I'm a bit confused about how to accumulate the batch losses to obtain the epoch loss.
Two questions:
Is #1 (see comments below) correct way to calculate loss with masks)
Is #2 correct way to report epoch loss)
optimizer = torch.optim.Adam(model.parameters, lr=1e-3, weight_decay=1e-5)
criterion = torch.nn.BCEWithLogitsLoss(pos_weight=pos_weight)
for epoch in range(10):
EPOCH_LOSS = 0.
for inputs, gt_labels, masks in training_dataloader:
optimizer.zero_grad()
outputs = model(inputs)
#1: Is this the correct way to calculate batch loss? Do I multiply batch_loss with outputs.shape[0[ before adding it to epoch_loss?
batch_loss = (masks * criterion(outputs, gt_labels.float())).mean()
EPOCH_LOSS += batch_loss
loss.backward()
optimizer.step()
#2: then what do I do here? Do I divide the EPOCH_LOSS with len(training_dataloader)?
print(f'EPOCH LOSS: {EPOCH_LOSS/len(training_dataloader)}:.3f')
In your criterion, you have got the default reduction field set (see the docs), so your masking approach won't work. You should use your masking one step earlier (prior to the loss calculation) like so:
batch_loss = (criterion(outputs*masks, gt_labels.float()*masks)).mean()
OR
batch_loss = (criterion(outputs[masks], gt_labels.float()[masks])).mean()
But, without seeing your data it might be a different format. You might want to check that this is working as expected.
In regards to your actual question, it depends on how you want to represent your data. What I would do is just to sum all of the batches' losses and represent that, but you can choose to divide by the number of batches if you want to represent the AVERAGE loss of each batch in the epoch.
Because this is purely an illustrative property of your model, it actually doesn't matter which one you pick, as long as it's consistent between epochs to represent the fact that your model is learning.
Related
I am using Pytorch to run some deep learning models. I am currently keeping track of training and validation loss per epoch, which is pretty standard. However, what is the best way of going about keeping track of training and validation loss per batch/iteration?
For training loss, I could just keep a list of the loss after each training loop. But, validation loss is calculated after a whole epoch, so I’m not sure how to go about the validation loss per batch. The only thing I can think of is to run the whole validation step after each training batch and keeping track of those, but that seems overkill and a lot of computation.
For example, the training is like this:
for epoch in range(2): # loop over the dataset multiple times
running_loss = 0.0
for i, data in enumerate(trainloader, 0):
# get the inputs; data is a list of [inputs, labels]
inputs, labels = data
# zero the parameter gradients
optimizer.zero_grad()
# forward + backward + optimize
outputs = net(inputs)
loss = criterion(outputs, labels)
loss.backward()
optimizer.step()
# print statistics
running_loss += loss.item()
And for validation loss:
with torch.no_grad():
for data in testloader:
images, labels = data
outputs = net(images)
_, predicted = torch.max(outputs.data, 1)
total += labels.size(0)
correct += (predicted == labels).sum().item()
# validation loss
batch_loss = error(outputs.float(), labels.long()).item()
loss_test += batch_loss
loss_test /= len(testloader)
The validation loss/test part is done per epoch. I’m looking for a way to get the validation loss per batch, which is my point above.
Any tips?
Well, you're right that's the way to do it "run the whole validation step after each training batch and keeping track of those" and also as you've thought it's pretty time-consuming and would be overkill. However, If that's something you really need then there's a way you can do it. What you can do is, let's say you've 1000 batches in your data. Now to calculate per batch val_loss you can choose not to run the validation step for each of the batch (then you'd have to do it 1000 times!) but for a small subset of those batches, let's say 50/100 (choose as you please or find feasible). Now, you can use some statistical power so that your calculation for 50/100 batches becomes very very close to that of 1000 batches (meaning this val_loss for a small number of batches must be as close as to those of 1000 batches if you had calculated that), so to achieve it you can introduce some randomness in your batch selection.
This means you randomly select 100 batches from your 1000 batches for which you'll run the validation step.
An epoch is the process of making the model go through the entire training set - which is, generally, divided into batches. Also, it tends to be shuffled. The validation set, on the other hand is used to tune the hyper-parameters of your training and find out what's your model's behavior towards new data. In that respect, to me, evaluating at epoch=1/2 doesn't make much sense. Because the question is - whatever the performance on the evaluation set at epoch=1/2 - what can you do about it? Since, you don't know which data it has been going through in the first half of the epoch, there's no way to take advantage of 'a first half being better'... And remember your data will likely be shuffled into batches.
Therefore, I would stick with the classic approach: train on the entire set then, and only then, evaluate on another set. In some cases, you won't even allow yourself to evaluate once per epoch, because of the computation time. Instead you would evaluate every n epochs. But then again it will depend on your dataset size, your sampling from that dataset, the batch size, and the computation cost.
