Searching for an LSTM architecture to be used for regression - python

The lack of good intuition on LSTMs and how they work paired with
an awkward dataset and regression problem leaves me with questions on how to approach and solve my scenario.
I don't want any in depth answers, I seek just for intuition and suggestions.
My dataset consists of:
X flights, each flight has Y timesteps where each timestep has Z features. Every flight is characterized by K which is a 2 value vector (K_1, K_2) and that's the target of regression, predicting these 2 variables.
I've tried several different regression methods and they happen to perform really well. Because I have time dependent trajectories, the other methods calculated stats across each trajectory for the Z features and transformed each whole trajectory to just [Z*l,] - [K_1, K_2] supervised data, where l is just a factor that implies that we have new calculated features. (for example one of these features could be the mean of a feature across all trajectory).
Problem:
I want to implement an LSTM regression pipeline that takes as input the raw dataset (X,Y,Z) and after a dense layer outputs 2 values, K_1 and K_2 (with 1 model or 2 seperate models for each value) and backpropagate correctly the loss of K_1_target, K_2_target.
I've tried it and it seems that it performs really poorly and I don't know if it's a technical mistake or a theoritical mistake.
Below I provide the architecture I use at the moment.
samples, timesteps, features = x_train.shape[0], x_train.shape[1], x_train.shape[2]
model1 = Sequential()
model1.add(Masking(mask_value=-10.0))
model1.add(LSTM(hidden_units, return_sequences = True))
model1.add(Flatten())
model1.add(Dense(hidden_units, activation = "relu"))
model1.add(Dense(1, activation = "linear"))
model1.compile(loss='mse', optimizer=Adam(learning_rate=0.0001))
model1.fit(x_train, y_train[:,0], validation_data=(x_test, y_test[:,0]), epochs=epochs, batch_size=batch, shuffle=False)
model2 = Sequential()
model2.add(Masking(mask_value=-10.0))
model2.add(LSTM(hidden_units, return_sequences=True))
model2.add(Flatten())
model2.add(Dense(hidden_units, activation = "relu"))
model2.add(Dense(1, activation = "linear"))
model2.compile(loss='mse', optimizer=Adam(learning_rate=0.0001))
model2.fit(x_train, y_train[:,1], validation_data=(x_test, y_test[:,1]), epochs=epochs, batch_size=batch, shuffle=False)
In my mind it makes sense but it seems that it is not working well..
I'm not entirely sure how the trainable params of LSTM are learning on backpropagation using a dense layer after and backwarding the loss of 2 values which are the same again and again for the same trajectory.
Any kind of clarification, correction or intuition will help me a lot!
Lastly, I'll provide some real details.
K_1 takes discrete values from 0 to 100
K_2 takes 1 floating point precision values from 0 to 1
x_input is a subset of (6991, 527, 6) using k-fold CV, using k = 10, so about (6292, 527, 6) and y_input is of shape (6292, 2). Accordingly for testing.
I,ve used pre padding for even length of trajectories and a masking layer that ignores rows with no data.
I've normalized all my features and target values indepedently with MinMax normalization, and inversed transformed model's output and y_test for correct loss calculation.
The best result I've got till now is a MAE loss is:
K_1 (whose range is 0 - 100) = ~6.0 (Even lasso performs better, while in a non linear problem)
K_2 (whose range is 0 - 1) = ~0.003 (Pretty good)

Related

Why do I need a very high learning rate for this model to converge?

