Can anyone please explain in simple words and possibly with some examples what is a loss function in the field of machine learning/neural networks?
This came out while I was following a Tensorflow tutorial:
https://www.tensorflow.org/get_started/get_started
It describes how far off the result your network produced is from the expected result - it indicates the magnitude of error your model made on its prediciton.
You can then take that error and 'backpropagate' it through your model, adjusting its weights and making it get closer to the truth the next time around.
The loss function is how you're penalizing your output.
The following example is for a supervised setting i.e. when you know the correct result should be. Although loss functions can be applied even in unsupervised settings.
Suppose you have a model that always predicts 1. Just the scalar value 1.
You can have many loss functions applied to this model. L2 is the euclidean distance.
If I pass in some value say 2 and I want my model to learn the x**2 function then the result should be 4 (because 2*2 = 4). If we apply the L2 loss then its computed as ||4 - 1||^2 = 9.
We can also make up our own loss function. We can say the loss function is always 10. So no matter what our model outputs the loss will be constant.
Why do we care about loss functions? Well they determine how poorly the model did and in the context of backpropagation and neural networks. They also determine the gradients from the final layer to be propagated so the model can learn.
As other comments have suggested I think you should start with basic material. Here's a good link to start off with http://neuralnetworksanddeeplearning.com/
Worth to note we can speak of different kind of loss functions:
Regression loss functions and classification loss functions.
Regression loss function describes the difference between the values that a model is predicting and the actual values of the labels.
So the loss function has a meaning on a labeled data when we compare the prediction to the label at a single point of time.
This loss function is often called the error function or the error formula.
Typical error functions we use for regression models are L1 and L2, Huber loss, Quantile loss, log cosh loss.
Note: L1 loss is also know as Mean Absolute Error. L2 Loss is also know as Mean Square Error or Quadratic loss.
Loss functions for classification represent the price paid for inaccuracy of predictions in classification problems (problems of identifying which category a particular observation belongs to).
Name a few: log loss, focal loss, exponential loss, hinge loss, relative entropy loss and other.
Note: While more commonly used in regression, the square loss function can be re-written and utilized for classification.
Related
I am making a multiclass prediction model using catboost, The final solution should have minimum Logloss error but Logloss is not present in catboost, they have something called 'Multiclass' as the loss function. Are they both same? if not then how can I measure the accuracy of the catboost model in terms of Logloss?
Are they both same? Effectively, Yes...
The catboost documentation describe the calculation of 'MultiClass' loss as what is generally considered as Multinomial/Multiclass Cross Entropy Loss. That is effectively, a Log Softmax applied to the classifier output 'a' to produce values that can be interpreted as probabilities, and subsequently then apply Negative Log Likelihood Loss (NLLLoss), wiki1 & wiki2.
Their documentation describe the calculation of 'LogLoss' also, which again is NLLLoss, however applied to 'p'. Which they describe here to be result of applying the sigmoid fn to the classifier output. Since the NLLLoss is reworked for the binary problem, only a single class probability is calculated, using 'p' and '1-p' for each class. And in this special (binary) case, use of sigmoid and softmax are equivalent.
How can I measure the the catboost model in terms of Logloss?
They describe a method to produce desired metrics on given data.
Be careful not to confuse loss/objective function 'loss_function' with evaluation metric 'eval_metric', however in this instance, the same function can be used for both, as listed in their supported metrics.
Hope this helps!
Log loss is not a loss function but a metric to measure the performance of a classification model where the prediction is a probability value between 0 and 1.
Learn more here.
This question already has answers here:
What is "metrics" in Keras?
(5 answers)
Closed 4 years ago.
It is not clear for me the difference between loss function and metrics in Keras. The documentation was not helpful for me.
The loss function is used to optimize your model. This is the function that will get minimized by the optimizer.
A metric is used to judge the performance of your model. This is only for you to look at and has nothing to do with the optimization process.
The loss function is that parameter one passes to Keras model.compile which is actually optimized while training the model . This loss function is generally minimized by the model.
Unlike the loss function , the metric is another list of parameters passed to Keras model.compile which is actually used for judging the performance of the model.
