Exemple #1
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    def test_sigmoid(self):
        # make sure its the same as tensorflow
        x = np.array([-1., 2., 3., 4.])
        tf_x = tf.nn.sigmoid(tf.convert_to_tensor(x))
        astroNN_x = sigmoid(x)
        npt.assert_array_equal(tf_x.eval(session=get_session()), astroNN_x)

        # make sure identity transform
        npt.assert_array_almost_equal(sigmoid_inv(sigmoid(x)), x)

        # for list
        # make sure its the same as tensorflow
        x = [-1., 2., 3., 4.]
        astroNN_x_list = sigmoid(x)
        npt.assert_array_equal(astroNN_x_list, astroNN_x)

        # make sure identity transform
        npt.assert_array_almost_equal(sigmoid_inv(sigmoid(x)), x)

        # for float
        # make sure its the same as tensorflow
        x = 0.
        astroNN_x = sigmoid(x)
        npt.assert_array_equal(0.5, astroNN_x)

        # make sure identity transform
        npt.assert_array_almost_equal(sigmoid_inv(sigmoid(x)), x)
Exemple #2
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    def test_sigmoid(self):
        # make sure its the same as tensorflow
        x = np.array([-1., 2., 3., 4.])
        astroNN_x = sigmoid(x)
        with tf.device("/cpu:0"), context.eager_mode():
            tf_x = tf.nn.sigmoid(tf.convert_to_tensor(x))
            npt.assert_array_equal(tf_x.numpy(), astroNN_x)

        # make sure identity transform
        npt.assert_array_almost_equal(sigmoid_inv(sigmoid(x)), x)

        # for list
        # make sure its the same as tensorflow
        x = [-1., 2., 3., 4.]
        astroNN_x_list = sigmoid(x)
        npt.assert_array_equal(astroNN_x_list, astroNN_x)

        # make sure identity transform
        npt.assert_array_almost_equal(sigmoid_inv(sigmoid(x)), x)

        # for float
        # make sure its the same as tensorflow
        x = 0.
        astroNN_x = sigmoid(x)
        npt.assert_array_equal(0.5, astroNN_x)

        # make sure identity transform
        npt.assert_array_almost_equal(sigmoid_inv(sigmoid(x)), x)
Exemple #3
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    def test(self, input_data, inputs_err=None):
        """
        Test model, High performance version designed for fast variational inference on GPU

        :param input_data: Data to be inferred with neural network
        :type input_data: ndarray
        :param inputs_err: Error for input_data, same shape with input_data.
        :type inputs_err: Union([NoneType, ndarray])
        :return: prediction and prediction uncertainty
        :History:
            | 2018-Jan-06 - Written - Henry Leung (University of Toronto)
            | 2018-Apr-12 - Updated - Henry Leung (University of Toronto)
        """
        self.has_model_check()
        if gpu_availability() is False and self.mc_num > 25:
            warnings.warn(
                f'You are using CPU version Tensorflow, doing {self.mc_num} times Monte Carlo Inference can '
                f'potentially be very slow! \n '
                f'A possible fix is to decrease the mc_num parameter of the model to do less MC Inference \n'
                f'This is just a warning, and will not shown if mc_num < 25 on CPU'
            )
        if self.mc_num < 2:
            raise AttributeError("mc_num cannot be smaller than 2")
        self.pre_testing_checklist_master()

        input_data = np.atleast_2d(input_data)

        if self.input_normalizer is not None:
            input_array = self.input_normalizer.normalize(input_data,
                                                          calc=False)
        else:
            # Prevent shallow copy issue
            input_array = np.array(input_data)
            input_array -= self.input_mean
            input_array /= self.input_std

        # if no error array then just zeros
        if inputs_err is None:
            inputs_err = np.zeros_like(input_data)
        else:
            inputs_err = np.atleast_2d(inputs_err)
            inputs_err /= self.input_std

        total_test_num = input_data.shape[0]  # Number of testing data

        # for number of training data smaller than batch_size
        if total_test_num < self.batch_size:
            batch_size = total_test_num
        else:
            batch_size = self.batch_size

        # Due to the nature of how generator works, no overlapped prediction
        data_gen_shape = (total_test_num // batch_size) * batch_size
        remainder_shape = total_test_num - data_gen_shape  # Remainder from generator

        start_time = time.time()
        print("Starting Dropout Variational Inference")

