In AutoML Natural Language is there a way I can define parameters/thresholds where training should stop, e.g., after training for 5 hours or when reaching 50% accuracy?
In the documentation there is neither information about how long the model will be trained nor the training/eval progress, so I can't make an informed decision about when I should finish the training.
Currently there is no way to define exit criteria for training. AutoML NL will pick the best model fit for users’ problem and optimize the best result. Model training will use all data with valid labels and splits, and respect the split semantic.
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I'm using a grid search to tune the hyperparameters of my DNN, which has 2 depth layers. I'm currently scoring each model based on the average loss in the test set, but I'm not sure if this is the best approach. Would it be better to use the accuracy, or both the loss and accuracy, as a scoring metric? How do other people typically score their models during hyperparameter tuning? Any advice or insights would be greatly appreciated.
The first thing in your experimental setup is using the test set while making hyperparameter tunning. You should train your model with your train set and make your hyperparameter tunning with your validation set. After finishing this process, you need to use test set to get the model score is the best option to the way of using/splitting the dataset correctly.
The second part of your question is very open-ended, but you may benefit from the following tips:
Different metrics may be suitable for different tasks, so it is important to choose the right metric. For instance, in some classification tasks you would like to track accuracy, and some of them recall or precision etc. (or you can use and track multiple metrics to understand your model behavior more deeper)
The recent advancement on this topic is generally referred to as AutoML and there are many different applications/libraries/methodologies that are used for hyperparameter tuning. So you may also want to search other methods rather than just using GridSeach. If you want to continue with GridSearch, to find the optimal parameters for your problem, you can switch the GridSearchCV so you can test your model more than once with a different part of the dataset which makes your hyperparameter tunning operation more robust.
I am reading the a deep learning with python book.
After reading chapter 4, Fighting Overfitting, I have two questions.
Why might increasing the number of epochs cause overfitting?
I know increasing increasing the number of epochs will involve more attempts at gradient descent, will this cause overfitting?
During the process of fighting overfitting, will the accuracy be reduced ?
I'm not sure which book you are reading, so some background information may help before I answer the questions specifically.
Firstly, increasing the number of epochs won't necessarily cause overfitting, but it certainly can do. If the learning rate and model parameters are small, it may take many epochs to cause measurable overfitting. That said, it is common for more training to do so.
To keep the question in perspective, it's important to remember that we most commonly use neural networks to build models we can use for prediction (e.g. predicting whether an image contains a particular object or what the value of a variable will be in the next time step).
We build the model by iteratively adjusting weights and biases so that the network can act as a function to translate between input data and predicted outputs. We turn to such models for a number of reasons, often because we just don't know what the function is/should be or the function is too complex to develop analytically. In order for the network to be able to model such complex functions, it must be capable of being highly-complex itself. Whilst this complexity is powerful, it is dangerous! The model can become so complex that it can effectively remember the training data very precisely but then fail to act as an effective, general function that works for data outside of the training set. I.e. it can overfit.
You can think of it as being a bit like someone (the model) who learns to bake by only baking fruit cake (training data) over and over again – soon they'll be able to bake an excellent fruit cake without using a recipe (training), but they probably won't be able to bake a sponge cake (unseen data) very well.
Back to neural networks! Because the risk of overfitting is high with a neural network there are many tools and tricks available to the deep learning engineer to prevent overfitting, such as the use of dropout. These tools and tricks are collectively known as 'regularisation'.
This is why we use development and training strategies involving test datasets – we pretend that the test data is unseen and monitor it during training. You can see an example of this in the plot below (image credit). After about 50 epochs the test error begins to increase as the model has started to 'memorise the training set', despite the training error remaining at its minimum value (often training error will continue to improve).
So, to answer your questions:
Allowing the model to continue training (i.e. more epochs) increases the risk of the weights and biases being tuned to such an extent that the model performs poorly on unseen (or test/validation) data. The model is now just 'memorising the training set'.
Continued epochs may well increase training accuracy, but this doesn't necessarily mean the model's predictions from new data will be accurate – often it actually gets worse. To prevent this, we use a test data set and monitor the test accuracy during training. This allows us to make a more informed decision on whether the model is becoming more accurate for unseen data.
