def model(in_tensor):
shape = array_ops.shape_v2(in_tensor)
fill = array_ops.transpose_v2(array_ops.fill(shape, 1.))
return math_ops.matmul(fill, in_tensor)
def _update_confusion_matrix_variables_optimized(
variables_to_update,
y_true,
y_pred,
thresholds,
multi_label=False,
sample_weights=None,
label_weights=None,
thresholds_with_epsilon=False):
"""Update confusion matrix variables with memory efficient alternative.
Note that the thresholds need to be evenly distributed within the list, eg,
the diff between consecutive elements are the same.
To compute TP/FP/TN/FN, we are measuring a binary classifier
C(t) = (predictions >= t)
at each threshold 't'. So we have
TP(t) = sum( C(t) * true_labels )
FP(t) = sum( C(t) * false_labels )
But, computing C(t) requires computation for each t. To make it fast,
observe that C(t) is a cumulative integral, and so if we have
thresholds = [t_0, ..., t_{n-1}]; t_0 < ... < t_{n-1}
where n = num_thresholds, and if we can compute the bucket function
B(i) = Sum( (predictions == t), t_i <= t < t{i+1} )
then we get
C(t_i) = sum( B(j), j >= i )
which is the reversed cumulative sum in tf.cumsum().
We can compute B(i) efficiently by taking advantage of the fact that
our thresholds are evenly distributed, in that
width = 1.0 / (num_thresholds - 1)
thresholds = [0.0, 1*width, 2*width, 3*width, ..., 1.0]
Given a prediction value p, we can map it to its bucket by
bucket_index(p) = floor( p * (num_thresholds - 1) )
so we can use tf.math.unsorted_segment_sum() to update the buckets in one
pass.
Consider following example:
y_true = [0, 0, 1, 1]
y_pred = [0.1, 0.5, 0.3, 0.9]
thresholds = [0.0, 0.5, 1.0]
num_buckets = 2 # [0.0, 1.0], (1.0, 2.0]
bucket_index(y_pred) = tf.math.floor(y_pred * num_buckets)
= tf.math.floor([0.2, 1.0, 0.6, 1.8])
= [0, 0, 0, 1]
# The meaning of this bucket is that if any of the label is true,
# then 1 will be added to the corresponding bucket with the index.
# Eg, if the label for 0.2 is true, then 1 will be added to bucket 0. If the
# label for 1.8 is true, then 1 will be added to bucket 1.
#
# Note the second item "1.0" is floored to 0, since the value need to be
# strictly larger than the bucket lower bound.
# In the implementation, we use tf.math.ceil() - 1 to achieve this.
tp_bucket_value = tf.math.unsorted_segment_sum(true_labels, bucket_indices,
num_segments=num_thresholds)
= [1, 1, 0]
# For [1, 1, 0] here, it means there is 1 true value contributed by bucket 0,
# and 1 value contributed by bucket 1. When we aggregate them to together,
# the result become [a + b + c, b + c, c], since large thresholds will always
# contribute to the value for smaller thresholds.
true_positive = tf.math.cumsum(tp_bucket_value, reverse=True)
= [2, 1, 0]
This implementation exhibits a run time and space complexity of O(T + N),
where T is the number of thresholds and N is the size of predictions.
Metrics that rely on standard implementation instead exhibit a complexity of
O(T * N).
Args:
variables_to_update: Dictionary with 'tp', 'fn', 'tn', 'fp' as valid keys
and corresponding variables to update as values.
y_true: A floating point `Tensor` whose shape matches `y_pred`. Will be cast
to `bool`.
y_pred: A floating point `Tensor` of arbitrary shape and whose values are in
the range `[0, 1]`.
thresholds: A sorted floating point `Tensor` with value in `[0, 1]`.
It need to be evenly distributed (the diff between each element need to be
the same).
multi_label: Optional boolean indicating whether multidimensional
prediction/labels should be treated as multilabel responses, or flattened
into a single label. When True, the valus of `variables_to_update` must
have a second dimension equal to the number of labels in y_true and
y_pred, and those tensors must not be RaggedTensors.
sample_weights: Optional `Tensor` whose rank is either 0, or the same rank
as `y_true`, and must be broadcastable to `y_true` (i.e., all dimensions
must be either `1`, or the same as the corresponding `y_true` dimension).
label_weights: Optional tensor of non-negative weights for multilabel
data. The weights are applied when calculating TP, FP, FN, and TN without
explicit multilabel handling (i.e. when the data is to be flattened).
thresholds_with_epsilon: Optional boolean indicating whether the leading and
tailing thresholds has any epsilon added for floating point imprecisions.
It will change how we handle the leading and tailing bucket.
Returns:
Update op.