For example : In classification problems, we want to minimize the cross-entropy loss, while also want to assess the model performance with the AUC. In this case, cross-entropy is the loss function and AUC is the metric. Metric is the model performance parameter that one can see while the model is judging itself on the validation set after each epoch of training. It is important to note that the metric is important for few Keras callbacks like EarlyStopping when one wants to stop training the model in case the metric isn't improving for a certaining no. of epochs.
I have a contrived example in mind: Let's think about linear regression on a 2D-plane. In this case, loss function would be the mean squared error, the fitted line would minimize this error.
However, for some reason we are very very interested in the area under the curve from 0 to 1 of our fitted line, and thus this can be one of the metrics. And we monitor this metric while the model minimizes the mean squared error loss function.
I am trying to design a neural network that makes a custom binary prediction.
Normally to do binary prediction, I would use a softmax as my last layer, and then my loss could be the difference between the prediction I made and the true binary value.
However, what if I don't want to use a softmax layer. Instead, I output a real valued number, and check if some condition on this number is true. In a really simple case, I check if this number is positive. If it is, I predict 1, else I predict 0. Let's say I want all the numbers to be positive, so the true predictions should be all 1, and then I want to train this network such that it outputs all positive numbers. I am confused as how to formulate a loss function for this problem, so that I am able to back propagate and train the network.
Does anyone have an idea how to create this kind of network?
I am confused as how to formulate a loss function for this problem, so
that I am able to back propagate and train the network.
Here's how you should approach it. Effectively, you need to transform the labels to positive and negative target values (say +1 and -1) and solve the regression problem. The loss function can be a simple L1 or L2 loss. The network will try to learn to output a prediction close to the training target, which you can afterwards interpret if it's closer to one target or another, i.e. positive or negative. You can even go ahead and make some targets larger (e.g. +2 or +10) to emphasize that these examples are very important. Example code: linear regression in tensorflow.
However, I simply have to warn you that your approach has serious drawbacks, see for instance this question. One outlier in training data can easily skew your predictions. Classification with softmax + cross-entropy loss is more stable, that's why almost always a better choice.
Most examples of neural networks for classification tasks I've seen use the a softmax layer as output activation function. Normally, the other hidden units use a sigmoid, tanh, or ReLu function as activation function. Using the softmax function here would - as far as I know - work out mathematically too.
What are the theoretical justifications for not using the softmax function as hidden layer activation functions?
Are there any publications about this, something to quote?
I haven't found any publications about why using softmax as an activation in a hidden layer is not the best idea (except Quora question which you probably have already read) but I will try to explain why it is not the best idea to use it in this case :
1. Variables independence : a lot of regularization and effort is put to keep your variables independent, uncorrelated and quite sparse. If you use softmax layer as a hidden layer - then you will keep all your nodes (hidden variables) linearly dependent which may result in many problems and poor generalization.
2. Training issues : try to imagine that to make your network working better you have to make a part of activations from your hidden layer a little bit lower. Then - automaticaly you are making rest of them to have mean activation on a higher level which might in fact increase the error and harm your training phase.
3. Mathematical issues : by creating constrains on activations of your model you decrease the expressive power of your model without any logical explaination. The strive for having all activations the same is not worth it in my opinion.
4. Batch normalization does it better : one may consider the fact that constant mean output from a network may be useful for training. But on the other hand a technique called Batch Normalization has been already proven to work better, whereas it was reported that setting softmax as activation function in hidden layer may decrease the accuracy and the speed of learning.
Actually, Softmax functions are already used deep within neural networks, in certain cases, when dealing with differentiable memory and with attention mechanisms!
Softmax layers can be used within neural networks such as in Neural Turing Machines (NTM) and an improvement of those which are Differentiable Neural Computer (DNC).
To summarize, those architectures are RNNs/LSTMs which have been modified to contain a differentiable (neural) memory matrix which is possible to write and access through time steps.
Quickly explained, the softmax function here enables a normalization of a fetch of the memory and other similar quirks for content-based addressing of the memory. About that, I really liked this article which illustrates the operations in an NTM and other recent RNN architectures with interactive figures.
