I have highly unbalanced data in a two class problem that I am trying to use TensorFlow to solve with a NN. I was able to find a posting that exactly described the difficulty that I'm having and gave a solution which appears to address my problem. However I'm working with an assistant, and neither of us really knows python and so TensorFlow is being used like a black box for us. I have extensive (decades) of experience working in a variety of programming languages in various paradigms. That experience allows me to have a pretty good intuitive grasp of what I see happening in the code my assistant cobbled together to get a working model, but neither of us can follow what is going on enough to be able to tell exactly where in TensorFlow we need to make edits to get what we want.
I'm hoping someone with a good knowledge of Python and TensorFlow can look at this and just tell us something like, "Hey, just edit the file called xxx and at the lines at yyy," so we can get on with it.
Below, I have a link to the solution we want to implement, and I've also included the code my assistant wrote that initially got us up and running. Our code produces good results when our data is balanced, but when highly imbalanced, it tends to classify everything skewed to the larger class to get better results.
Here is a link to the solution we found that looks promising:
Loss function for class imbalanced binary classifier in Tensor flow
I've included the relevant code from this link below. Since I know that where we make these edits will depend on how we are using TensorFlow, I've also included our implementation immediately under it in the same code block with appropriate comments to make it clear what we want to add and what we are currently doing:
# Here is the stuff we need to add some place in the TensorFlow source code:
ratio = 31.0 / (500.0 + 31.0)
class_weight = tf.constant([[ratio, 1.0 - ratio]])
logits = ... # shape [batch_size, 2]
weight_per_label = tf.transpose( tf.matmul(labels
, tf.transpose(class_weight)) ) #shape [1, batch_size]
# this is the weight for each datapoint, depending on its label
xent = tf.mul(weight_per_label
, tf.nn.softmax_cross_entropy_with_logits(logits, labels, name="xent_raw") #shape [1, batch_size]
loss = tf.reduce_mean(xent) #shape 1
# NOW HERE IS OUR OWN CODE TO SHOW HOW WE ARE USING TensorFlow:
# (Obviously this is not in the same file in real life ...)
import os
os.environ['TF_CPP_MIN_LOG_LEVEL']='2'
import tensorflow as tf
import numpy as np
from math import exp
from PreProcessData import load_and_process_training_Data,
load_and_process_test_data
from PrintUtilities import printf, printResultCompare
tf.set_random_seed(0)
#==============================================================
# predefine file path
''' Unbalanced Training Data, hence there are 1:11 target and nontarget '''
targetFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Train1-35/tar.txt'
nontargetFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Train1-35/nontar.txt'
testFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Test41/feats41.txt'
labelFilePath = '/Volumes/Extend/BCI_TestData/60FeaturesVersion/Test41/labs41.txt'
# train_x,train_y =
load_and_process_training_Data(targetFilePath,nontargetFilePath)
train_x, train_y =
load_and_process_training_Data(targetFilePath,nontargetFilePath)
# test_x,test_y = load_and_process_test_data(testFilePath,labelFilePath)
test_x, test_y = load_and_process_test_data(testFilePath,labelFilePath)
# trained neural network path
save_path = "nn_saved_model/model.ckpt"
# number of classes
n_classes = 2 # in this case, target or non_target
# number of hidden layers
num_hidden_layers = 1
# number of nodes in each hidden layer
nodes_in_layer1 = 40
nodes_in_layer2 = 100
nodes_in_layer3 = 30 # We think: 3 layers is dangerous!! try to avoid it!!!!
