model_utils.py 17.2 KB
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# @author lucasmiranda42
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# encoding: utf-8
# module deepof

"""

Functions and general utilities for the deepof tensorflow models. See documentation for details

"""
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from itertools import combinations
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from typing import Any, Tuple
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from sklearn.neighbors import NearestNeighbors
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from tensorflow.keras import backend as K
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from tensorflow.keras.constraints import Constraint
from tensorflow.keras.layers import Layer
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import matplotlib.pyplot as plt
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import tensorflow as tf
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import tensorflow_probability as tfp
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tfd = tfp.distributions
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tfpl = tfp.layers
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# Helper functions and classes
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class exponential_learning_rate(tf.keras.callbacks.Callback):
    """Simple class that allows to grow learning rate exponentially during training"""

    def __init__(self, factor):
        super().__init__()
        self.factor = factor
        self.rates = []
        self.losses = []

    # noinspection PyMethodOverriding
    def on_batch_end(self, batch, logs):
        """This callback acts after processing each batch"""

        self.rates.append(K.get_value(self.model.optimizer.lr))
        self.losses.append(logs["loss"])
        K.set_value(self.model.optimizer.lr, self.model.optimizer.lr * self.factor)


def find_learning_rate(
    model, X, y, epochs=1, batch_size=32, min_rate=10 ** -5, max_rate=10
):
    """Trains the provided model for an epoch with an exponentially increasing learning rate"""

    init_weights = model.get_weights()
    iterations = len(X) // batch_size * epochs
    factor = K.exp(K.log(max_rate / min_rate) / iterations)
    init_lr = K.get_value(model.optimizer.lr)
    K.set_value(model.optimizer.lr, min_rate)
    exp_lr = exponential_learning_rate(factor)
    model.fit(X, y, epochs=epochs, batch_size=batch_size, callbacks=[exp_lr])
    K.set_value(model.optimizer.lr, init_lr)
    model.set_weights(init_weights)
    return exp_lr.rates, exp_lr.losses


def plot_lr_vs_loss(rates, losses):  # pragma: no cover
    """Plots learing rate versus the loss function of the model"""

    plt.plot(rates, losses)
    plt.gca().set_xscale("log")
    plt.hlines(min(losses), min(rates), max(rates))
    plt.axis([min(rates), max(rates), min(losses), (losses[0] + min(losses)) / 2])
    plt.xlabel("Learning rate")
    plt.ylabel("Loss")


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def compute_kernel(x: tf.Tensor, y: tf.Tensor) -> tf.Tensor:
    """

    Computes the MMD between the two specified vectors using a gaussian kernel.

        Parameters:
            - x (tf.Tensor): left tensor
            - y (tf.Tensor): right tensor

        Returns
            - kernel (tf.Tensor): returns the result of applying the kernel, for
            each training instance

    """

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    x_size = tf.shape(x)[0]
    y_size = tf.shape(y)[0]
    dim = tf.shape(x)[1]
    tiled_x = tf.tile(
        tf.reshape(x, tf.stack([x_size, 1, dim])), tf.stack([1, y_size, 1])
    )
    tiled_y = tf.tile(
        tf.reshape(y, tf.stack([1, y_size, dim])), tf.stack([x_size, 1, 1])
    )
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    kernel = tf.exp(
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        -tf.reduce_mean(tf.square(tiled_x - tiled_y), axis=2) / tf.cast(dim, tf.float32)
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    )
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    return kernel
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@tf.function
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def compute_mmd(tensors: Tuple[Any]) -> tf.Tensor:
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    """

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    Computes the MMD between the two specified vectors using a gaussian kernel.
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        Parameters:
            - tensors (tuple): tuple containing two tf.Tensor objects
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        Returns
            - mmd (tf.Tensor): returns the maximum mean discrepancy for each
            training instance
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    """
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    x = tensors[0]
    y = tensors[1]

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    x_kernel = compute_kernel(x, x)
    y_kernel = compute_kernel(y, y)
    xy_kernel = compute_kernel(x, y)
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    mmd = (
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        tf.reduce_mean(x_kernel)
        + tf.reduce_mean(y_kernel)
        - 2 * tf.reduce_mean(xy_kernel)
    )
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    return mmd
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# Custom auxiliary classes
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class one_cycle_scheduler(tf.keras.callbacks.Callback):
    """