Moreover, Softmax is used in attention mechanisms for, say, machine translation, such as in this paper. There, the Softmax enables a normalization of the places to where attention is distributed in order to "softly" retain the maximal place to pay attention to: that is, to also pay a little bit of attention to elsewhere in a soft manner. However, this could be considered like to be a mini-neural network that deals with attention, within the big one, as explained in the paper. Therefore, it could be debated whether or not Softmax is used only at the end of neural networks.
Hope it helps!
Edit - More recently, it's even possible to see Neural Machine Translation (NMT) models where only attention (with softmax) is used, without any RNN nor CNN: http://nlp.seas.harvard.edu/2018/04/03/attention.html
Use a softmax activation wherever you want to model a multinomial distribution. This may be (usually) an output layer y, but can also be an intermediate layer, say a multinomial latent variable z. As mentioned in this thread for outputs {o_i}, sum({o_i}) = 1 is a linear dependency, which is intentional at this layer. Additional layers may provide desired sparsity and/or feature independence downstream.
Page 198 of Deep Learning (Goodfellow, Bengio, Courville)
Any time we wish to represent a probability distribution over a discrete variable with n possible values, we may use the softmax function. This can be seen as a generalization of the sigmoid function which was used to represent a probability
distribution over a binary variable.
Softmax functions are most often used as the output of a classifier, to represent the probability distribution over n different classes. More rarely, softmax functions can be used inside the model itself, if we wish the model to choose between one of n different options for some internal variable.
Softmax function is used for the output layer only (at least in most cases) to ensure that the sum of the components of output vector is equal to 1 (for clarity see the formula of softmax cost function). This also implies what is the probability of occurrence of each component (class) of the output and hence sum of the probabilities(or output components) is equal to 1.
Softmax function is one of the most important output function used in deep learning within the neural networks (see Understanding Softmax in minute by Uniqtech). The Softmax function is apply where there are three or more classes of outcomes. The softmax formula takes the e raised to the exponent score of each value score and devide it by the sum of e raised the exponent scores values. For example, if I know the Logit scores of these four classes to be: [3.00, 2.0, 1.00, 0.10], in order to obtain the probabilities outputs, the softmax function can be apply as follows:
import numpy as np
def softmax(x):
z = np.exp(x - np.max(x))
return z / z.sum()
scores = [3.00, 2.0, 1.00, 0.10]
print(softmax(scores))
Output: probabilities (p) = 0.642 0.236 0.087 0.035
The sum of all probabilities (p) = 0.642 + 0.236 + 0.087 + 0.035 = 1.00. You can try to substitute any value you know in the above scores, and you will get a different values. The sum of all the values or probabilities will be equal to one. That’s makes sense, because the sum of all probability is equal to one, thereby turning Logit scores to probability scores, so that we can predict better. Finally, the softmax output, can help us to understand and interpret Multinomial Logit Model. If you like the thoughts, please leave your comments below.
Im personally studying theories of neural network and got some questions.
In many books and references, for activation function of hidden layer, hyper-tangent functions were used.
Books came up with really simple reason that linear combinations of tanh functions can describe nearly all shape of functions with given error.
But, there came a question.
Is this a real reason why tanh function is used?
If then, is it the only reason why tanh function is used?
if then, is tanh function the only function that can do that?
if not, what is the real reason?..
I stock here keep thinking... please help me out of this mental(?...) trap!
Most of time tanh is quickly converge than sigmoid and logistic function, and performs better accuracy [1]. However, recently rectified linear unit (ReLU) is proposed by Hinton [2] which shows ReLU train six times fast than tanh [3] to reach same training error. And you can refer to [4] to see what benefits ReLU provides.
Accordining to about 2 years machine learning experience. I want to share some stratrgies the most paper used and my experience about computer vision.
Normalizing input is very important
Normalizing well could get better performance and converge quickly. Most of time we will subtract mean value to make input mean to be zero to prevent weights change same directions so that converge slowly [5] .Recently google also points that phenomenon as internal covariate shift out when training deep learning, and they proposed batch normalization [6] so as to normalize each vector having zero mean and unit variance.
More data more accuracy
More training data could generize feature space well and prevent overfitting. In computer vision if training data is not enough, most of used skill to increase training dataset is data argumentation and synthesis training data.
