We Keep Coding

Why PyTorch optimizer might fail to update its parameters?

I am trying to do a simple loss-minimization for a specific variable coeff using PyTorch optimizers. This variable is supposed to be used as an interpolation coefficient for two vectors w_foo and w_bar to find a third vector, w_target.
w_target = `w_foo + coeff * (w_bar - w_foo)
With w_foo and w_bar set as constant, at each optimization step I calculate w_target for the given coeff. Loss is determined from w_target using a fairly complex process beyond the scope of this question.
# w_foo.shape = [1, 16, 512]
# w_bar.shape = [1, 16, 512]
# num_layers = 16
# num_steps = 10000
vgg_loss = VGGLoss()
coeff = torch.randn([num_layers, ])
optimizer = torch.optim.Adam([coeff], lr=initial_learning_rate)
for step in range(num_steps):
w_target = w_foo + torch.matmul(coeff, (w_bar - w_foo))
optimizer.zero_grad()
target_image = generator.synthesis(w_target)
processed_target_image = process(target_image)
loss = vgg_loss(processed_target_image, source_image)
loss.backward()
optimizer.step()
However, when running this optimizer, I am met with query_opt not changing from one step to another, optimizer being essentially useless. I would like to ask for some advice on what I am doing wrong here.
Edit:
As suggested, I will try to elaborate on the loss function. Essentially, w_target is used to generate an image, and VGGLoss uses VGG feature extractor to compare this synthetic image with a certain exemplar source image.
class VGGLoss(torch.nn.Module):
def __init__(self, device, vgg):
super().__init__()
for param in self.parameters():
param.requires_grad = True
self.vgg = vgg # VGG16 in eval mode
def forward(self, source, target):
loss = 0
source_features = self.vgg(source, resize_images=False, return_lpips=True)
target_features = self.vgg(target, resize_images=False, return_lpips=True)
loss += (source_features - target_features).square().sum()
return loss

Can't compute gradient for RNN generator after sampling in custom TextGAN

I'm having some problems getting my gradients computed in a Text GAN experiment. The setup is as follows ( Using TensorFlow Eager Execution ):
Text is passed to an RNN encoder.
RNN decoder:
I prime the decoder with the RNN encoder hidden state
I kick off the decoder with a start token and sample for max_seq_length, feeding the output at each timestep back in as input
I pass the decoded string to a Discriminator and perform the usual operations there.
Now - the problem is that when I'm trying to compute the gradients for the loss from the discriminator with respect to the generator part ( encoder + decoder sample ), GradientTape returns a list of only None values. If I however try and calculate gradients for loss with respect to the discriminator, it works. I'm also pre-training the generator ( encoder / decoder ), which works.
For reference; the Encoder / Decoder is almost a copy/paste from this official TensorFlow example. The below code is run after the TensorFlow example, as I use the example to pre-train the encoder / decoder.
I've been playing around so much in order to get this to work that the code may be a bit "ugly", but here's the part that's not working:
for epoch in range(EPOCHS):
start = time.time()
hidden = encoder.initialize_hidden_state()
total_generator_loss = 0
total_discriminator_loss = 0
for (batch, (inp, orig, targ)) in enumerate(dataset):
with tf.GradientTape() as tape:
enc_output, enc_hidden = encoder(inp, hidden)
dec_hidden = enc_hidden
results = tf.convert_to_tensor(np.array(
[[original_sentence.word2idx['<start>']]
for _ in range(BATCH_SIZE)], dtype=np.int64))
#
# I've also tried wrapping the below loop inside a tf.while_loop,
# though I may have done it incorrectly...
#
for _ in range(1, max_length_orig):
dec_input = tf.expand_dims(results[:, -1], 1)
predictions, dec_hidden, _ = decoder(dec_input, dec_hidden, enc_output)
results = tf.concat([results, tf.multinomial(predictions, num_samples=1)], 1)
fake_logits = rnn_discriminator(results)
generator_loss = losses.generator_loss_function(fake_logits)
generator_variables = encoder.variables + decoder.variables
#
# The line below is the one that's producing [None, ..., None]
#
generator_gradients = tape.gradient(generator_loss, generator_variables)
generator_optimizer.apply_gradients(zip(generator_gradients, generator_variables))
#
# The part below here is working
#
with tf.GradientTape() as tape:
target_logits = rnn_discriminator(targ)
discriminator_loss = losses.discriminator_loss_function(fake_logits, target_logits)
discriminator_gradients = tape.gradient(discriminator_loss, rnn_discriminator.variables)
discriminator_optimizer.apply_gradients(
zip(discriminator_gradients, rnn_discriminator.variables)
)
total_generator_loss += generator_loss
total_discriminator_loss += discriminator_loss
Edit:
I realize that the tf.multinomial operation may not be differentiable, and that's why the gradient won't flow past that point.
However, I haven't figured out how to get past this operation - ideas are greatly appreciated!