We can use a technique called early stopping, whereby we stop training the model once test accuracy has stopped improving after a small number of epochs. Early stopping can be thought of as another regularisation technique.
More attempts of decent(large number of epochs) can take you very close to the global minima of the loss function ideally, Now since we don't know anything about the test data, fitting the model so precisely to predict the class labels of the train data may cause the model to lose it generalization capabilities(error over unseen data). In a way, no doubt we want to learn the input-output relationship from the train data, but we must not forget that the end goal is for the model to perform well over the unseen data. So, it is a good idea to stay close but not very close to the global minima.
But still, we can ask what if I reach the global minima, what can be the problem with that, why would it cause the model to perform badly on unseen data?
The answer to this can be that in order to reach the global minima we would be trying to fit the maximum amount of train data, this will result in a very complex model(since it is less probable to have a simpler spatial distribution of the selected number of train data that is fortunately available with us). But what we can assume is that a large amount of unseen data(say for facial recognition) will have a simpler spatial distribution and will need a simpler Model for better classification(I mean the entire world of unseen data, will definitely have a pattern that we can't observe just because we have an access small fraction of it in the form of training data)
If you incrementally observe points from a distribution(say 50,100,500, 1000 ...), we will definitely find the structure of the data complex until we have observed a sufficiently large number of points (max: the entire distribution), but once we have observed enough points we can expect to observe the simpler pattern present in the data that can be easily classified.
In short, a small fraction of train data should have a complex structure as compared to the entire dataset. And overfitting to the train data may cause our model to perform worse on the test data.
One analogous example to emphasize the above phenomenon from day to day life is as follows:-
Say we meet N number of people till date in our lifetime, while meeting them we naturally learn from them(we become what we are surrounded with). Now if we are heavily influenced by each individual and try to tune to the behaviour of all the people very closely, we develop a personality that closely resembles the people we have met but on the other hand we start judging every individual who is unlike me -> unlike the people we have already met. Becoming judgemental takes a toll on our capability to tune in with new groups since we trained very hard to minimize the differences with the people we have already met(the training data). This according to me is an excellent example of overfitting and loss in genralazition capabilities.
I'm trying to automatically determine when a Keras autoencoder converges. For example, look at this link under "Let's build the simplest autoencoder possible." The number of epochs is hardcoded at 50 (when the loss value converges). However, how would you code this using Keras if you didn't know the number was 50? Would you just keep calling fit()?
This question is actually ridiculously wide and hard. There are many techniques on how to set the number of epochs:
Early stopping- in this case you set the number of epochs to a really high number and you turn off the training when the improvement over next epochs is not satisfying. In Keras you have a special object called EarlyStopping which does the job for you.
Model Checkpoint - here you once again set up a really high number of epochs and you simply save only the best model w.r.t. to a metric chosen. Once again you have a special callback for this scenario.
Of course, there are other scenarios like e.g. using Reinforcement learning to find the stopping time or more complexed scenarios when you choose this in a Bayesian hyperparameter set up but those are much harder methods which are often not introducing any improvement.
One sure thing is that restarting a fit method might end up in unexpected behaviour as many inner states of a model are reset which could cause instability. For this scenario I strongly advise you to use train_on_batch which is not resetting model states and makes a lot of fancy training scenarios possible.
I am developing a software used to automate machine learning .
I have observed in some of the datasets with less number of features (4,5),if we apply feature selection and consequently my classifiers models the performance actually decreases(due to the loss of information)... But in cases of datasets with larger number of features if we apply feature selection the performance actually improves.......
So I am looking for some heurestic so as to determine whether to apply feature selection or not ?
Is there any paper /work which addresses this issue ?When to apply feature selection and when not to ?
There are quite a few heuristics. I don't know a single paper or source that addresses them all in a trivial amount of time.
When you say 'performance' I'm assuming you're referring to the accuracy of prediction for your test data set by your model which has been trained and cross validated by a training data set and cross validation data set.
There are a large number of ML algorithms as well, feature selection may not affect them all the same. Which are you using?
