I followed this tutorial and tried to modify it a little bit to see if I understand things correctly. However, when I tried to use torch.opim.SGD
import torch
import numpy as np
import torch.nn as nn
import torch.nn.functional as F
device = torch.device("cuda:0")
x = torch.randn(N, D_in, device=device, dtype=dtype)
y = torch.randn(N, D_out, device=device, dtype=dtype)
w1 = torch.nn.Parameter(torch.randn(D_in, H, device=device, dtype=dtype, requires_grad=True))
w2 = torch.nn.Parameter(torch.randn(H, D_out, device=device, dtype=dtype, requires_grad=True))
lr = 1e-6
optimizer=torch.optim.SGD([w1,w2],lr=lr)
for t in range(500):
layer_1 = x.matmul(w1)
layer_1 = F.relu(layer_1)
y_pred = layer_1.matmul(w2)
loss = (y_pred - y).pow(2).sum()
print(t,loss.item())
optimizer.zero_grad()
loss.backward()
optimizer.step()
, my loss blows up to Inf at the third iteration and to nan afterwards, which is completely different compared to updating it manually. The code for updating it manually is below (also in the tutorial link).
x = torch.randn(N, D_in, device=device, dtype=dtype)
y = torch.randn(N, D_out, device=device, dtype=dtype)
w1 = torch.randn(D_in, H, device=device, dtype=dtype, requires_grad=True)
w2 = torch.randn(H, D_out, device=device, dtype=dtype, requires_grad=True)
learning_rate = 1e-6
for t in range(500):
y_pred = x.mm(w1).clamp(min=0).mm(w2)
loss = (y_pred - y).pow(2).sum()
print(t, loss.item())
loss.backward()
with torch.no_grad():
w1 -= learning_rate * w1.grad
w2 -= learning_rate * w2.grad
w1.grad.zero_()
w2.grad.zero_()
I wonder what is wrong with my modified version (the first snippet). When I replaced SGD with Adam, the results came out pretty nice (decreasing after each iteration, no Inf or nan).
Related
I have created a simple pytorch classification model with sample datasets generated using sklearns make_classification. Even after training for thousands of epochs the accuracy of the model hovers between 30 and 40 percentage. During training itself the loss value is fluctuating very far and wide. I am wondering why this model is not learning, whether it's due to some logical error in the code.
import torch
from torch.utils.data import Dataset, DataLoader
import torch.nn as nn
from sklearn.datasets import make_classification
from sklearn.model_selection import train_test_split
X,y = make_classification(n_features=15,n_classes=5,n_informative=4)
DEVICE = torch.device('cuda')
epochs = 5000
class CustomDataset(Dataset):
def __init__(self,X,y):
self.X = torch.from_numpy(X)
self.y = torch.from_numpy(y)
def __len__(self):
return len(self.X)
def __getitem__(self, index):
X = self.X[index]
y = self.y[index]
return (X,y)
class Model(nn.Module):
def __init__(self):
super().__init__()
self.l1 = nn.Linear(15,10)
self.l2 = nn.Linear(10,5)
self.relu = nn.ReLU()
def forward(self,x):
x = self.l1(x)
x = self.relu(x)
x = self.l2(x)
x = self.relu(x)
return x
model = Model().double().to(DEVICE)
optimizer = torch.optim.Adam(model.parameters(), lr=0.001)
loss_function = nn.CrossEntropyLoss()
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.33, random_state=42)
train_data = CustomDataset(X_train,y_train)
test_data = CustomDataset(X_test,y_test)
trainloader = DataLoader(train_data, batch_size=32, shuffle=True)
testloader = DataLoader(test_data, batch_size=32, shuffle=True)
for i in range(epochs):
for (x,y) in trainloader:
x = x.to(DEVICE)
y = y.to(DEVICE)
optimizer.zero_grad()
output = model(x)
loss = loss_function(output,y)
loss.backward()
optimizer.step()
if i%200==0:
print("epoch: ",i," Loss: ",loss.item())
correct = 0
total = 0
# since we're not training, we don't need to calculate the gradients for our outputs
with torch.no_grad():
for x, y in testloader:
# calculate outputs by running x through the network
outputs = model(x.to(DEVICE)).to(DEVICE)
# the class with the highest energy is what we choose as prediction
_, predicted = torch.max(outputs.data, 1)
total += y.size(0)
correct += (predicted == y.to(DEVICE)).sum().item()
print(f'Accuracy of the network on the test data: {100 * correct // total} %')
EDIT
I tried to over-fit my model with only 10 samples (batch_size=5) X,y = make_classification(n_samples=10,n_features=15,n_classes=5,n_informative=4) but now the accuracy decreased to 15-20%. I then normalize the input data between the values 0 and 1 which pushed the accuracy a bit higher but not over 50 percentage. Any idea why this might be happening?