For the training loss, you can keep track of its value per-update-step vs. per-epoch. This will give you much more control over whether or not your model is learning independently from the validation phase.
Edit - As an alternative for not having to run the entire evaluation set per train batch you could do the following: shuffle your validation and set the same batch size as your trainset.
len(trainset)//batch_size is the number of updates per epoch
len(validset)//batch_size is the number of allowed evaluation per epoch
Every len(trainset)//len(validset) train updates you can evaluate on 1
batch
This allows you to get a feedback len(trainset)//len(validset) times per epoch.
If you set your train/valid ratio as 0.1, then len(validset)=0.1*len(trainset), that's ten partial evaluations per epoch.
I have a multiclassification problem that depends on historical data. I am trying LSTM using loss='sparse_categorical_crossentropy'. The train accuracy and loss increase and decrease respectively. But, my test accuracy starts to fluctuate wildly.
What I am doing wrong?
Input data:
X = np.reshape(X, (X.shape[0], X.shape[1], 1))
X.shape
(200146, 13, 1)
My model
# fix random seed for reproducibility
seed = 7
np.random.seed(seed)
# define 10-fold cross validation test harness
kfold = StratifiedKFold(n_splits=10, shuffle=False, random_state=seed)
cvscores = []
for train, test in kfold.split(X, y):
regressor = Sequential()
# Units = the number of LSTM that we want to have in this first layer -> we want very high dimentionality, we need high number
# return_sequences = True because we are adding another layer after this
# input shape = the last two dimensions and the indicator
regressor.add(LSTM(units=50, return_sequences=True, input_shape=(X[train].shape[1], 1)))
regressor.add(Dropout(0.2))
# Extra LSTM layer
regressor.add(LSTM(units=50, return_sequences=True))
regressor.add(Dropout(0.2))
# 3rd
regressor.add(LSTM(units=50, return_sequences=True))
regressor.add(Dropout(0.2))
#4th
regressor.add(LSTM(units=50))
regressor.add(Dropout(0.2))
# output layer
regressor.add(Dense(4, activation='softmax', kernel_regularizer=regularizers.l2(0.001)))
# Compile the RNN
regressor.compile(optimizer='adam', loss='sparse_categorical_crossentropy',metrics=['accuracy'])
# Set callback functions to early stop training and save the best model so far
callbacks = [EarlyStopping(monitor='val_loss', patience=9),
ModelCheckpoint(filepath='best_model.h5', monitor='val_loss', save_best_only=True)]
history = regressor.fit(X[train], y[train], epochs=250, callbacks=callbacks,
validation_data=(X[test], y[test]))
# plot train and validation loss
pyplot.plot(history.history['loss'])
pyplot.plot(history.history['val_loss'])
pyplot.title('model train vs validation loss')
pyplot.ylabel('loss')
pyplot.xlabel('epoch')
pyplot.legend(['train', 'validation'], loc='upper right')
pyplot.show()
# evaluate the model
scores = regressor.evaluate(X[test], y[test], verbose=0)
print("%s: %.2f%%" % (regressor.metrics_names[1], scores[1]*100))
cvscores.append(scores[1] * 100)
print("%.2f%% (+/- %.2f%%)" % (np.mean(cvscores), np.std(cvscores)))
Results:
trainingmodel
Plot
What you are describing here is overfitting. This means your model keeps learning about your training data and doesn't generalize, or other said it is learning the exact features of your training set. This is the main problem you can deal with in deep learning. There is no solution per se. You have to try out different architectures, different hyperparameters and so on.
You can try with a small model that underfits (that is the train acc and validation are at low percentage) and keep increasing your model until it overfits. Then you can play around with the optimizer and other hyperparameters.
By smaller model I mean one with fewer hidden units or fewer layers.
you seem to have too many LSTM layers stacked over and over again which eventually leads to overfitting. Probably should decrease the num of layers.
Your model seems to be overfitting, since the training error keeps on reducing while validation error fails to. Overall, it fails to generalize.
You should try reducing the model complexity by removing some of the LSTM layers. Also, try varying the batch sizes, it will reduce the number of fluctuations in the loss.
You can also consider varying the learning rate.
I'm very new to deep learning models, and trying to train a multiple time series model using LSTM with Keras Sequential. There are 25 observations per year for 50 years = 1250 samples, so not sure if this is even possible to use LSTM for such small data. However, I have thousands of feature variables, not including time lags. I'm trying to predict a sequence of the next 25 time steps of data. The data is normalized between 0 and 1. My problem is that, despite trying many obvious adjustments, I cannot get the LSTM validation loss anywhere close to the training loss (overfitting dramatically, I think).