For example Applying feature selection for a Neural Network will result in changes that affect the Bias and Variance of you model which in turn will affect the accuracy of prediction on the test set:
too many features may result in overfitting (depending on sample training size) due to high varience
too few you may end up underfitting or high bias (regardless of sample training size)
Either will cause prediction on test sets to suffer. Also, accuracy alone isn't enough when 'tuning' a models (figuring out feature, degrees, regularization lambda's, etc...) To figure out what's best what you'll need to look at is the precision and recall of your model.
Unfortunately, there's no quick-and-easy way I can explain in a short SO answer in detail what you need to do to optimize your model.
I suggest you spend the time to take something like Andrew Ng's intro to machine learning course https://www.coursera.org/learn/machine-learning/home/welcome. Chapter 6 discusses how to determine how to optimize NN model.
I am considering using random forest for a classification problem. The data comes in sequences. I plan to use first N(500) to train the classifier. Then, use the classifier to classify the data after that. It will make mistakes and the mistakes sometimes can be recorded.
My question is: can I use those mis-classified data to retrain the original classifier and how? If I simply add the mis-classified ones to original training set with size N, then the importance of the mis-classified ones will be exaggerated as the corrected classified ones are ignored. Do I have to retrain the classifier using all data? What other classifiers can do this kind of learning?
What you describe is a basic version of the Boosting meta-algorithm.
It's better if your underlying learner have a natural way to handle samples weights. I have not tried boosting random forests (generally boosting is used on individual shallow decision trees with a depth limit between 1 and 3) but that might work but will likely be very CPU intensive.
Alternatively you can train several independent boosted decision stumps in parallel with different PRNG seed values and then aggregate the final decision function as you would do with a random forests (e.g. voting or averaging class probability assignments).
If you are using Python, you should have a look at the scikit-learn documentation on the topic.
Disclaimer: I am a scikit-learn contributor.
Here is my understanding of your problem.
You have a dataset and create two subdata set with it say, training dataset and evaluation dataset. How can you use the evaluation dataset to improve classification performance ?
The point of this probleme is'nt to find a better classifier but to find a good way for the evaluation, then have a good classifier in the production environnement.
Evaluation purpose
As the evaluation dataset has been tag for evaluation there is now way yo do this. You must use another way for training and evaluation.
A common way to do is cross-validation;
Randomize your samples in your dataset. Create ten partitions from your initial dataset. Then do ten iteration of the following :
Take all partitions but the n-th for training and do the evaluation with the n-th.
After this take the median of the errors of the ten run.
This will give you the errors rate of yours classifiers.
The least run give you the worst case.
Production purpose
(no more evaluation)
You don't care anymore of evaluation. So take all yours samples of all your dataset and give it for training to your classifier (re-run a complet simple training). The result can be use in production environnement, but can't be evaluate any more with any of yours data. The result is as best as the worst case in previous partitions set.
Flow sample processing
(production or learning)
When you are in a flow where new samples are produce over time. You will face case where some sample correct errors case. This is the wanted behavior because we want the system to
improve itself. If you just correct in place the leaf in errors, after some times your
classifier will have nothing in common with the original random forest. You will be doing
a form of greedy learning, like meta taboo search. Clearly we don't wanna this.
If we try to reprocess all the dataset + the new sample every time a new sample is available we will experiment terrible low latency. The solution is like human, sometime
a background process run (when service is on low usage), and all data get a complet
re-learning; and at the end swap old and new classifier.
Sometime the sleep time is too short for a complet re-learning. So you have to use node computing clusturing like that. It cost lot of developpement because you probably need to re-write the algorithms; but at that time you already have the bigest computer you could have found.
note : Swap process is very important to master. You should already have it in your production plan. What do you do if you want to change algorithms? backup? benchmark? power-cut? etc...
I would simply add the new data and retrain the classifier periodically if it weren't too expensive.
A simple way to keep things in balance is to add weights.
If you weigh all positive samples by 1/n_positive and all negative samples by 1/n_negative ( including all the new negative samples you're getting ), then you don't have to worry about the classifier getting out of balance.