Classifying sequences with different lengths with error batching - machine-learning

Question

I'm using Keras with the TensorFlow backend. I've just figured out how to train and classify sequences of different lengths without masking, because I can't get masking to work. In the toy example I'm working with, I'm trying to train an LSTM to detect whether a sequence of arbitrary length starts with a 1 or not.
from keras.models import Sequential
from keras.layers import LSTM, Dense
import numpy as np
def gen_sig(num_samples, seq_len):
one_indices = np.random.choice(a=num_samples, size=num_samples // 2, replace=False)
x_val = np.zeros((num_samples, seq_len), dtype=np.bool)
x_val[one_indices, 0] = 1
y_val = np.zeros(num_samples, dtype=np.bool)
y_val[one_indices] = 1
return x_val, y_val
N_train = 100
N_test = 10
recall_len = 20
X_train, y_train = gen_sig(N_train, recall_len)
X_test, y_test = gen_sig(N_train, recall_len)
print('Build STATEFUL model...')
model = Sequential()
model.add(LSTM(10, batch_input_shape=(1, 1, 1), return_sequences=False, stateful=True))
model.add(Dense(1, activation='sigmoid'))
model.compile(loss='binary_crossentropy', optimizer='adam', metrics=['accuracy'])
print('Train...')
for epoch in range(15):
mean_tr_acc = []
mean_tr_loss = []
for seq_idx in range(X_train.shape[0]):
start_val = X_train[seq_idx, 0]
assert y_train[seq_idx] == start_val
assert tuple(np.nonzero(X_train[seq_idx, :]))[0].shape[0] == start_val
y_in = np.array([y_train[seq_idx]], dtype=np.bool)
for j in range(np.random.choice(a=np.arange(5, recall_len+1))):
x_in = np.array([[[X_train[seq_idx][j]]]])
tr_loss, tr_acc = model.train_on_batch(x_in, y_in)
mean_tr_acc.append(tr_acc)
mean_tr_loss.append(tr_loss)
model.reset_states()
print('accuracy training = {}'.format(np.mean(mean_tr_acc)))
print('loss training = {}'.format(np.mean(mean_tr_loss)))
print('___________________________________')
mean_te_acc = []
mean_te_loss = []
for seq_idx in range(X_test.shape[0]):
start_val = X_test[seq_idx, 0]
assert y_test[seq_idx] == start_val
assert tuple(np.nonzero(X_test[seq_idx, :]))[0].shape[0] == start_val
y_in = np.array([y_test[seq_idx]], dtype=np.bool)
for j in range(np.random.choice(a=np.arange(5, recall_len+1))):
te_loss, te_acc = model.test_on_batch(np.array([[[X_test[seq_idx][j]]]], dtype=np.bool), y_in)
mean_te_acc.append(te_acc)
mean_te_loss.append(te_loss)
model.reset_states()
print('accuracy testing = {}'.format(np.mean(mean_te_acc)))
print('loss testing = {}'.format(np.mean(mean_te_loss)))
print('___________________________________')
As seen in the code, my error is being batched over each time-step. This is bad for multiple reasons. How do I train the network in two steps? For example:
Run a bunch of values through the network to accumulate the error
Adjust the weights of the network given this accumulated error

Answer 1

To do what is described in the original question, the easiest way is to train the original network with masking, but then test with a stateful network so any length input can be classified:
import numpy as np
np.random.seed(1)
import tensorflow as tf
tf.set_random_seed(1)
from keras import models
from keras.layers import Dense, Masking, LSTM
import matplotlib.pyplot as plt
def stateful_model():
hidden_units = 256
model = models.Sequential()
model.add(LSTM(hidden_units, batch_input_shape=(1, 1, 1), return_sequences=False, stateful=True))
model.add(Dense(1, activation='relu', name='output'))
model.compile(loss='binary_crossentropy', optimizer='rmsprop')
return model
def train_rnn(x_train, y_train, max_len, mask):
epochs = 10
batch_size = 200
vec_dims = 1
hidden_units = 256
in_shape = (max_len, vec_dims)
model = models.Sequential()
model.add(Masking(mask, name="in_layer", input_shape=in_shape,))
model.add(LSTM(hidden_units, return_sequences=False))
model.add(Dense(1, activation='relu', name='output'))
model.compile(loss='binary_crossentropy', optimizer='rmsprop')
model.fit(x_train, y_train, batch_size=batch_size, epochs=epochs,
validation_split=0.05)
return model
def gen_train_sig_cls_pair(t_stops, num_examples, mask):
x = []
y = []
max_t = int(np.max(t_stops))
for t_stop in t_stops:
one_indices = np.random.choice(a=num_examples, size=num_examples // 2, replace=False)
sig = np.zeros((num_examples, max_t), dtype=np.int8)
sig[one_indices, 0] = 1
sig[:, t_stop:] = mask
x.append(sig)
cls = np.zeros(num_examples, dtype=np.bool)
cls[one_indices] = 1
y.append(cls)
return np.concatenate(x, axis=0), np.concatenate(y, axis=0)
def gen_test_sig_cls_pair(t_stops, num_examples):
x = []
y = []
for t_stop in t_stops:
one_indices = np.random.choice(a=num_examples, size=num_examples // 2, replace=False)
sig = np.zeros((num_examples, t_stop), dtype=np.bool)
sig[one_indices, 0] = 1
x.extend(list(sig))
cls = np.zeros((num_examples, t_stop), dtype=np.bool)
cls[one_indices] = 1
y.extend(list(cls))
return x, y
if __name__ == '__main__':
noise_mag = 0.01
mask_val = -10
signal_lengths = (10, 15, 20)
x_in, y_in = gen_train_sig_cls_pair(signal_lengths, 10, mask_val)
mod = train_rnn(x_in[:, :, None], y_in, int(np.max(signal_lengths)), mask_val)
testing_dat, expected = gen_test_sig_cls_pair(signal_lengths, 3)
state_mod = stateful_model()
state_mod.set_weights(mod.get_weights())
res = []
for s_i in range(len(testing_dat)):
seq_in = list(testing_dat[s_i])
seq_len = len(seq_in)
for t_i in range(seq_len):
res.extend(state_mod.predict(np.array([[[seq_in[t_i]]]])))
state_mod.reset_states()
fig, axes = plt.subplots(2)
axes[0].plot(np.concatenate(testing_dat), label="input")
axes[1].plot(res, "ro", label="result", alpha=0.2)
axes[1].plot(np.concatenate(expected, axis=0), "bo", label="expected", alpha=0.2)
axes[1].legend(bbox_to_anchor=(1.1, 1))
plt.show()