    One cycle learning rate scheduler.
    Based on https://arxiv.org/pdf/1506.01186.pdf

    """

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    def __init__(
        self,
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        iterations: int,
        max_rate: float,
        start_rate: float = None,
        last_iterations: int = None,
        last_rate: float = None,
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    ):
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        super().__init__()
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        self.iterations = iterations
        self.max_rate = max_rate
        self.start_rate = start_rate or max_rate / 10
        self.last_iterations = last_iterations or iterations // 10 + 1
        self.half_iteration = (iterations - self.last_iterations) // 2
        self.last_rate = last_rate or self.start_rate / 1000
        self.iteration = 0
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        self.history = {}
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    def _interpolate(self, iter1: int, iter2: int, rate1: float, rate2: float) -> float:
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        return (rate2 - rate1) * (self.iteration - iter1) / (iter2 - iter1) + rate1

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    # noinspection PyMethodOverriding,PyTypeChecker
    def on_batch_begin(self, batch: int, logs):
        """ Defines computations to perform for each batch """
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        self.history.setdefault("lr", []).append(K.get_value(self.model.optimizer.lr))

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        if self.iteration < self.half_iteration:
            rate = self._interpolate(
                0, self.half_iteration, self.start_rate, self.max_rate
            )
        elif self.iteration < 2 * self.half_iteration:
            rate = self._interpolate(
                self.half_iteration,
                2 * self.half_iteration,
                self.max_rate,
                self.start_rate,
            )
        else:
            rate = self._interpolate(
                2 * self.half_iteration,
                self.iterations,
                self.start_rate,
                self.last_rate,
            )
            rate = max(rate, self.last_rate)
        self.iteration += 1
        K.set_value(self.model.optimizer.lr, rate)
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    def on_batch_end(self, epoch, logs=None):
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        """Add current learning rate as a metric, to check whether scheduling is working properly"""
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        self.add_metric(
            self.last_rate,
            aggregation="mean",
            name="learning_rate",
        )
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class knn_cluster_purity(tf.keras.callbacks.Callback):
    """

    Cluster purity callback. Computes assignment purity over K nearest neighbors in the latent space

    """

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    def __init__(self, k=5, samples=10000):
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        super().__init__()
        self.k = k
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        self.samples = samples
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    # noinspection PyMethodOverriding,PyTypeChecker
    def on_epoch_end(self, batch: int, logs):
        """ Passes samples through the encoder and computes cluster purity on the latent embedding """

        # Get encoer and grouper from full model
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        cluster_means = [
            layer for layer in self.model.layers if layer.name == "cluster_means"
        ][0]
        cluster_assignment = [
            layer for layer in self.model.layers if layer.name == "cluster_assignment"
        ][0]

        encoder = tf.keras.models.Model(
            self.model.layers[0].input, cluster_means.output
        )
        grouper = tf.keras.models.Model(
            self.model.layers[0].input, cluster_assignment.output
        )

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        # Use encoder and grouper to predict on validation data
        encoding = encoder.predict(self.validation_data)
        groups = grouper.predict(self.validation_data)

        # Multiply encodings by groups, to get a weighted version of the matrix
        encoding = (
            encoding
            * tf.tile(groups, [1, encoding.shape[1] // groups.shape[1]]).numpy()
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        )
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        hard_groups = groups.argmax(axis=1)
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        # Fit KNN model
        knn = NearestNeighbors().fit(encoding)
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        # Iterate over samples and compute purity over k neighbours
        random_idxs = np.random.choice(
            range(encoding.shape[0]), self.samples, replace=False
        )
        purity_vector = np.zeros(self.samples)
        for i, sample in enumerate(random_idxs):
            indexes = knn.kneighbors(
                encoding[sample][np.newaxis, :], self.k, return_distance=False
            )
            purity_vector[i] = (
                np.sum(hard_groups[indexes] == hard_groups[sample])
                / self.k
                * np.max(groups[sample])
            )

        self.add_metric(
            self.purity_vector,
            aggregation="mean",
            name="knn_cluster_purity",
        )
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class uncorrelated_features_constraint(Constraint):
    """

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    tf.keras.constraints.Constraint subclass that forces a layer to have uncorrelated features.
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    Useful, among others, for auto encoder bottleneck layers

    """

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    def __init__(self, encoding_dim, weightage=1.0):
        self.encoding_dim = encoding_dim
        self.weightage = weightage