I have tried adjusting number of nodes per hidden layer (25-375), number of hidden layers (1-3), dropout (0.2-0.8), batch_size (25-375), and train/ test split (90%:10% - 50%-50%). Nothing really makes much of a difference on the validation loss/ training loss disparity.
# SPLIT INTO TRAIN AND TEST SETS
# 25 observations per year; Allocate 5 years (2014-2018) for Testing
n_test = 5 * 25
test = values[:n_test, :]
train = values[n_test:, :]
# split into input and outputs
train_X, train_y = train[:, :-25], train[:, -25:]
test_X, test_y = test[:, :-25], test[:, -25:]
# reshape input to be 3D [samples, timesteps, features]
train_X = train_X.reshape((train_X.shape[0], 5, newdf.shape[1]))
test_X = test_X.reshape((test_X.shape[0], 5, newdf.shape[1]))
print(train_X.shape, train_y.shape, test_X.shape, test_y.shape)
# design network
model = Sequential()
model.add(Masking(mask_value=-99, input_shape=(train_X.shape[1], train_X.shape[2])))
model.add(LSTM(375, return_sequences=True))
model.add(Dropout(0.8))
model.add(LSTM(125, return_sequences=True))
model.add(Dropout(0.8))
model.add(LSTM(25))
model.add(Dense(25))
model.compile(loss='mse', optimizer='adam')
# fit network
history = model.fit(train_X, train_y, epochs=20, batch_size=25, validation_data=(test_X, test_y), verbose=2, shuffle=False)
Epoch 19/20
14s - loss: 0.0512 - val_loss: 188.9568
Epoch 20/20
14s - loss: 0.0510 - val_loss: 188.9537
I assume I must be doing something obvious wrong, but can't realize it since I'm a newbie. I am hoping to either get some useful validation loss achieved (compared to training), or know that my data observations are simply not large enough for useful LSTM modeling. Any help or suggestions is much appreciated, thanks!
Overfitting
In general, if you're seeing much higher validation loss than training loss, then it's a sign that your model is overfitting - it learns "superstitions" i.e. patterns that accidentally happened to be true in your training data but don't have a basis in reality, and thus aren't true in your validation data.
It's generally a sign that you have a "too powerful" model, too many parameters that are capable of memorizing the limited amount of training data. In your particular model you're trying to learn almost a million parameters (try printing model.summary()) from a thousand datapoints - that's not reasonable, learning can extract/compress information from data, not create it out of thin air.
What's the expected result?
The first question you should ask (and answer!) before building a model is about the expected accuracy. You should have a reasonable lower bound (what's a trivial baseline? For time series prediction, e.g. linear regression might be one) and an upper bound (what could an expert human predict given the same input data and nothing else?).
Much depends on the nature of the problem. You really have to ask, is this information sufficient to get a good answer? For many real life time problems with time series prediction, the answer is no - the future state of such a system depends on many variables that can't be determined by simply looking at historical measurements - to reasonably predict the next value, you need to bring in lots of external data other than the historical prices. There's a classic quote by Tukey: "The combination of some data and an aching desire for an answer does not ensure that a reasonable answer can be extracted from a given body of data."
I am trying to predict the hygrothermal response of a wall, given the interior and exterior climate. Based on literature research, I believe this should be possible with RNN but I have not been able to get good accuracy.
The dataset has 12 input features (time-series of exterior and interior climate data) and 10 output features (time-series of hygrothermal response), both containing hourly values for 10 years. This data was created with hygrothermal simulation software, there is no missing data.
Dataset features:
Dataset targets:
Unlike most time-series prediction problems, I want to predict the response for the full length of the input features time-series at each time-step, rather than the subsequent values of a time-series (eg financial time-series prediction). I have not been able to find similar prediction problems (in similar or other fields), so if you know of one, references are very welcome.
I think this should be possible with RNN, so I am currently using LSTM from Keras. Before training, I preprocess my data the following way:
Discard first year of data, as the first time steps of the hygrothermal response of the wall is influenced by the initial temperature and relative humidity.
Split into training and testing set. Training set contains the first 8 years of data, the test set contains the remaining 2 years.
Normalise training set (zero mean, unit variance) using StandardScaler from Sklearn. Normalise test set analogously using mean an variance from training set.
This results in: X_train.shape = (1, 61320, 12), y_train.shape = (1, 61320, 10), X_test.shape = (1, 17520, 12), y_test.shape = (1, 17520, 10)
As these are long time-series, I use stateful LSTM and cut the time-series as explained here, using the stateful_cut() function. I only have 1 sample, so batch_size is 1. For T_after_cut I have tried 24 and 120 (24*5); 24 appears to give better results. This results in X_train.shape = (2555, 24, 12), y_train.shape = (2555, 24, 10), X_test.shape = (730, 24, 12), y_test.shape = (730, 24, 10).