You should not be using ReLU activation on your output layer. Usually softmax activation is used for multi class classification on the final layer, or the logits are fed to the loss function directly without explicitly adding a softmax activation layer.
Try removing the ReLU activation from the final layer.
I was tackling the Fashion MNIST data-set problem on Udacity. However my implementation of code is giving drastically different loss as compared to the solution shared by the Udacity team. I believe the only difference in my answer is the definition of the Neural Network and apart from that everything is the same. I am not able to figure out the reason for such a drastic difference in Loss.
Code 1: My solution:
import torch.nn as nn
from torch import optim
images, labels = next(iter(trainloader))
model = nn.Sequential(nn.Linear(784,256),
nn.ReLU(),
nn.Linear(256,128),
nn.ReLU(),
nn.Linear(128,64),
nn.ReLU(),
nn.Linear(64,10),
nn.LogSoftmax(dim=1))
# Flatten images
optimizer = optim.Adam(model.parameters(),lr=0.003)
criterion = nn.NLLLoss()
for i in range(10):
running_loss = 0
for images,labels in trainloader:
images = images.view(images.shape[0], -1)
output = model.forward(images)
loss = criterion(output,labels)
loss.backward()
optimizer.step()
running_loss += loss.item()
else:
print(f"Training loss: {running_loss}")
# Loss is coming around 4000
Code 2: Official Solution:
from torch import nn, optim
import torch.nn.functional as F
class Classifier(nn.Module):
def __init__(self):
super().__init__()
self.fc1 = nn.Linear(784, 256)
self.fc2 = nn.Linear(256, 128)
self.fc3 = nn.Linear(128, 64)
self.fc4 = nn.Linear(64, 10)
def forward(self, x):
# make sure input tensor is flattened
x = x.view(x.shape[0], -1)
x = F.relu(self.fc1(x))
x = F.relu(self.fc2(x))
x = F.relu(self.fc3(x))
x = F.log_softmax(self.fc4(x), dim=1)
return x
model = Classifier()
criterion = nn.NLLLoss()
optimizer = optim.Adam(model.parameters(), lr=0.003)
epochs = 5
for e in range(epochs):
running_loss = 0
for images, labels in trainloader:
log_ps = model(images)
loss = criterion(log_ps, labels)
optimizer.zero_grad()
loss.backward()
optimizer.step()
running_loss += loss.item()
else:
print(f"Training loss: {running_loss}")
# Loss is coming around 200
Is there any explanation for the vast difference in loss ?
You forgot to zero out/clear the gradients in your implementation. That is you are missing :
optimizer.zero_grad()
In other words simply do:
for i in range(10):
running_loss = 0
for images,labels in trainloader:
images = images.view(images.shape[0], -1)
output = model.forward(images)
loss = criterion(output,labels)
# missed this!
optimizer.zero_grad()
loss.backward()
optimizer.step()
running_loss += loss.item()
else:
print(f"Training loss: {running_loss}")
and you are good to go!
I'm completely new to PyTorch and tried out some models. I wanted to make an easy prediction rnn of stock market prices and found the following code:
I load the data set with pandas then split it into training and test data and load it into a pytorch DataLoader for later usage in training process. The model is defined in the GRU class. But the actual problem seems to be the optimisation. I think the problem could be gradient explosion. I thought about adding gradient clipping but the GRU design should actually prevent gradient explosion or am I wrong? What could cause the loss to be instantly NaN (already in the first epoch)
from sklearn.preprocessing import MinMaxScaler
import time
import pandas as pd
import numpy as np
import torch
import torch.nn as nn
from torch.utils.data import TensorDataset, DataLoader
batch_size = 200
input_dim = 1
hidden_dim = 32
num_layers = 2
output_dim = 1
num_epochs = 10
nvda = pd.read_csv('dataset/stocks/NVDA.csv')
price = nvda[['Close']]
scaler = MinMaxScaler(feature_range=(-1, 1))
price['Close'] = scaler.fit_transform(price['Close'].values.reshape(-1, 1))
def split_data(stock, lookback):
data_raw = stock.to_numpy() # convert to numpy array
data = []
# create all possible sequences of length seq_len
for index in range(len(data_raw) - lookback):
data.append(data_raw[index: index + lookback])
data = np.array(data)
test_set_size = int(np.round(0.2 * data.shape[0]))
train_set_size = data.shape[0] - (test_set_size)
x_train = data[:train_set_size, :-1, :]
y_train = data[:train_set_size, -1, :]
x_test = data[train_set_size:, :-1]
y_test = data[train_set_size:, -1, :]