Choosing a good activation function allows training better and efficiently.
ReLU nonlinear acitivation worked better and performed state-of-art results in deep learning and MLP. Moreover, it has some benefits e.g. simple to implementation and cheaper computation in back-propagation to efficiently train more deep neural net. However, ReLU will get zero gradient and do not train when the unit is zero active. Hence some modified ReLUs are proposed e.g. Leaky ReLU, and Noise ReLU, and most popular method is PReLU [7] proposed by Microsoft which generalized the traditional recitifed unit.
Others
choose large initial learning rate if it will not oscillate or diverge so as to find a better global minimum.
shuffling data
In truth both tanh and logistic functions can be used. The idea is that you can map any real number ( [-Inf, Inf] ) to a number between [-1 1] or [0 1] for the tanh and logistic respectively. In this way, it can be shown that a combination of such functions can approximate any non-linear function.
Now regarding the preference for the tanh over the logistic function is that the first is symmetric regarding the 0 while the second is not. This makes the second one more prone to saturation of the later layers, making training more difficult.
To add up to the the already existing answer, the preference for symmetry around 0 isn't just a matter of esthetics. An excellent text by LeCun et al "Efficient BackProp" shows in great details why it is a good idea that the input, output and hidden layers have mean values of 0 and standard deviation of 1.
Update in attempt to appease commenters: based purely on observation, rather than the theory that is covered above, Tanh and ReLU activation functions are more performant than sigmoid. Sigmoid also seems to be more prone to local optima, or a least extended 'flat line' issues. For example, try limiting the number of features to force logic into network nodes in XOR and sigmoid rarely succeeds whereas Tanh and ReLU have more success.
Tanh seems maybe slower than ReLU for many of the given examples, but produces more natural looking fits for the data using only linear inputs, as you describe. For example a circle vs a square/hexagon thing.
http://playground.tensorflow.org/ <- this site is a fantastic visualisation of activation functions and other parameters to neural network. Not a direct answer to your question but the tool 'provides intuition' as Andrew Ng would say.
Many of the answers here describe why tanh (i.e. (1 - e^2x) / (1 + e^2x)) is preferable to the sigmoid/logistic function (1 / (1 + e^-x)), but it should noted that there is a good reason why these are the two most common alternatives that should be understood, which is that during training of an MLP using the back propagation algorithm, the algorithm requires the value of the derivative of the activation function at the point of activation of each node in the network. While this could generally be calculated for most plausible activation functions (except those with discontinuities, which is a bit of a problem for those), doing so often requires expensive computations and/or storing additional data (e.g. the value of input to the activation function, which is not otherwise required after the output of each node is calculated). Tanh and the logistic function, however, both have very simple and efficient calculations for their derivatives that can be calculated from the output of the functions; i.e. if the node's weighted sum of inputs is v and its output is u, we need to know du/dv which can be calculated from u rather than the more traditional v: for tanh it is 1 - u^2 and for the logistic function it is u * (1 - u). This fact makes these two functions more efficient to use in a back propagation network than most alternatives, so a compelling reason would usually be required to deviate from them.
In theory I in accord with above responses. In my experience, some problems have a preference for sigmoid rather than tanh, probably due to the nature of these problems (since there are non-linear effects, is difficult understand why).
Given a problem, I generally optimize networks using a genetic algorithm. The activation function of each element of the population is choosen randonm between a set of possibilities (sigmoid, tanh, linear, ...). For a 30% of problems of classification, best element found by genetic algorithm has sigmoid as activation function.
In deep learning the ReLU has become the activation function of choice because the math is much simpler from sigmoid activation functions such as tanh or logit, especially if you have many layers. To assign weights using backpropagation, you normally calculate the gradient of the loss function and apply the chain rule for hidden layers, meaning you need the derivative of the activation functions. ReLU is a ramp function where you have a flat part where the derivative is 0, and a skewed part where the derivative is 1. This makes the math really easy. If you use the hyperbolic tangent you might run into the fading gradient problem, meaning if x is smaller than -2 or bigger than 2, the derivative gets really small and your network might not converge, or you might end up having a dead neuron that does not fire anymore.