Next, I build and train the LSTM model as follows:
model = Sequential()
model.add(LSTM(128,
batch_input_shape=(batch_size,T_after_cut,features),
return_sequences=True,
stateful=True,
))
model.addTimeDistributed(Dense(targets)))
model.compile(loss='mean_squared_error', optimizer=Adam())
model.fit(X_train, y_train, epochs=100, batch_size=batch=batch_size, verbose=2, shuffle=False)
Unfortunately, I don't get accurate prediction results; not even for the training set, thus the model has high bias.
The prediction results of the LSTM model for all targets
How can I improve my model? I have already tried the following:
Not discarding the first year of the dataset -> no significant difference
Differentiating the input features time-series (subtract previous value from current value) -> slightly worse results
Up to four stacked LSTM layers, all with the same hyperparameters -> no significant difference in results but longer training time
Dropout layer after LSTM layer (though this is usually used to reduce variance and my model has high bias) -> slightly better results, but difference might not be statistically significant
Am I doing something wrong with the stateful LSTM? Do I need to try different RNN models? Should I preprocess the data differently?
Furthermore, training is very slow: about 4 hours for the model above. Hence I am reluctant to do an extensive hyperparameter gridsearch...
In the end, I managed to solve this the following way:
Using more samples to train instead of only 1 (I used 18 samples to train and 6 to test)
Keep the first year of data, as the output time-series for all samples have the same 'starting point' and the model needs this information to learn
Standardise both input and output features (zero mean, unit variance). I found this improved prediction accuracy and training speed
Use stateful LSTM as described here, but add reset states after epoch (see below for code). I used batch_size = 6 and T_after_cut = 1460. If T_after_cut is longer, training is slower; if T_after_cut is shorter, accuracy decreases slightly. If more samples are available, I think using a larger batch_size will be faster.
use CuDNNLSTM instead of LSTM, this speed up the training time x4!
I found that more units resulted in higher accuracy and faster convergence (shorter training time). Also I found that the GRU is as accurate as the LSTM tough converged faster for the same number of units.
Monitor validation loss during training and use early stopping
The LSTM model is build and trained as follows:
def define_reset_states_batch(nb_cuts):
class ResetStatesCallback(Callback):
def __init__(self):
self.counter = 0
def on_batch_begin(self, batch, logs={}):
# reset states when nb_cuts batches are completed
if self.counter % nb_cuts == 0:
self.model.reset_states()
self.counter += 1
def on_epoch_end(self, epoch, logs={}):
# reset states after each epoch
self.model.reset_states()
return(ResetStatesCallback)
model = Sequential()
model.add(layers.CuDNNLSTM(256, batch_input_shape=(batch_size,T_after_cut ,features),
return_sequences=True,
stateful=True))
model.add(layers.TimeDistributed(layers.Dense(targets, activation='linear')))
optimizer = RMSprop(lr=0.002)
model.compile(loss='mean_squared_error', optimizer=optimizer)
earlyStopping = EarlyStopping(monitor='val_loss', min_delta=0.005, patience=15, verbose=1, mode='auto')
ResetStatesCallback = define_reset_states_batch(nb_cuts)
model.fit(X_dev, y_dev, epochs=n_epochs, batch_size=n_batch, verbose=1, shuffle=False, validation_data=(X_eval,y_eval), callbacks=[ResetStatesCallback(), earlyStopping])
This gave me very statisfying accuracy (R2 over 0.98):
This figure shows the temperature (left) and relative humidity (right) in the wall over 2 years (data not used in training), prediction in red and true output in black. The residuals show that the error is very small and that the LSTM learns to capture the long-term dependencies to predict the relative humidity.
I found some sample code on the tensorflow website as follows.
input_fn = tf.contrib.learn.io.numpy_input_fn({"x":x_train}, y_train, batch_size=4, num_epochs=1000)
eval_input_fn = tf.contrib.learn.io.numpy_input_fn({"x":x_eval}, y_eval, batch_size=4, num_epochs=1000)
# We can invoke 1000 training steps by invoking the method and passing the
# training data set.
estimator.fit(input_fn=input_fn, steps=1000)
# Here we evaluate how well our model did.
train_loss = estimator.evaluate(input_fn=input_fn)
eval_loss = estimator.evaluate(input_fn=eval_input_fn)
print("train loss: %r"% train_loss)
print("eval loss: %r"% eval_loss)
Would you let me know what the 'training loss' means?
Training loss is the loss on training data. Loss is a function that takes the correct output and model output and computes the error between them. The loss is then used to adjust weights based on how big the error was and which elements contributed to it the most.