.predict(data, labels, sess) |
|
|
218 |
|
|
|
219 |
fpr, tpr, _ = sklearn.metrics.roc_curve(labels, predictions) |
|
|
220 |
auc = 100 * sklearn.metrics.auc(fpr, tpr) |
|
|
221 |
ncorrects = sum(predictions == labels) |
|
|
222 |
accuracy = 100 * sklearn.metrics.accuracy_score(labels, predictions) |
|
|
223 |
string = 'auc: {:.2f}, accuracy: {:.2f} ({:d} / {:d}), loss: {:.2e}'.format(auc, accuracy, ncorrects, len(labels), loss) |
|
|
224 |
|
|
|
225 |
if sess is None: |
|
|
226 |
string += '\ntime: {:.0f}s (wall {:.0f}s)'.format(time.process_time()-t_process, time.time()-t_wall) |
|
|
227 |
# return string, auc, loss, predictions |
|
|
228 |
return string, auc, accuracy, loss, predictions |
|
|
229 |
|
|
|
230 |
|
|
|
231 |
def fit(self, X_tr, y_tr, X_vl, y_vl): |
|
|
232 |
t_process, t_wall = time.process_time(), time.time() |
|
|
233 |
sess = tf.Session(graph=self.graph) |
|
|
234 |
shutil.rmtree(self._get_path('summaries'), ignore_errors=True) |
|
|
235 |
writer = tf.summary.FileWriter(self._get_path('summaries'), self.graph) |
|
|
236 |
shutil.rmtree(self._get_path('checkpoints'), ignore_errors=True) |
|
|
237 |
os.makedirs(self._get_path('checkpoints')) |
|
|
238 |
path = os.path.join(self._get_path('checkpoints'), 'model') |
|
|
239 |
sess.run(self.op_init) |
|
|
240 |
|
|
|
241 |
# Training. |
|
|
242 |
count = 0 |
|
|
243 |
bad_counter = 0 |
|
|
244 |
accuracies = [] |
|
|
245 |
aucs = [] |
|
|
246 |
losses = [] |
|
|
247 |
indices = collections.deque() |
|
|
248 |
num_steps = int(self.num_epochs * X_tr.shape[0] / self.batch_size) |
|
|
249 |
estop = False # early stop |
|
|
250 |
if type(X_vl) is not np.ndarray: |
|
|
251 |
X_vl = X_vl.toarray() |
|
|
252 |
|
|
|
253 |
for step in range(1, num_steps+1): |
|
|
254 |
|
|
|
255 |
# Be sure to have used all the samples before using one a second time. |
|
|
256 |
if len(indices) < self.batch_size: |
|
|
257 |
indices.extend(np.random.permutation(X_tr.shape[0])) |
|
|
258 |
idx = [indices.popleft() for i in range(self.batch_size)] |
|
|
259 |
count += len(idx) |
|
|
260 |
batch_data, batch_labels = X_tr[idx, :], y_tr[idx] |
|
|
261 |
|
|
|
262 |
if type(batch_data) is not np.ndarray: |
|
|
263 |
batch_data = batch_data.toarray() # convert sparse matrices |
|
|
264 |
feed_dict = {self.ph_data: batch_data, self.ph_labels: batch_labels, self.ph_dropout: self.dropout} |
|
|
265 |
learning_rate, loss_average = sess.run([self.op_train, self.op_loss_average], feed_dict) |
|
|
266 |
|
|
|
267 |
# Periodical evaluation of the model. |
|
|
268 |
if step % self.eval_frequency == 0 or step == num_steps: |
|
|
269 |
print ('Seen samples: %d' % count) |
|
|
270 |
epoch = step * self.batch_size / X_tr.shape[0] |
|
|
271 |
print('step {} / {} (epoch {:.2f} / {}):'.format(step, num_steps, epoch, self.num_epochs)) |
|
|
272 |
print(' learning_rate = {:.2e}, loss_average = {:.2e}'.format(learning_rate, loss_average)) |
|
|
273 |
string, auc, accuracy, loss, predictions = self.evaluate(X_vl, y_vl, sess) |
|
|
274 |
aucs.append(auc) |
|
|
275 |
accuracies.append(accuracy) |
|
|
276 |
losses.append(loss) |
|
|
277 |
print(' validation {}'.format(string)) |
|
|
278 |
print(' time: {:.0f}s (wall {:.0f}s)'.format(time.process_time()-t_process, time.time()-t_wall)) |
|
|
279 |
|
|
|
280 |
# Summaries for TensorBoard. |
|
|
281 |
summary = tf.Summary() |
|
|
282 |
summary.ParseFromString(sess.run(self.op_summary, feed_dict)) |
|
|
283 |
summary.value.add(tag='validataion/auc', simple_value=auc) |
|
|
284 |
summary.value.add(tag='validation/loss', simple_value=loss) |
|
|
285 |
writer.add_summary(summary, step) |
|
|
286 |
|
|
|
287 |
# Save model parameters (for evaluation). |
|
|
288 |
self.op_saver.save(sess, path, global_step=step) |
|
|
289 |
|
|
|
290 |
if len(aucs) > (self.patience+5) and auc > np.array(aucs).max(): |
|
|
291 |
bad_counter = 0 |
|
|
292 |
|
|
|
293 |
if len(aucs) > (self.patience+5) and auc <= np.array(aucs)[:-self.patience].max(): |
|
|
294 |
bad_counter += 1 |
|
|
295 |
if bad_counter > self.patience: |
|
|
296 |
print('Early Stop!') |
|
|
297 |
estop = True |
|
|
298 |
break |
|
|
299 |
if estop: |
|
|
300 |
break |
|
|
301 |
print('validation accuracy: peak = {:.2f}, mean = {:.2f}'.format(max(accuracies), np.mean(accuracies[-10:]))) |
|
|
302 |
print('validation auc: peak = {:.2f}, mean = {:.2f}'.format(max(aucs), np.mean(aucs[-10:]))) |
|
|
303 |
writer.close() |
|
|
304 |
sess.close() |
|
|
305 |
t_step = (time.time() - t_wall) / num_steps |
|
|
306 |
|
|
|
307 |
return aucs, accuracies, losses |