# number of data features in each blocks
block_size = 3000 # computer may not have enough memory, so we divide the train into blocks
# number of times we iterate through training data
total_iterations = 1000
# terminate training if computed loss < supposed loss
expected_loss = 0.1
# max learning rate and min learnign rate
max_learning_rate = 0.002
min_learning_rate = 0.0002
# These are placeholders for some values in graph
# tf.placeholder(dtype, shape=None(optional), name=None(optional))
# It's a tensor to hold our datafeatures
x = tf.placeholder(tf.float32, [None,len(train_x[0])])
# Every row has either [1,0] for targ or [0,1] for non_target. placeholder to hold one hot value
Y_C = tf.placeholder(tf.int8, [None, n_classes])
# variable learning rate
lr = tf.placeholder(tf.float32)
# neural network model
def neural_network_model(data):
if (num_hidden_layers == 1):
# layers contain weights and bias for case like all neurons fired a 0 into the layer, we will need result out
# When using RELUs, make sure biases are initialised with small *positive* values for example 0.1 = tf.ones([K])/10
hidden_1_layer = {'weights': tf.Variable(tf.random_normal([len(train_x[0]), nodes_in_layer1])),
'bias': tf.Variable(tf.ones([nodes_in_layer1]) / 10)}
# no more bias when come to the output layer
output_layer = {'weights': tf.Variable(tf.random_normal([nodes_in_layer1, n_classes])),
'bias': tf.Variable(tf.zeros([n_classes]))}
# multiplication of the raw input data multipled by their unique weights (starting as random, but will be optimized)
l1 = tf.add(tf.matmul(data, hidden_1_layer['weights']), hidden_1_layer['bias'])
l1 = tf.nn.relu(l1)
# We repeat this process for each of the hidden layers, all the way down to our output, where we have the final values still being the multiplication of the input and the weights, plus the output layer's bias values.
Ylogits = tf.matmul(l1, output_layer['weights']) + output_layer['bias']
if (num_hidden_layers == 2):
# layers contain weights and bias for case like all neurons fired a 0 into the layer, we will need result out
# When using RELUs, make sure biases are initialised with small *positive* values for example 0.1 = tf.ones([K])/10
hidden_1_layer = {'weights': tf.Variable(tf.random_normal([len(train_x[0]), nodes_in_layer1])),
'bias': tf.Variable(tf.ones([nodes_in_layer1]) / 10)}
hidden_2_layer = {'weights': tf.Variable(tf.random_normal([nodes_in_layer1, nodes_in_layer2])),
'bias': tf.Variable(tf.ones([nodes_in_layer2]) / 10)}
# no more bias when come to the output layer
output_layer = {'weights': tf.Variable(tf.random_normal([nodes_in_layer2, n_classes])),
'bias': tf.Variable(tf.zeros([n_classes]))}
# multiplication of the raw input data multipled by their unique weights (starting as random, but will be optimized)
l1 = tf.add(tf.matmul(data, hidden_1_layer['weights']), hidden_1_layer['bias'])
l1 = tf.nn.relu(l1)
l2 = tf.add(tf.matmul(l1, hidden_2_layer['weights']), hidden_2_layer['bias'])
l2 = tf.nn.relu(l2)
# We repeat this process for each of the hidden layers, all the way down to our output, where we have the final values still being the multiplication of the input and the weights, plus the output layer's bias values.
Ylogits = tf.matmul(l2, output_layer['weights']) + output_layer['bias']
if (num_hidden_layers == 3):
# layers contain weights and bias for case like all neurons fired a 0 into the layer, we will need result out
# When using RELUs, make sure biases are initialised with small *positive* values for example 0.1 = tf.ones([K])/10
hidden_1_layer = {'weights':tf.Variable(tf.random_normal([len(train_x[0]), nodes_in_layer1])), 'bias':tf.Variable(tf.ones([nodes_in_layer1]) / 10)}
hidden_2_layer = {'weights':tf.Variable(tf.random_normal([nodes_in_layer1, nodes_in_layer2])), 'bias':tf.Variable(tf.ones([nodes_in_layer2]) / 10)}
hidden_3_layer = {'weights':tf.Variable(tf.random_normal([nodes_in_layer2, nodes_in_layer3])), 'bias':tf.Variable(tf.ones([nodes_in_layer3]) / 10)}
# no more bias when come to the output layer
output_layer = {'weights':tf.Variable(tf.random_normal([nodes_in_layer3, n_classes])), 'bias':tf.Variable(tf.zeros([n_classes]))}
# multiplication of the raw input data multipled by their unique weights (starting as random, but will be optimized)
l1 = tf.add(tf.matmul(data,hidden_1_layer['weights']), hidden_1_layer['bias'])
l1 = tf.nn.relu(l1)
l2 = tf.add(tf.matmul(l1,hidden_2_layer['weights']), hidden_2_layer['bias'])
l2 = tf.nn.relu(l2)
l3 = tf.add(tf.matmul(l2,hidden_3_layer['weights']), hidden_3_layer['bias'])
l3 = tf.nn.relu(l3)
# We repeat this process for each of the hidden layers, all the way down to our output, where we have the final values still being the multiplication of the input and the weights, plus the output layer's bias values.