linear regression by tensorflow gets noticeable mean square error

I am new to tensorflow and I am trying to implement a simple feed-forward network for regression, just for learning purposes. The complete executable code is as follows.
The regression mean squared error is around 6, which is quite large. It is a little unexpected because the function to regress is linear and simple 2*x+y, and I expect a better performance.
I am asking for help to check if I did anything wrong in the code. I carefully checked the matrix dimensions so that should be good, but it is possible that I misunderstand something so the network or the session is not properly configured (like, should I run the training session multiple times, instead of just one time (the code below enclosed by #TRAINING#)? I see in some examples they input data piece by piece, and run the training progressively. I run the training just one time and input all data).
If the code is good, maybe this is a modeling issue, but I really don't expect to use a complicated network for such a simple regression.
import tensorflow as tf
import numpy as np
from sklearn.metrics import mean_squared_error
# inputs are points from a 100x100 grid in domain [-2,2]x[-2,2], total 10000 points
lsp = np.linspace(-2,2,100)
gridx,gridy = np.meshgrid(lsp,lsp)
inputs = np.dstack((gridx,gridy))
inputs = inputs.reshape(-1,inputs.shape[-1]) # reshpaes the grid into a 10000x2 matrix
feature_size = inputs.shape[1] # feature_size is 2, features are the 2D coordinates of each point
input_size = inputs.shape[0] # input_size is 10000
# a simple function f(x)=2*x[0]+x[1] to regress
f = lambda x: 2 * x[0] + x[1]
label_size = 1
labels = f(inputs.transpose()).reshape(-1,1) # reshapes labels as a column vector
ph_inputs = tf.placeholder(tf.float32, shape=(None, feature_size), name='inputs')
ph_labels = tf.placeholder(tf.float32, shape=(None, label_size), name='labels')
# just one hidden layer with 16 units
hid1_size = 16
w1 = tf.Variable(tf.random_normal([hid1_size, feature_size], stddev=0.01), name='w1')
b1 = tf.Variable(tf.random_normal([hid1_size, label_size]), name='b1')
y1 = tf.nn.relu(tf.add(tf.matmul(w1, tf.transpose(ph_inputs)), b1))
# the output layer
wo = tf.Variable(tf.random_normal([label_size, hid1_size], stddev=0.01), name='wo')
bo = tf.Variable(tf.random_normal([label_size, label_size]), name='bo')
yo = tf.transpose(tf.add(tf.matmul(wo, y1), bo))
# defines optimizer and predictor
lr = tf.placeholder(tf.float32, shape=(), name='learning_rate')
loss = tf.losses.mean_squared_error(ph_labels,yo)
optimizer = tf.train.GradientDescentOptimizer(lr).minimize(loss)
predictor = tf.identity(yo)
# TRAINING
init = tf.global_variables_initializer()
sess = tf.Session()
sess.run(init)
_, c = sess.run([optimizer, loss], feed_dict={lr:0.05, ph_inputs: inputs, ph_labels: labels})
# TRAINING
# gets the regression results
predictions = np.zeros((input_size,1))
for i in range(input_size):
predictions[i] = sess.run(predictor, feed_dict={ph_inputs: inputs[i, None]}).squeeze()
# prints regression MSE
print(mean_squared_error(predictions, labels))

You're right, you understood the problem by yourself.
The problem is, in fact, that you're running the optimization step only one time. Hence you're doing one single update step of your network parameter and therefore the cost won't decrease.
I just changed the training session of your code in order to make it work as expected (100 training steps):
# TRAINING
init = tf.global_variables_initializer()
sess = tf.Session()
sess.run(init)
for i in range(100):
_, c = sess.run(
[optimizer, loss],
feed_dict={
lr: 0.05,
ph_inputs: inputs,
ph_labels: labels
})
print("Train step {} loss value {}".format(i, c))
# TRAINING
and at the end of the training step I go:
Train step 99 loss value 0.04462708160281181
0.044106700712455045