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    def get_config(self):  # pragma: no cover
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        """Updates Constraint metadata"""
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        config = super().get_config().copy()
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        config.update({"encoding_dim": self.encoding_dim, "weightage": self.weightage})
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        return config

    def get_covariance(self, x):
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        """Computes the covariance of the elements of the passed layer"""

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        x_centered_list = []

        for i in range(self.encoding_dim):
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            x_centered_list.append(x[:, i] - K.mean(x[:, i]))
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        x_centered = tf.stack(x_centered_list)
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        covariance = K.dot(x_centered, K.transpose(x_centered)) / tf.cast(
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            x_centered.get_shape()[0], tf.float32
        )

        return covariance

    # Constraint penalty
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    # noinspection PyUnusedLocal
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    def uncorrelated_feature(self, x):
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        """Adds a penalty on feature correlation, forcing more independent sets of weights"""

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        if self.encoding_dim <= 1:  # pragma: no cover
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            return 0.0
        else:
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            output = K.sum(
                K.square(
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                    self.covariance
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                    - tf.math.multiply(self.covariance, tf.eye(self.encoding_dim))
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                )
            )
            return output

    def __call__(self, x):
        self.covariance = self.get_covariance(x)
        return self.weightage * self.uncorrelated_feature(x)


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# Custom Layers
class MCDropout(tf.keras.layers.Dropout):
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    """Equivalent to tf.keras.layers.Dropout, but with training mode enabled at prediction time.
    Useful for Montecarlo predictions"""

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    def call(self, inputs, **kwargs):
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        """Overrides the call method of the subclassed function"""
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        return super().call(inputs, training=True)


class DenseTranspose(Layer):
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    """Mirrors a tf.keras.layers.Dense instance with transposed weights.
    Useful for decoder layers in autoencoders, to force structure and
    decrease the effective number of parameters to train"""

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    def __init__(self, dense, output_dim, activation=None, **kwargs):
        self.dense = dense
        self.output_dim = output_dim
        self.activation = tf.keras.activations.get(activation)
        super().__init__(**kwargs)

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    def get_config(self):  # pragma: no cover
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        """Updates Constraint metadata"""

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        config = super().get_config().copy()
        config.update(
            {
                "dense": self.dense,
                "output_dim": self.output_dim,
                "activation": self.activation,
            }
        )
        return config

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    # noinspection PyAttributeOutsideInit
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    def build(self, batch_input_shape):
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        """Updates Layer's build method"""

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        self.biases = self.add_weight(
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            name="bias",
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            shape=self.dense.get_input_at(-1).get_shape().as_list()[1:],
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            initializer="zeros",
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        )
        super().build(batch_input_shape)

    def call(self, inputs, **kwargs):
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        """Updates Layer's call method"""

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        z = tf.matmul(inputs, self.dense.weights[0], transpose_b=True)
        return self.activation(z + self.biases)

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    def compute_output_shape(self, input_shape):  # pragma: no cover
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        """Outputs the transposed shape"""

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        return input_shape[0], self.output_dim


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class KLDivergenceLayer(tfpl.KLDivergenceAddLoss):
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    """
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    Identity transform layer that adds KL Divergence
    to the final model loss.
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    """

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    def __init__(self, *args, **kwargs):
        self.is_placeholder = True
        super(KLDivergenceLayer, self).__init__(*args, **kwargs)

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    def get_config(self):  # pragma: no cover
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        """Updates Constraint metadata"""

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        config = super().get_config().copy()
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        config.update({"is_placeholder": self.is_placeholder})
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        return config

    def call(self, distribution_a):
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        """Updates Layer's call method"""

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        kl_batch = self._regularizer(distribution_a)
        self.add_loss(kl_batch, inputs=[distribution_a])
        self.add_metric(
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            kl_batch,
            aggregation="mean",
            name="kl_divergence",
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        )
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        # noinspection PyProtectedMember
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        self.add_metric(self._regularizer._weight, aggregation="mean", name="kl_rate")

        return distribution_a


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class MMDiscrepancyLayer(Layer):
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    """
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    Identity transform layer that adds MM Discrepancy
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    to the final model loss.
    """

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    def __init__(self, batch_size, prior, beta=1.0, *args, **kwargs):
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        self.is_placeholder = True
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        self.batch_size = batch_size
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        self.beta = beta
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        self.prior = prior
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        super(MMDiscrepancyLayer, self).__init__(*args, **kwargs)