I have a simple model in tensorflow which is being trained on the first 1000 images in the MNIST datset. From my previous experience the learning rates which I used were of the order of around 0.001, however for my model to converge the learning rate needs to be far heigher, at least larger than 1. The model is shown below.
def gen_model():
return tf.keras.models.Sequential([
tf.keras.Input(shape=(28,28,)),
tf.keras.layers.Flatten(),
tf.keras.layers.Dense(128, activation='sigmoid'),
tf.keras.layers.Dense(10, activation='softmax')
])
model = gen_model()
model.compile(optimizer=tf.keras.optimizers.SGD(learning_rate=5), loss='mean_squared_error')
model.summary()
model.fit(x_train, y_train, batch_size=1000, epochs=10000)
Is it expected for models of this form to require an extremely high learning rate, or is there something I have missed? When I use a learning rate of around 0.001 the loss changes incredibly slowly.
The dataset was created with the following code:
mnist = tf.keras.datasets.mnist
(x_train, y_train), (x_test, y_test) = mnist.load_data()
x_train = x_train.astype("float32") / 255.0
x_train = x_train.reshape(60000,28,28)[:1000];
y_train = y_train[:1000];
y_train = tf.one_hot(y_train, 10)
Generally speaking, models that require learning rates larger than 1 raise a red flag for me. It seems like your model is a vanilla multilayer perceptron, so there's nothing overly complicated about that, but there are a couple things about your setup that stand out:
The output from your model uses a softmax, which is normally used to represent values from a categorical distribution (i.e., 1-of-k) -- this is typical for a classification model. But the loss you're using is typically used for optimizing Gaussian or regression outputs. You might want to try using a cross-entropy loss to see if that helps.
The output from your model is in probability space, so the values you get out from your model are in [0, 1]. The loss you're using is averaging the squared differences between the model output and the target 1-hot vector (whose values are in {0, 1}). The value you'll get for this loss is always smaller than 1, so with a learning rate less than 1, and multiplying by the existing model weights, the delta that you'll apply to your model weights is always going to be small. Sometimes that's a good thing, but my guess is that in this case -- and particularly at the start of training when the model weights aren't near their optimal values -- this is going to be quite slow.
Related to the above point, you might try initializing your model weights with a larger range of values than the default. This would help make the gradient values larger, but could also make the model more likely to diverge.
You could also try to replace your softmax output activation with a plain linear activation, in effect converting your model's output to (unnormalized) log-probability space. Then you'd need to change your dataset labels to also represent target log-probability values, which isn't possible exactly, but could get close with something like 1e8 * (1 - one_hot). But if you wanted to go this route, you'd effectively be implementing a cross-entropy loss yourself; see the first point.

Keras neural network predicting the same output

I need to develop a neural network with Keras to predict a disease using genetic data. It is known, that predicting this disease is possible even with logistic regression (however the predictions, in this case, are of very poor quality). It's worth mentioning that my data is imbalanced, so I introduced class weights later.
I decided to start with the simplest way to predict it - with a network, analogous to a logistic regression - one hidden layer with one neuron and achieved a bad, yet at least some result - 0.12-0.14 F1 score. Then I tried with 2 hidden and 1 output layers with different amount of neurons in the first hidden layer - from 1 to 8.
It turns out that in some cases it learns something, and in some is predicting the same output for every sample. I displayed the accuracy and loss function over the epochs and this is what I get:
Network loss function by epoch. It's clear that the loss function has roughly the same value, for the training data.
Network accuracy by epoch. It's clear that the accuracy is not improving, but fluctuates from 0 to 1
I searched for similar questions and the suggestions were the following:
Make more neurons - I just have to make it work with 1, 2 or more neurons in the first layer, so I can't add neurons to this one. I increased the amount of neurons in the second hidden layer up to 20, but it then stopped predicting anything with any number oh neurons in the first layer configuration.
Make more layers - I tried adding one more layer, but still have the same problem
To introduce dropout and increase it - what dropout are we talking about if it can learn with just one layer and one neuron in it
Reduce learning rate - decreased it from the default 10^(-3) to 10^(-4)
Reduce batch size - varied it from 500 samples in a minibatch to 1 (stochastic gradient descent)
More epochs - isn't 20 to 50 epochs on a 500'000 sample dataset enough?
Here's the model:
def run_nn_class_weights(data, labels, model):
n_iter = 20
predicted = None
true = None
print('Splitting the data')
x_train, x_valid, y_train, y_valid = train_test_split(data, labels, test_size = 0.05)
#model = create_model()
early_stopping_monitor=EarlyStopping(patience=240)
class_weights = class_weight.compute_class_weight('balanced',
np.unique(labels),
labels)
class_weights = dict(enumerate(class_weights))
hist = model.fit(x_train, y_train, validation_data=[x_valid, y_valid], class_weight=class_weights,
epochs=n_iter, batch_size=500, shuffle=True, callbacks=[early_stopping_monitor],verbose=1)
proba = model.predict(data)
predicted = proba.flatten()
true = labels
return(model, proba, hist)
def old_model_n_pred(n_neurons_1st = 1):
model = Sequential()
model.add(Dense(n_neurons_1st, activation='relu', input_shape=(7516,), kernel_initializer='glorot_normal'))
model.add(Dense(8, activation='relu'))
model.add(Dense(1, activation='sigmoid'))
#model.add(Flatten())
model.compile(loss='binary_crossentropy',
optimizer='adam',
metrics=['accuracy'])
return model
This is a small network that should be able to converge to something that's not an atractor (getting stuck on a single value).
I suggest taking a look at the weights of all the neurons with ReLu activation.
ReLus are great because get quick calculations; but half of the relu has derivate of zero, which doesn't help with gradient descent. This might be your case.
In guess in yout case the enemy would be the first neuron.
In order to overcome this problem, I would try to do regularize inputs (to have all samples centered around 0.5 and scaled by the standard deviation). If you do this to a ReLU, you'll make it ignore anything under between [-inf, sd].
if that does not fix part of the problem, swich to a different activation function in the first layer. A sigmoid will work very good and it's not too expensive for just one neuron.
Also, take a close look at your input distribution. What your network actually does is doing a sigmoid-like classification, then using between 4 to 8 neurons to "zoom"/correct on the important parts of the function that the first transformation didn't account for.