Fine-tuning a neural network in tensorflow

I've been working on this neural network with the intent to predict TBA (time based availability) of simulated windmill parks based on certain attributes. The neural network runs just fine, and gives me some predictions, however I'm not quite satisfied with the results. It fails to notice some very obvious correlations that I can clearly see by myself. Here is my current code:
`# Import
import tensorflow as tf
import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
from sklearn.preprocessing import MinMaxScaler
maxi = 0.96
mini = 0.7
# Make data a np.array
data = pd.read_csv('datafile_ML_no_avg.csv')
data = data.values
# Shuffle the data
shuffle_indices = np.random.permutation(np.arange(len(data)))
data = data[shuffle_indices]
# Training and test data
data_train = data[0:int(len(data)*0.8),:]
data_test = data[int(len(data)*0.8):int(len(data)),:]
# Scale data
scaler = MinMaxScaler(feature_range=(mini, maxi))
scaler.fit(data_train)
data_train = scaler.transform(data_train)
data_test = scaler.transform(data_test)
# Build X and y
X_train = data_train[:, 0:5]
y_train = data_train[:, 6:7]
X_test = data_test[:, 0:5]
y_test = data_test[:, 6:7]
# Number of stocks in training data
n_args = X_train.shape[1]
multi = int(8)
# Neurons
n_neurons_1 = 8*multi
n_neurons_2 = 4*multi
n_neurons_3 = 2*multi
n_neurons_4 = 1*multi
# Session
net = tf.InteractiveSession()
# Placeholder
X = tf.placeholder(dtype=tf.float32, shape=[None, n_args])
Y = tf.placeholder(dtype=tf.float32, shape=[None,1])
# Initialize1s
sigma = 1
weight_initializer = tf.variance_scaling_initializer(mode="fan_avg",
distribution="uniform", scale=sigma)
bias_initializer = tf.zeros_initializer()
# Hidden weights
W_hidden_1 = tf.Variable(weight_initializer([n_args, n_neurons_1]))
bias_hidden_1 = tf.Variable(bias_initializer([n_neurons_1]))
W_hidden_2 = tf.Variable(weight_initializer([n_neurons_1, n_neurons_2]))
bias_hidden_2 = tf.Variable(bias_initializer([n_neurons_2]))
W_hidden_3 = tf.Variable(weight_initializer([n_neurons_2, n_neurons_3]))
bias_hidden_3 = tf.Variable(bias_initializer([n_neurons_3]))
W_hidden_4 = tf.Variable(weight_initializer([n_neurons_3, n_neurons_4]))
bias_hidden_4 = tf.Variable(bias_initializer([n_neurons_4]))
# Output weights
W_out = tf.Variable(weight_initializer([n_neurons_4, 1]))
bias_out = tf.Variable(bias_initializer([1]))
# Hidden layer
hidden_1 = tf.nn.relu(tf.add(tf.matmul(X, W_hidden_1), bias_hidden_1))
hidden_2 = tf.nn.relu(tf.add(tf.matmul(hidden_1, W_hidden_2),
bias_hidden_2))
hidden_3 = tf.nn.relu(tf.add(tf.matmul(hidden_2, W_hidden_3),
bias_hidden_3))
hidden_4 = tf.nn.relu(tf.add(tf.matmul(hidden_3, W_hidden_4),
bias_hidden_4))
# Output layer (transpose!)
out = tf.transpose(tf.add(tf.matmul(hidden_4, W_out), bias_out))
# Cost function
mse = tf.reduce_mean(tf.squared_difference(out, Y))
# Optimizer
opt = tf.train.AdamOptimizer().minimize(mse)
# Init
net.run(tf.global_variables_initializer())
# Fit neural net
batch_size = 10
mse_train = []
mse_test = []
# Run
epochs = 10
for e in range(epochs):
# Shuffle training data
shuffle_indices = np.random.permutation(np.arange(len(y_train)))
X_train = X_train[shuffle_indices]
y_train = y_train[shuffle_indices]
# Minibatch training
for i in range(0, len(y_train) // batch_size):
start = i * batch_size
batch_x = X_train[start:start + batch_size]
batch_y = y_train[start:start + batch_size]
# Run optimizer with batch
net.run(opt, feed_dict={X: batch_x, Y: batch_y})
# Show progress
if np.mod(i, 50) == 0:
mse_train.append(net.run(mse, feed_dict={X: X_train, Y: y_train}))
mse_test.append(net.run(mse, feed_dict={X: X_test, Y: y_test}))
pred = net.run(out, feed_dict={X: X_test})
print(pred)`
Have tried to tweak around with the number of hidden layers, number of nodes per layer, number of epochs to run and trying different activation functions and optimizers. However, I am quite new to neural networks, so there might be something very obvious that I'm missing.
Thanks in advance to anyone who managed to read through all of that.