return [x_train, y_train, x_test, y_test]
lookback = 20 # choose sequence length
x_train, y_train, x_test, y_test = split_data(price, lookback)
train_data = TensorDataset(torch.from_numpy(x_train).float(), torch.from_numpy(y_train).float())
train_data = DataLoader(train_data, shuffle=True, batch_size=batch_size, drop_last=True)
test_data = TensorDataset(torch.from_numpy(x_test).float(), torch.from_numpy(y_test).float())
test_data = DataLoader(test_data, shuffle=True, batch_size=batch_size, drop_last=True)
class GRU(nn.Module):
def __init__(self, input_dim, hidden_dim, num_layers, output_dim):
super(GRU, self).__init__()
self.hidden_dim = hidden_dim
self.num_layers = num_layers
self.gru = nn.GRU(input_dim, hidden_dim, num_layers, batch_first=True, dropout=0.2)
self.fc = nn.Linear(hidden_dim, output_dim)
self.relu = nn.ReLU()
def forward(self, x, h):
out, h = self.gru(x, h)
out = self.fc(self.relu(out[:, -1]))
return out, h
def init_hidden(self, batch_size):
weight = next(self.parameters()).data
hidden = weight.new(self.num_layers, batch_size, self.hidden_dim).zero_()
return hidden
model = GRU(input_dim=input_dim, hidden_dim=hidden_dim, output_dim=output_dim, num_layers=num_layers)
criterion = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=0.0000000001)
model.train()
start_time = time.time()
h = model.init_hidden(batch_size)
for epoch in range(1, num_epochs+1):
for x, y in train_data:
h = h.data
model.zero_grad()
y_train_pred, h = model(x, h)
loss = criterion(y_train_pred, y)
print("Epoch ", epoch, "MSE: ", loss.item())
loss.backward()
optimizer.step()
training_time = time.time() - start_time
print("Training time: {}".format(training_time))
This is the dataset which I used.
Not sure if it is the case, but did you preprocess and cleaned the data? I do not know it but maybe there are some values missing or it's something strange about it. I checked it here
https://ca.finance.yahoo.com/quote/NVDA/history?p=NVDA and it seems that every couple of rows there is some inconsistency. Like I said, I do not know if it's the case but it may be.
I am new to pytorch. The following is the basic example of using nn module to train a simple one-layer model with some random data (from here)
import torch
N, D_in, H, D_out = 64, 1000, 100, 10
x = torch.randn(N, D_in)
y = torch.randn(N, D_out)
model = torch.nn.Sequential(
torch.nn.Linear(D_in, H),
torch.nn.ReLU(),
torch.nn.Linear(H, D_out),
)
loss_fn = torch.nn.MSELoss(reduction='sum')
optimizer = torch.optim.Adam(model.parameters(), lr=1e-4)
for t in range(500):
y_pred = model(x)
loss = loss_fn(y_pred, y)
print(t, loss.item())
optimizer.zero_grad()
loss.backward()
optimizer.step()
As far as I understand, the batch size is equal to 1 in the example, in other words, a single point (out of 64) is used to calculate gradients and update parameters. My question is: how to modify this example to train the model with the batch size greater than one?
In fact N is the batch size. So you just need to modify N currently its set to 64. So you have in every training batch 64 vectors with size / dim D_in.
I checked the link you posted, you can also take a look at the comments - there is some explanation too :)
# -*- coding: utf-8 -*-
import numpy as np
# N is batch size; D_in is input dimension;
# H is hidden dimension; D_out is output dimension.
N, D_in, H, D_out = 64, 1000, 100, 10
# Create random input and output data
x = np.random.randn(N, D_in)
y = np.random.randn(N, D_out)
# Randomly initialize weights
w1 = np.random.randn(D_in, H)
w2 = np.random.randn(H, D_out)
learning_rate = 1e-6
for t in range(500):
# Forward pass: compute predicted y
h = x.dot(w1)
h_relu = np.maximum(h, 0)
y_pred = h_relu.dot(w2)
# Compute and print loss
loss = np.square(y_pred - y).sum()
print(t, loss)
# Backprop to compute gradients of w1 and w2 with respect to loss
grad_y_pred = 2.0 * (y_pred - y)
grad_w2 = h_relu.T.dot(grad_y_pred)
grad_h_relu = grad_y_pred.dot(w2.T)
grad_h = grad_h_relu.copy()
grad_h[h < 0] = 0
grad_w1 = x.T.dot(grad_h)
# Update weights
w1 -= learning_rate * grad_w1
w2 -= learning_rate * grad_w2
To include batch size in PyTorch basic examples, the easiest and cleanest way is to use PyTorch torch.utils.data.DataLoader and torch.utils.data.TensorDataset.
Dataset stores the samples and their corresponding labels, and DataLoader wraps an iterable around the Dataset to enable easy access to the samples.
DataLoader will take care of creating batches for you.