"""
num_thresholds = thresholds.shape.as_list()[0]
if sample_weights is None:
sample_weights = 1.0
else:
sample_weights = weights_broadcast_ops.broadcast_weights(
math_ops.cast(sample_weights, dtype=y_pred.dtype), y_pred)
if not multi_label:
sample_weights = array_ops.reshape(sample_weights, [-1])
if label_weights is None:
label_weights = 1.0
else:
label_weights = array_ops.expand_dims(label_weights, 0)
label_weights = weights_broadcast_ops.broadcast_weights(label_weights,
y_pred)
if not multi_label:
label_weights = array_ops.reshape(label_weights, [-1])
weights = math_ops.multiply(sample_weights, label_weights)
# We shouldn't need this, but in case there are predict value that is out of
# the range of [0.0, 1.0]
y_pred = clip_ops.clip_by_value(y_pred,
clip_value_min=0.0, clip_value_max=1.0)
y_true = math_ops.cast(math_ops.cast(y_true, dtypes.bool), y_true.dtype)
if not multi_label:
y_true = array_ops.reshape(y_true, [-1])
y_pred = array_ops.reshape(y_pred, [-1])
true_labels = math_ops.multiply(y_true, weights)
false_labels = math_ops.multiply((1.0 - y_true), weights)
# Compute the bucket indices for each prediction value.
# Since the predict value has to be strictly greater than the thresholds,
# eg, buckets like [0, 0.5], (0.5, 1], and 0.5 belongs to first bucket.
# We have to use math.ceil(val) - 1 for the bucket.
bucket_indices = math_ops.ceil(y_pred * (num_thresholds - 1)) - 1
if thresholds_with_epsilon:
# In this case, the first bucket should actually take into account since
# the any prediction between [0.0, 1.0] should be larger than the first
# threshold. We change the bucket value from -1 to 0.
bucket_indices = nn_ops.relu(bucket_indices)
bucket_indices = math_ops.cast(bucket_indices, dtypes.int32)
if multi_label:
# We need to run bucket segment sum for each of the label class. In the
# multi_label case, the rank of the label is 2. We first transpose it so
# that the label dim becomes the first and we can parallel run though them.
true_labels = array_ops.transpose_v2(true_labels)
false_labels = array_ops.transpose_v2(false_labels)
bucket_indices = array_ops.transpose_v2(bucket_indices)
def gather_bucket(label_and_bucket_index):
label, bucket_index = label_and_bucket_index[0], label_and_bucket_index[1]
return math_ops.unsorted_segment_sum(
data=label, segment_ids=bucket_index, num_segments=num_thresholds)
tp_bucket_v = vectorized_map(
gather_bucket, (true_labels, bucket_indices))
fp_bucket_v = vectorized_map(
gather_bucket, (false_labels, bucket_indices))
tp = array_ops.transpose_v2(
math_ops.cumsum(tp_bucket_v, reverse=True, axis=1))
fp = array_ops.transpose_v2(
math_ops.cumsum(fp_bucket_v, reverse=True, axis=1))
else:
tp_bucket_v = math_ops.unsorted_segment_sum(
data=true_labels, segment_ids=bucket_indices,
num_segments=num_thresholds)
fp_bucket_v = math_ops.unsorted_segment_sum(
data=false_labels, segment_ids=bucket_indices,
num_segments=num_thresholds)
tp = math_ops.cumsum(tp_bucket_v, reverse=True)
fp = math_ops.cumsum(fp_bucket_v, reverse=True)
# fn = sum(true_labels) - tp
# tn = sum(false_labels) - fp
if (ConfusionMatrix.TRUE_NEGATIVES in variables_to_update or
ConfusionMatrix.FALSE_NEGATIVES in variables_to_update):
if multi_label:
total_true_labels = math_ops.reduce_sum(true_labels, axis=1)
total_false_labels = math_ops.reduce_sum(false_labels, axis=1)
else:
total_true_labels = math_ops.reduce_sum(true_labels)
total_false_labels = math_ops.reduce_sum(false_labels)
update_ops = []
if ConfusionMatrix.TRUE_POSITIVES in variables_to_update:
variable = variables_to_update[ConfusionMatrix.TRUE_POSITIVES]
update_ops.append(variable.assign_add(tp))
if ConfusionMatrix.FALSE_POSITIVES in variables_to_update:
variable = variables_to_update[ConfusionMatrix.FALSE_POSITIVES]
update_ops.append(variable.assign_add(fp))
if ConfusionMatrix.TRUE_NEGATIVES in variables_to_update:
variable = variables_to_update[ConfusionMatrix.TRUE_NEGATIVES]
tn = total_false_labels - fp
update_ops.append(variable.assign_add(tn))
if ConfusionMatrix.FALSE_NEGATIVES in variables_to_update:
variable = variables_to_update[ConfusionMatrix.FALSE_NEGATIVES]
fn = total_true_labels - tp
update_ops.append(variable.assign_add(fn))
return control_flow_ops.group(update_ops)