It will make is much easier you you will share a small dataset that illustrate the problem. However, I will state some of the issues with non-standards datasets and how to overcome them.
Possible solutions
Regularization and validation-based optimization - are methods that are always good to try when looking for some extra-accuracy. See dropout methods here (original paper), and some overview here.
Unbalanced data - Sometimes of the time series categories/events behave like anomalies, or just in unbalanced ways. If you read a book, words like the or it will appear much more times than warehouse or such. This can become a problem if your main task is to detect the word warehouse and you train your network (even lstms) in traditional ways. A way to overcome this problem is by balancing the samples (creating balanced datasets) or to give more weight to low-frequent categories.
Model structure - sometimes fully connected layers are not enough. See computer vision problems for instance, where we train using convolution layers. The convolution and pooling layers enforce structure on the model, which is suitable for images. This is also some sort of regulation, since we have less parameters in those layers. In time-series problems, convolutions are also possible and turns out that works just fine. See example in Conditional Time Series Forecasting with Convolution Neural Networks.
The above suggestions are presented in the order I would suggest to try.
Good luck!

TensorFlow dynamic RNN not training

Problem statement
I am trying to train a dynamic RNN in TensorFlow v1.0.1 on Linux RedHat 7.3 (problem also manifests on Windows 7), and no matter what I try, I get the exact same training and validation error at every epoch, i.e. my weights are not updating.
I appreciate any help you can offer.
Example
I tried to reduce this to a minimum example that shows my issue, but the minimum example is still pretty large. I based the network structure largely on this gist.
Network definition
import functools
import numpy as np
import tensorflow as tf
def lazy_property(function):
attribute = '_' + function.__name__
#property
#functools.wraps(function)
def wrapper(self):
if not hasattr(self, attribute):
setattr(self, attribute, function(self))
return getattr(self, attribute)
return wrapper
class MyNetwork:
"""
Class defining an RNN for labeling a time series.
"""
def __init__(self, data, target, num_hidden=64):
self.data = data
self.target = target
self._num_hidden = num_hidden
self._num_steps = int(self.target.get_shape()[1])
self._num_classes = int(self.target.get_shape()[2])
self._weight_and_bias() # create weight and bias tensors
self.prediction
self.error
self.optimize
#lazy_property
def prediction(self):
"""Defines the recurrent neural network prediction scheme."""
# Dynamic LSTM.
network = tf.contrib.rnn.BasicLSTMCell(self._num_hidden)
output, _ = tf.nn.dynamic_rnn(network, data, dtype=tf.float32)
# Flatten and apply same weights to all time steps.
output = tf.reshape(output, [-1, self._num_hidden])
prediction = tf.nn.softmax(tf.matmul(output, self.weight) + self.bias)
prediction = tf.reshape(prediction,
[-1, self._num_steps, self._num_classes])
return prediction
#lazy_property
def cost(self):
"""Defines the cost function for the network."""
cross_entropy = -tf.reduce_sum(self.target * tf.log(self.prediction),
axis=[1, 2])
cross_entropy = tf.reduce_mean(cross_entropy)
return cross_entropy
#lazy_property
def optimize(self):
"""Defines the optimization scheme."""
learning_rate = 0.003
optimizer = tf.train.RMSPropOptimizer(learning_rate)
return optimizer.minimize(self.cost)
#lazy_property
def error(self):
"""Defines a measure of prediction error."""
mistakes = tf.not_equal(tf.argmax(self.target, 2),
tf.argmax(self.prediction, 2))
return tf.reduce_mean(tf.cast(mistakes, tf.float32))
def _weight_and_bias(self):
"""Returns appropriately sized weight and bias tensors for the output layer."""
self.weight = tf.Variable(tf.truncated_normal(
[self._num_hidden, self._num_classes],
mean=0.0,
stddev=0.01,
dtype=tf.float32))
self.bias = tf.Variable(tf.constant(0.1, shape=[self._num_classes]))
Training
Here is my training process. The all_data class just holds my data and labels, and uses a batch generator class to spit out batches for training when I call all_data.train.next() and all_data.train_labels.next(). You can reproduce with any batch generation scheme you like, and I can add the code if you think it is relevant; I felt like this was getting too long as it is.
tf.reset_default_graph()
data = tf.placeholder(tf.float32,
[None, all_data.num_steps, all_data.num_features])
target = tf.placeholder(tf.float32,
[None, all_data.num_steps, all_data.num_outputs])
model = MyNetwork(data, target, NUM_HIDDEN)
print('Training the model...')
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
print('Initialized.')
for epoch in range(3):
print('Epoch {} |'.format(epoch), end='', flush=True)
for step in range(all_data.train_size // BATCH_SIZE):