Ylogits = tf.matmul(l3,output_layer['weights']) + output_layer['bias']
return Ylogits # return the neural network model
# set up the training process
def train_neural_network(x):
# produce the prediction base on output of nn model
Ylogits = neural_network_model(x)
# measure the error use build in cross entropy function, the value that we want to minimize
cross_entropy = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=Ylogits, labels=Y_C))
# To optimize our cost (cross_entropy), reduce error, default learning_rate is 0.001, but you can change it, this case we use default
# optimizer = tf.train.GradientDescentOptimizer(0.003)
optimizer = tf.train.AdamOptimizer(lr)
train_step = optimizer.minimize(cross_entropy)
# start the session
with tf.Session() as sess:
# We initialize all of our variables first before start
sess.run(tf.global_variables_initializer())
# iterate epoch count time (cycles of feed forward and back prop), each epoch means neural see through all train_data once
for epoch in range(total_iterations):
# count the total cost per epoch, declining mean better result
epoch_loss=0
i=0
decay_speed = 150
# current learning rate
learning_rate = min_learning_rate + (max_learning_rate - min_learning_rate) * exp(-epoch/decay_speed)
# divide the dataset in to data_set/batch_size in case run out of memory
while i < len(train_x):
# load train data
start = i
end = i + block_size
batch_x = np.array(train_x[start:end])
batch_y = np.array(train_y[start:end])
train_data = {x: batch_x, Y_C: batch_y, lr: learning_rate}
# train
# sess.run(train_step,feed_dict=train_data)
# run optimizer and cost against batch of data.
_, c = sess.run([train_step, cross_entropy], feed_dict=train_data)
epoch_loss += c
i+=block_size
# print iteration status
printf("epoch: %5d/%d , loss: %f", epoch, total_iterations, epoch_loss)
# terminate training when loss < expected_loss
if epoch_loss < expected_loss:
break
# how many predictions we made that were perfect matches to their labels
# test model
# test data
test_data = {x:test_x, Y_C:test_y}
# calculate accuracy
correct_prediction = tf.equal(tf.argmax(Ylogits, 1), tf.argmax(Y_C, 1))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, 'float'))
print('Accuracy:',accuracy.eval(test_data))
# result matrix, return the position of 1 in array
result = (sess.run(tf.argmax(Ylogits.eval(feed_dict=test_data),1)))
answer = []
for i in range(len(test_y)):
if test_y[i] == [0,1]:
answer.append(1)
elif test_y[i]==[1,0]:
answer.append(0)
answer = np.array(answer)
printResultCompare(result,answer)
# save the prediction of correctness
np.savetxt('nn_prediction.txt', Ylogits.eval(feed_dict={x: test_x}), delimiter=',',newline="\r\n")
# save the nn model for later use again
# 'Saver' op to save and restore all the variables
saver = tf.train.Saver()
saver.save(sess, save_path)
#print("Model saved in file: %s" % save_path)
# load the trained neural network model
def test_loaded_neural_network(trained_NN_path):
Ylogits = neural_network_model(x)
saver = tf.train.Saver()
with tf.Session() as sess:
# load saved model
saver.restore(sess, trained_NN_path)
print("Loading variables from '%s'." % trained_NN_path)
np.savetxt('nn_prediction.txt', Ylogits.eval(feed_dict={x: test_x}), delimiter=',',newline="\r\n")
# test model
# result matrix
result = (sess.run(tf.argmax(Ylogits.eval(feed_dict={x:test_x}),1)))
# answer matrix
answer = []
for i in range(len(test_y)):
if test_y[i] == [0,1]:
answer.append(1)
elif test_y[i]==[1,0]:
answer.append(0)
answer = np.array(answer)
printResultCompare(result,answer)
# calculate accuracy
correct_prediction = tf.equal(tf.argmax(Ylogits, 1), tf.argmax(Y_C, 1))
print(Ylogits.eval(feed_dict={x: test_x}).shape)
train_neural_network(x)
#test_loaded_neural_network(save_path)
So, can anyone help point us to the right place to make the edits that we need to make to resolve our problem? (i.e. what is the name of the file we need to edit, and where is it located.) Thanks in advance!
-gt-