        # Data Generator for prediction
        prediction_generator = BayesianCNNPredDataGenerator(
            batch_size=batch_size,
            shuffle=False,
            steps_per_epoch=data_gen_shape // batch_size,
            data=[input_array[:data_gen_shape], inputs_err[:data_gen_shape]])

        new = FastMCInference(self.mc_num)(self.keras_model_predict)

        result = np.asarray(new.predict_generator(prediction_generator))

        if remainder_shape != 0:  # deal with remainder
            remainder_generator = BayesianCNNPredDataGenerator(
                batch_size=remainder_shape,
                shuffle=False,
                steps_per_epoch=1,
                data=[
                    input_array[data_gen_shape:], inputs_err[data_gen_shape:]
                ])
            remainder_result = np.asarray(
                new.predict_generator(remainder_generator))
            if remainder_shape == 1:
                remainder_result = np.expand_dims(remainder_result, axis=0)
            result = np.concatenate((result, remainder_result))

        # in case only 1 test data point, in such case we need to add a dimension
        if result.ndim < 3 and batch_size == 1:
            result = np.expand_dims(result, axis=0)

        half_first_dim = result.shape[
            1] // 2  # result.shape[1] is guarantee an even number, otherwise sth is wrong

        predictions = result[:, :half_first_dim, 0]  # mean prediction
        mc_dropout_uncertainty = result[:, :half_first_dim, 1] * (
            self.labels_std**2)  # model uncertainty
        predictions_var = np.exp(result[:, half_first_dim:, 0]) * (
            self.labels_std**2)  # predictive uncertainty

        print(
            f'Completed Dropout Variational Inference with {self.mc_num} forward passes, '
            f'{(time.time() - start_time):.{2}f}s elapsed')

        if self.labels_normalizer is not None:
            predictions = self.labels_normalizer.denormalize(predictions)
        else:
            predictions *= self.labels_std
            predictions += self.labels_mean

        if self.task == 'regression':
            # Predictive variance
            pred_var = predictions_var + mc_dropout_uncertainty  # epistemic plus aleatoric uncertainty
            pred_uncertainty = np.sqrt(pred_var)  # Convert back to std error

            # final correction from variance to standard derivation
            mc_dropout_uncertainty = np.sqrt(mc_dropout_uncertainty)
            predictive_uncertainty = np.sqrt(predictions_var)

        elif self.task == 'classification':
            # we want entropy for classification uncertainty
            predicted_class = np.argmax(predictions, axis=1)
            mc_dropout_uncertainty = np.ones_like(predicted_class, dtype=float)
            predictive_uncertainty = np.ones_like(predicted_class, dtype=float)

            # center variance
            predictions_var -= 1.
            for i in range(predicted_class.shape[0]):
                all_prediction = np.array(predictions[i, :])
                mc_dropout_uncertainty[i] = -np.sum(
                    all_prediction * np.log(all_prediction))
                predictive_uncertainty[i] = predictions_var[i,
                                                            predicted_class[i]]

            pred_uncertainty = mc_dropout_uncertainty + predictive_uncertainty
            # We only want the predicted class back
            predictions = predicted_class

        elif self.task == 'binary_classification':
            # we want entropy for classification uncertainty, so need prediction in logits space
            mc_dropout_uncertainty = -np.sum(predictions * np.log(predictions),
                                             axis=0)
            # need to activate before round to int so that the prediction is always 0 or 1
            predictions = np.rint(sigmoid(predictions))
            predictive_uncertainty = predictions_var
            pred_uncertainty = mc_dropout_uncertainty + predictions_var

        else:
            raise AttributeError('Unknown Task')

        return predictions, {
            'total': pred_uncertainty,
            'model': mc_dropout_uncertainty,
            'predictive': predictive_uncertainty
        }
Exemple #4
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    def predict_dataset(self, file):
        class BayesianCNNPredDataGeneratorV2(GeneratorMaster):
            def __init__(self,
                         batch_size,
                         shuffle,
                         steps_per_epoch,
                         manual_reset=False,
                         pbar=None,
                         nn_model=None):
                super().__init__(batch_size=batch_size,
                                 shuffle=shuffle,
                                 steps_per_epoch=steps_per_epoch,
                                 data=None,
                                 manual_reset=manual_reset)
                self.pbar = pbar

                # initial idx
                self.idx_list = self._get_exploration_order(range(len(file)))
                self.current_idx = 0
                self.nn_model = nn_model

            def _data_generation(self, idx_list_temp):
                # Generate data
                inputs = self.nn_model.input_normalizer.normalize(
                    {
                        "input": file[idx_list_temp],
                        "input_err": np.zeros_like(file[idx_list_temp])
                    },
                    calc=False)
                x = self.input_d_checking(inputs,
                                          np.arange(len(idx_list_temp)))
                return x

            def __getitem__(self, index):
                x = self._data_generation(
                    self.idx_list[index * self.batch_size:(index + 1) *
                                  self.batch_size])
                if self.pbar: self.pbar.update(self.batch_size)
                return x

            def on_epoch_end(self):
                # shuffle the list when epoch ends for the next epoch
                self.idx_list = self._get_exploration_order(range(len(file)))

        self.has_model_check()

        if gpu_availability() is False and self.mc_num > 25:
            warnings.warn(
                f'You are using CPU version Tensorflow, doing {self.mc_num} times Monte Carlo Inference can '
                f'potentially be very slow! \n '
                f'A possible fix is to decrease the mc_num parameter of the model to do less MC Inference \n'
                f'This is just a warning, and will not shown if mc_num < 25 on CPU'
            )
            if self.mc_num < 2:
                raise AttributeError("mc_num cannot be smaller than 2")

        total_test_num = len(file)  # Number of testing data

        # for number of training data smaller than batch_size
        if total_test_num < self.batch_size:
            batch_size = total_test_num
        else:
            batch_size = self.batch_size