Keras RNN accuracy doesn't improve

I'm trying to improve my model so it can become a bit more accurate. Right now I'm training the model and get this as my training and validation accuracy.
For every epoch I get an training accuracy of 0.0003 and an validation accuracy of 0. I know this isn't good but I don't know how I can fix this.
Data is normalized with the minmax scaler. 4 of the 8 features are normalized (other 4 are hour, day, day_of_week and month)
Update:
I've also tried to normalize the entire dataset and it doesn't make a differance
scaling = MinMaxScaler(feature_range=(0,1)).fit(df[cols])
df[[cols]] = scaling.transform(df[[cols]])
My model: The shape is (5351, 1, 8)
and the input_shape is (1, 8)
model = keras.Sequential()
model.add(keras.layers.Bidirectional(keras.layers.LSTM(2,input_shape=(X_train.shape[1], X_train.shape[2]), return_sequences=True, activation='linear')))
model.add(keras.layers.Dense(1))
model.compile(loss='mean_squared_error', optimizer='Adamax', metrics=['acc'])
history = model.fit(
X_train, y_train,
epochs=200,
batch_size=24,
validation_split=0.35,
shuffle=False,
)
i tried using the answer of this question:
Keras model accuracy not improving
but it didn't work
A mean_sqared_error loss is for regression tasks while a acc metric is for classification problems. So it makes no sense to use them together.
If you work on a classification problem, use binary_crossentropy or categorical_crossentropy as loss and keep the metric parameter as you did.
If it is a regression tasks, change the metric to [mse] for mean squares error instead of [acc].
Your model "works" and you have applied the standard formula for backpropagation by using the mean squares error loss. But measuring the accuracy will make Keras check if your model's output is EXACTLY equals to the expected values. Since the loss function is for regression, it will hardly ever be equal.
Three last points because that little change won't correct everything.
Firstly, your last dense layer should have an activation function. (It's safier)
Secondly, I'm pretty sure a Bidirectional+LSTM layer placed before a Dense layer should have a return_sequences=False. A LSTM layer (with or without Bidirectional) can return thé full séquence of vector (like a matrix) but a dense layer takes vectors as input. But in this case it will work because of the third point.
The last point is about the shape of your data. You have 5351 examples of shape (1, 8) each which a vector of size 8. But a LSTM layer takes a sequence of vectors still thé size of your séquence is one. I don't know if it is relevent to use an RNN type layer here.