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    def get_config(self):  # pragma: no cover
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        """Updates Constraint metadata"""

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        config = super().get_config().copy()
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        config.update({"batch_size": self.batch_size})
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        config.update({"beta": self.beta})
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        config.update({"prior": self.prior})
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        return config

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    def call(self, z, **kwargs):
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        """Updates Layer's call method"""

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        true_samples = self.prior.sample(self.batch_size)
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        # noinspection PyTypeChecker
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        mmd_batch = self.beta * compute_mmd((true_samples, z))
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        self.add_loss(K.mean(mmd_batch), inputs=z)
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        self.add_metric(mmd_batch, aggregation="mean", name="mmd")
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        self.add_metric(self.beta, aggregation="mean", name="mmd_rate")
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        return z
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class Cluster_overlap(Layer):
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    """
    Identity layer that measures the overlap between the components of the latent Gaussian Mixture
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    using the average inter-cluster MMD as a metric
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    """

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    def __init__(self, lat_dims, n_components, loss=False, samples=10, *args, **kwargs):
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        self.lat_dims = lat_dims
        self.n_components = n_components
        self.loss = loss
        self.samples = samples
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        super(Cluster_overlap, self).__init__(*args, **kwargs)
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    def get_config(self):  # pragma: no cover
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        """Updates Constraint metadata"""

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        config = super().get_config().copy()
        config.update({"lat_dims": self.lat_dims})
        config.update({"n_components": self.n_components})
        config.update({"loss": self.loss})
        config.update({"samples": self.samples})
        return config

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    @tf.function
    def call(self, target, **kwargs):
        """Updates Layer's call method"""
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        dists = []
        for k in range(self.n_components):
            locs = (target[..., : self.lat_dims, k],)
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            scales = tf.keras.activations.softplus(target[..., self.lat_dims :, k])
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            dists.append(
                tfd.BatchReshape(tfd.MultivariateNormalDiag(locs, scales), [-1])
            )
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        dists = [tf.transpose(gauss.sample(self.samples), [1, 0, 2]) for gauss in dists]

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        # MMD-based overlap #
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        intercomponent_mmd = K.mean(
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            tf.convert_to_tensor(
                [
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                    tf.vectorized_map(compute_mmd, [dists[c[0]], dists[c[1]]])
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                    for c in combinations(range(len(dists)), 2)
                ],
                dtype=tf.float32,
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            )
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        )
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        self.add_metric(
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            -intercomponent_mmd, aggregation="mean", name="intercomponent_mmd"
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        )
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        if self.loss:
            self.add_loss(-intercomponent_mmd, inputs=[target])
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        return target


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class Dead_neuron_control(Layer):
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    """
    Identity layer that adds latent space and clustering stats
    to the metrics compiled by the model
    """
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    def __init__(self, *args, **kwargs):
        super(Dead_neuron_control, self).__init__(*args, **kwargs)
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    # noinspection PyMethodOverriding
    def call(self, target, **kwargs):
        """Updates Layer's call method"""
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        # Adds metric that monitors dead neurons in the latent space
        self.add_metric(
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            tf.math.zero_fraction(target), aggregation="mean", name="dead_neurons"
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        )

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        return target
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class Entropy_regulariser(Layer):
    """
    Identity layer that adds cluster weight entropy to the loss function
    """

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    def __init__(self, weight=1.0, axis=1, *args, **kwargs):
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        self.weight = weight
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        self.axis = axis
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        super(Entropy_regulariser, self).__init__(*args, **kwargs)

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    def get_config(self):  # pragma: no cover
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        """Updates Constraint metadata"""

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        config = super().get_config().copy()
        config.update({"weight": self.weight})
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        config.update({"axis": self.axis})
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    def call(self, z, **kwargs):
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        """Updates Layer's call method"""

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        # axis=1 increases the entropy of a cluster across instances
        # axis=0 increases the entropy of the assignment for a given instance
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        entropy = K.sum(tf.multiply(z + 1e-5, tf.math.log(z) + 1e-5), axis=self.axis)
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        # Adds metric that monitors dead neurons in the latent space
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        self.add_metric(entropy, aggregation="mean", name="-weight_entropy")
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        if self.weight > 0:
            self.add_loss(self.weight * K.sum(entropy), inputs=[z])
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        return z