# Generate the next training batch and train.
d = all_data.train.next()
t = all_data.train_labels.next()
sess.run(model.optimize,
feed_dict={data: d, target: t})
# Update the user periodically.
if step % summary_frequency == 0:
print('.', end='', flush=True)
# Show training and validation error at the end of each epoch.
print('|', flush=True)
train_error = sess.run(model.error,
feed_dict={data: d, target: t})
valid_error = sess.run(model.error,
feed_dict={
data: all_data.valid,
target: all_data.valid_labels
})
print('Training error: {}%'.format(100 * train_error))
print('Validation error: {}%'.format(100 * valid_error))
# Check testing error after everything.
test_error = sess.run(model.error,
feed_dict={
data: all_data.test,
target: all_data.test_labels
})
print('Testing error after {} epochs: {}%'.format(epoch + 1, 100 * test_error))
For a simple example, I generated random data and labels, where data has shape [num_samples, num_steps, num_features], and each sample has a single label associated with the whole thing:
data = np.random.rand(5000, 1000, 2)
labels = np.random.randint(low=0, high=2, size=[5000])
I then converted my labels to one-hot vectors and tiled them so that the resulting labels tensor was the same size as the data tensor.
Results
No matter what I do, I get results like this:
Training the model...
Initialized.
Epoch 0 |.......................................................|
Training error: 56.25%
Validation error: 53.39999794960022%
Epoch 1 |.......................................................|
Training error: 56.25%
Validation error: 53.39999794960022%
Epoch 2 |.......................................................|
Training error: 56.25%
Validation error: 53.39999794960022%
Testing error after 3 epochs: 49.000000953674316%
Where I have exactly the same error at every epoch. Even if my weights were randomly walking around this should change. For the example shown here, I used random data with random labels, so I do not expect much improvement, but I do expect some change, and I am getting the exact same results every epoch. When I do this with my actual data set, I get the same behavior.
Insight
I hesitate to include this in case it proves to be a red herring, but I believe that my optimizer is calculating cost function gradients of None. When I tried a different optimizer and attempted to clip the gradients, I went ahead and used tf.Print to output the gradients as well. The network crashed with an error that tf.Print could not handle None-type values.
Attempted fixes
I have tried the following things, and the problem persists in all cases:
Using different optimizers, e.g. AdamOptimizer with and without modifications to the gradients (clipping).
Adjusting batch sizes.
Using many more and many fewer hidden nodes.
Running for more epochs.
Initializing my weights with different values assigned to stddev.
Initializing my biases to zeros (using tf.zeros) and to different constants.
Using weights and biases that are defined within the prediction method and are not member variables of the class, and a _weight_and_bias method that is defined as a #staticmethod like in this gist.
Determining logits in the prediction function instead of softmax predictions, i.e. predictions = tf.matmul(output, self.weights) + self.bias, and then using tf.nn.softmax_cross_entropy_with_logits. This requires some reshaping because the method wants its labels and targets given with shape [batch_size, num_classes], so the cost method becomes:
(line added to get code to format...)
#lazy_property
def cost(self):
"""Defines the cost function for the network."""
targs = tf.reshape(self.target, [-1, self._num_classes])
logits = tf.reshape(self.predictions, [-1, self._num_classes])
cross_entropy = tf.nn.softmax_cross_entropy_with_logits(labels=targs, logits=logits)
cross_entropy = tf.reduce_mean(cross_entropy)
return cross_entropy
Changing which size dimension I leave as None when I create my placeholders as suggested in this answer, which requires a bit of rewriting in the network definition. Basically setting size = [all_data.batch_size, -1, all_data.num_features] and size = [all_data.batch_size, -1, all_data.num_classes].
Using tf.contrib.rnn.DropoutWrapper in my network definition and passing a dropout value set to 0.5 in training and 1.0 in validation and testing.

The problem went away when I used
output = tf.contrib.layers.flatten(output)
logits = tf.contrib.layers.fully_connected(output, some_size, activation_fn=None)
instead of flattening my network output, defining weights, and performing the tf.matmul(output, weight) + bias manually. I then used logits (instead of predictions in the question) in my cost function with
cross_entropy = tf.nn.softmax_cross_entropy_with_logits(labels=target,
logits=logits)
If you want to get the network prediction, you will still need to do prediction = tf.nn.softmax(logits).
I have no idea why this helped, but the network would not train even on random made-up data until I made these changes.