        # Due to the nature of how generator works, no overlapped prediction
        data_gen_shape = (total_test_num // batch_size) * batch_size
        remainder_shape = total_test_num - data_gen_shape  # Remainder from generator

        # Data Generator for prediction
        with tqdm(total=total_test_num, unit="sample") as pbar:
            pbar.set_postfix({'Monte-Carlo': self.mc_num})
            # suppress pfor warning from TF
            old_level = tf.get_logger().level
            tf.get_logger().setLevel('ERROR')
            prediction_generator = BayesianCNNPredDataGeneratorV2(
                batch_size=batch_size,
                shuffle=False,
                steps_per_epoch=data_gen_shape // batch_size,
                pbar=pbar,
                nn_model=self)

            new = FastMCInference(self.mc_num)(self.keras_model_predict)

            result = np.asarray(new.predict(prediction_generator))

            if remainder_shape != 0:  # deal with remainder
                remainder_generator = BayesianCNNPredDataGeneratorV2(
                    batch_size=remainder_shape,
                    shuffle=False,
                    steps_per_epoch=1,
                    pbar=pbar,
                    nn_model=self)
                remainder_result = np.asarray(new.predict(remainder_generator))
                if remainder_shape == 1:
                    remainder_result = np.expand_dims(remainder_result, axis=0)
                result = np.concatenate((result, remainder_result))

            tf.get_logger().setLevel(old_level)

        # in case only 1 test data point, in such case we need to add a dimension
        if result.ndim < 3 and batch_size == 1:
            result = np.expand_dims(result, axis=0)

        half_first_dim = result.shape[
            1] // 2  # result.shape[1] is guarantee an even number, otherwise sth is wrong

        predictions = result[:, :half_first_dim, 0]  # mean prediction
        mc_dropout_uncertainty = result[:, :half_first_dim, 1] * (
            self.labels_std['output']**2)  # model uncertainty
        predictions_var = np.exp(result[:, half_first_dim:, 0]) * (
            self.labels_std['output']**2)  # predictive uncertainty

        if self.labels_normalizer is not None:
            predictions = self.labels_normalizer.denormalize(
                list_to_dict([self.keras_model.output_names[0]], predictions))
            predictions = predictions['output']
        else:
            predictions *= self.labels_std['output']
            predictions += self.labels_mean['output']

        if self.task == 'regression':
            # Predictive variance
            pred_var = predictions_var + mc_dropout_uncertainty  # epistemic plus aleatoric uncertainty
            pred_uncertainty = np.sqrt(pred_var)  # Convert back to std error

            # final correction from variance to standard derivation
            mc_dropout_uncertainty = np.sqrt(mc_dropout_uncertainty)
            predictive_uncertainty = np.sqrt(predictions_var)

        elif self.task == 'classification':
            # we want entropy for classification uncertainty
            predicted_class = np.argmax(predictions, axis=1)
            mc_dropout_uncertainty = np.ones_like(predicted_class, dtype=float)
            predictive_uncertainty = np.ones_like(predicted_class, dtype=float)

            # center variance
            predictions_var -= 1.
            for i in range(predicted_class.shape[0]):
                all_prediction = np.array(predictions[i, :])
                mc_dropout_uncertainty[i] = -np.sum(
                    all_prediction * np.log(all_prediction))
                predictive_uncertainty[i] = predictions_var[i,
                                                            predicted_class[i]]

            pred_uncertainty = mc_dropout_uncertainty + predictive_uncertainty
            # We only want the predicted class back
            predictions = predicted_class

        elif self.task == 'binary_classification':
            # we want entropy for classification uncertainty, so need prediction in logits space
            mc_dropout_uncertainty = -np.sum(predictions * np.log(predictions),
                                             axis=0)
            # need to activate before round to int so that the prediction is always 0 or 1
            predictions = np.rint(sigmoid(predictions))
            predictive_uncertainty = predictions_var
            pred_uncertainty = mc_dropout_uncertainty + predictions_var

        else:
            raise AttributeError('Unknown Task')

        return predictions, {
            'total': pred_uncertainty,
            'model': mc_dropout_uncertainty,
            'predictive': predictive_uncertainty
        }