Building on your question, there is a complete code snippet, where we iterate over a dataset of 10000 examples for 2 epochs with a batch size of 64:
import torch
from torch.utils.data import DataLoader, TensorDataset
# Create the dataset with N_SAMPLES samples
N_SAMPLES, D_in, H, D_out = 10000, 1000, 100, 10
x = torch.randn(N_SAMPLES, D_in)
y = torch.randn(N_SAMPLES, D_out)
# Define the batch size and the number of epochs
BATCH_SIZE = 64
N_EPOCHS = 2
# Use torch.utils.data to create a DataLoader
# that will take care of creating batches
dataset = TensorDataset(x, y)
dataloader = DataLoader(dataset, batch_size=BATCH_SIZE, shuffle=True)
# Define model, loss and optimizer
model = torch.nn.Sequential(
torch.nn.Linear(D_in, H),
torch.nn.ReLU(),
torch.nn.Linear(H, D_out),
)
loss_fn = torch.nn.MSELoss(reduction='sum')
optimizer = torch.optim.Adam(model.parameters(), lr=1e-4)
# Get the dataset size for printing (it is equal to N_SAMPLES)
dataset_size = len(dataloader.dataset)
# Loop over epochs
for epoch in range(N_EPOCHS):
print(f"Epoch {epoch + 1}\n-------------------------------")
# Loop over batches in an epoch using DataLoader
for id_batch, (x_batch, y_batch) in enumerate(dataloader):
y_batch_pred = model(x_batch)
loss = loss_fn(y_batch_pred, y_batch)
optimizer.zero_grad()
loss.backward()
optimizer.step()
# Every 100 batches, print the loss for this batch
# as well as the number of examples processed so far
if id_batch % 100 == 0:
loss, current = loss.item(), (id_batch + 1)* len(x_batch)
print(f"loss: {loss:>7f} [{current:>5d}/{dataset_size:>5d}]")
The output should be something like:
Epoch 1
-------------------------------
loss: 643.433716 [ 64/10000]
loss: 648.195435 [ 6464/10000]
Epoch 2
-------------------------------
loss: 613.619873 [ 64/10000]
loss: 625.018555 [ 6464/10000]
I want to implement the MLP model taught in https://www.coursera.org/learn/machine-learning, using tensorflow. Here's implementation.
# one hidden layer MLP
x = tf.placeholder(tf.float32, shape=[None, 784])
y = tf.placeholder(tf.float32, shape=[None, 10])
W_h1 = tf.Variable(tf.random_normal([784, 512]))
h1 = tf.nn.sigmoid(tf.matmul(x, W_h1))
W_out = tf.Variable(tf.random_normal([512, 10]))
y_ = tf.matmul(h1, W_out)
# cross_entropy = tf.nn.sigmoid_cross_entropy_with_logits(y_, y)
cross_entropy = tf.reduce_sum(- y * tf.log(y_) - (1 - y) * tf.log(1 - y_), 1)
loss = tf.reduce_mean(cross_entropy)
train_step = tf.train.GradientDescentOptimizer(0.05).minimize(loss)
correct_prediction = tf.equal(tf.argmax(y, 1), tf.argmax(y_, 1))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32))
# train
with tf.Session() as s:
s.run(tf.initialize_all_variables())
for i in range(10000):
batch_x, batch_y = mnist.train.next_batch(100)
s.run(train_step, feed_dict={x: batch_x, y: batch_y})
if i % 100 == 0:
train_accuracy = accuracy.eval(feed_dict={x: batch_x, y: batch_y})
print('step {0}, training accuracy {1}'.format(i, train_accuracy))
However, it does not work. I think the definition for the layers are correct, but the problem is in the cross_entropy. If I use the first one, the one got commented out, the model converges quickly; but if I use the 2nd one, which I think/hope is the translation of the previous equation, the model won't converge.
If you want to take a look at the cost equation, you can find it at here.
Update
I have implemented this same MLP model using numpy and scipy, and it works.
In the tensorflow code, I added a print line in the training loop, and I found out that all the elements in y_ are nan...I think it is caused by arithmetic overflow or something alike.
It is likely 0*log(0) issue.
Replacing
cross_entropy = tf.reduce_sum(- y * tf.log(y_) - (1 - y) * tf.log(1 - y_), 1)
with
cross_entropy = tf.reduce_sum(- y * tf.log(tf.clip_by_value(y_, 1e-10, 1.0)) - (1 - y) * tf.log(tf.clip_by_value(1 - y_, 1e-10, 1.0)), 1)
Please see Tensorflow NaN bug?.
The problem I think is that nn.sigmoid_cross_entropy_with_logits expects unormalized results, where as the function you replace it with cross_entropy = tf.reduce_sum(- y * tf.log(y_) - (1 - y) * tf.log(1 - y_), 1)
Expects y_ to be normalized (by the sigmoid) between 0 and 1
try replacing
y_ = tf.matmul(h1, W_out)
with
y_ = tf.nn.sigmoid(tf.matmul(h1, W_out))