50% accuracy in CNN on image binary classification

I have a collection of images with open and closed eyes.
The data is collected from the current directory using keras in this way:
batch_size = 64
N_images = 84898 #total number of images
datagen = ImageDataGenerator(
rescale=1./255)
data_iterator = datagen.flow_from_directory(
'./Eyes',
shuffle = 'False',
color_mode='grayscale',
target_size=(h, w),
batch_size=batch_size,
class_mode = 'binary')
I've got a .csv file with the state of each eye.
I've built this Sequential model:
num_filters = 8
filter_size = 3
pool_size = 2
model = Sequential([
Conv2D(num_filters, filter_size, input_shape=(90, 90, 1)),
MaxPooling2D(pool_size=pool_size),
Flatten(),
Dense(16, activation='relu'),
Dense(2, activation='sigmoid'), # Two classes. one for "open" and another one for "closed"
])
Model compilation.
model.compile(
'adam',
loss='categorical_crossentropy',
metrics=['accuracy']
)
Finally I fit all the data with the following:
model.fit(
train_images,
to_categorical(train_labels),
epochs=3,
validation_data=(test_images, to_categorical(test_labels)),
)
The result fluctuates around 50% and I do not understand why.
Your current model essentially has one convolutional layer. That is, num_filters convolutional filters (which in this case are 3 x 3 arrays) are defined and fit such that when they are convolved with the image, they produce features that are as discriminative as possible between classes. You then perform maxpooling to slightly reduce the dimension of the output CNN features before passing to 2 dense layers.
I'd start by saying that one convolutional layer is almost certainly insufficient, especially with 3x3 filters. Basically, with a single convolutional layer, the most meaningful information you can get are edges or lines. These features are only marginally more useful to a function approximator (i.e. your fully connected layers) than the raw pixel intensity values because they still have an extremely high degree of variability both within a class and between classes. Consider that shifting an image of an eye 2 pixels to the left would result in completely different values output from your 1-layer CNN. You'd like the outputs of your CNN to be invariant to scale, rotation, illumination, etc.
In practice, this means you're going to need more convolutional layers. The relatively simple VGG net has at least 14 convolutional layers, and modern residual-layer based networks often have over 100 convolutional layers. Try writing a routine to define sequentially more complex networks until you start seeing performance gains.
As a secondary point, generally you don't want to use a sigmoid() activation function on your final layer outputs during training. This flattens the gradients and makes it much slower to backpropogate your loss. You actually don't care that the output values fall between 0 and 1, you only care about their relative magnitudes. Common practice is to use cross entropy loss which combines a log softmax function (gradient more stable than normal softmax) and negative log likelihood loss, as you've already done. Thus, since the log softmax portion transforms the output values into the desired range, there's no need to use the sigmoid activation function.

RNN fails to fit a linear trend (Keras BPTT issue?)

I am trying to train a simple LSTM to fit a line. My hypothesis is that I should be able to fit a linearly decreasing trend with zero input since the LSTM can decide how much it listens to its input vs. internal state, and can thus learn to just operate on the internal state. Basically a degenerate case for testing whether the LSTM can fit an expected result with zero input.
I create my input and target data:
seq_len = 1000
x_train = np.zeros((1, seq_len, 1)) # [batch_size, seq_len, num_feat]
target = np.linspace(100, 0, num=seq_len).reshape(1, -1, 1)
I create a pretty simple network:
from keras.models import Model
from keras.layers import LSTM, Dense, Input, TimeDistributed
x_in = Input((seq_len, 1))
seq1 = LSTM(8, return_sequences=True)(x_in)
dense1 = TimeDistributed(Dense(8))(seq1)
seq2 = LSTM(8, return_sequences=True)(dense1)
dense2 = TimeDistributed(Dense(8))(seq2)
out = TimeDistributed(Dense(1))(dense2)
model = Model(inputs=x_in, outputs=out)
model.compile(optimizer='adam', loss='mean_squared_error')
history = model.fit(x_train, target, batch_size=1, epochs=1000,
validation_split=0.)
I also created a custom callback that calls model.predict(x_train) after every epoch and adds the results to an array so I can see how my model's output is evolving over time. Basically the model just learns to predict a constant value which gradually (asymptotically) approaches the mean of my target line (target line is in red, not sure why the legend didn't show):
So basically nothing is driving my response to fit the actual line, I'm just gradually approaching the mean of the line. I suspect I am not getting any gradient with respect to time (data index), just an average gradient over time. But I would have thought LSTM losses would automagically give you gradient through time.
I've tried:
different activation functions for the LSTM layers (None, 'relu' for both the regular activation and recurrent activation)
different optimizers ('nadam', 'adadelta', 'rmsprop')
the 'mean_aboslute_error' loss function, which I didn't expect to improve the results, and it acted about the same
passing sequences of random numbers drawn from a normal distribution as input
replacing LSTM with GRU
Nothing seems to do it.
Anybody have a suggestion as to how I can force this thing to train on the gradient as a function of my sequence index, i.e. g(t)? Or any other suggestions on how I can get this to work?
Note: with the trend as shown, if the LSTM results in a constant value at exactly the mean (50), the minimum mean absolute error will be 25 and the minimum mean squared error will be about 835.8. So if we don't see any better than that, we probably aren't fitting the line, just the mean.
Just some references in case you run this yourself.

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