def train(x_train, y_train):
n_samples, n_features = x_train.shape
w = tf.Variable(np.random.rand(input_dim, 1).astype(dtype='float32'),
name="weight")
b = tf.Variable(0.0, dtype=tf.float32, name="bias")
x = tf.placeholder(dtype=tf.float32, name='x')
y = tf.placeholder(dtype=tf.float32, name='y')
predictions = tf.matmul(x, w) + b
loss = tf.reduce_mean(
tf.log(1 + tf.exp(tf.multiply(-1.0 * y, predictions))))
# optimizer = tf.train.GradientDescentOptimizer(learn_rate).minimize(loss)
optimizer = tf.train.ProximalGradientDescentOptimizer(
learning_rate=learn_rate,
l1_regularization_strength=0.1).minimize(loss)
with tf.Session() as sess:
sess.run(tf.global_variables_initializer())
for epoch in range(n_epochs):
for idx in range(0, n_samples, batch_size):
iE = min(n_samples, idx + batch_size)
x_batch = x_train[idx:iE, :]
y_batch = y_train[idx:iE, :]
sess.run([optimizer], feed_dict={x: x_batch, y: y_batch})
curr_w, curr_b = sess.run([w, b])
for idx in range(len(curr_w)):
if curr_w[idx] < threshold * -1:
curr_w[idx] += threshold
else:
curr_w[idx] -= threshold
sess.run([tf.assign(w, curr_w)])
return curr_w, curr_b
def gain(data_x, gain_parameters):
'''Impute missing values in data_x
Args:
- data_x: original data with missing values
- gain_parameters: GAIN network parameters:
- batch_size: Batch size
- hint_rate: Hint rate
- alpha: Hyperparameter
- iterations: Iterations
Returns:
- imputed_data: imputed data
'''
# Define mask matrix
data_m = 1 - np.isnan(data_x)
# System parameters
batch_size = gain_parameters['batch_size']
hint_rate = gain_parameters['hint_rate']
alpha = gain_parameters['alpha']
iterations = gain_parameters['iterations']
# Other parameters
no, dim = data_x.shape
# Hidden state dimensions
h_dim = int(dim)
# Normalization
norm_data, norm_parameters = normalization(data_x)
norm_data_x = np.nan_to_num(norm_data, 0)
## GAIN architecture
# Input placeholders
# Data vector
tf.disable_v2_behavior()
X = tf.placeholder(tf.float32, shape=[None, dim])
# Mask vector
M = tf.placeholder(tf.float32, shape=[None, dim])
# Hint vector
H = tf.placeholder(tf.float32, shape=[None, dim])
# Discriminator variables
D_W1 = tf.Variable(xavier_init([dim * 2, h_dim])) # Data + Hint as inputs
D_b1 = tf.Variable(tf.zeros(shape=[h_dim]))
D_W2 = tf.Variable(xavier_init([h_dim, h_dim]))
D_b2 = tf.Variable(tf.zeros(shape=[h_dim]))
D_W3 = tf.Variable(xavier_init([h_dim, dim]))
D_b3 = tf.Variable(tf.zeros(shape=[dim])) # Multi-variate outputs
theta_D = [D_W1, D_W2, D_W3, D_b1, D_b2, D_b3]
#Generator variables
# Data + Mask as inputs (Random noise is in missing components)
G_W1 = tf.Variable(xavier_init([dim * 2, h_dim]))
G_b1 = tf.Variable(tf.zeros(shape=[h_dim]))
G_W2 = tf.Variable(xavier_init([h_dim, h_dim]))
G_b2 = tf.Variable(tf.zeros(shape=[h_dim]))
G_W3 = tf.Variable(xavier_init([h_dim, dim]))
G_b3 = tf.Variable(tf.zeros(shape=[dim]))
theta_G = [G_W1, G_W2, G_W3, G_b1, G_b2, G_b3]
## GAIN functions
# Generator
def generator(x, m):
# Concatenate Mask and Data
inputs = tf.concat(values=[x, m], axis=1)
G_h1 = tf.nn.relu(tf.matmul(inputs, G_W1) + G_b1)
G_h2 = tf.nn.relu(tf.matmul(G_h1, G_W2) + G_b2)
# MinMax normalized output
G_prob = tf.nn.sigmoid(tf.matmul(G_h2, G_W3) + G_b3)
return G_prob
# Discriminator
def discriminator(x, h):
# Concatenate Data and Hint
inputs = tf.concat(values=[x, h], axis=1)
D_h1 = tf.nn.relu(tf.matmul(inputs, D_W1) + D_b1)
D_h2 = tf.nn.relu(tf.matmul(D_h1, D_W2) + D_b2)
D_logit = tf.matmul(D_h2, D_W3) + D_b3
D_prob = tf.nn.sigmoid(D_logit)
return D_prob
## GAIN structure
# Generator
G_sample = generator(X, M)
# Combine with observed data
Hat_X = X * M + G_sample * (1 - M)
# Discriminator
D_prob = discriminator(Hat_X, H)
## GAIN loss
D_loss_temp = -tf.reduce_mean(M * tf.log(D_prob + 1e-8) \
+ (1-M) * tf.log(1. - D_prob + 1e-8))
G_loss_temp = -tf.reduce_mean((1 - M) * tf.log(D_prob + 1e-8))
MSE_loss = \
tf.reduce_mean((M * X - M * G_sample)**2) / tf.reduce_mean(M)
D_loss = D_loss_temp
G_loss = G_loss_temp + alpha * MSE_loss
## GAIN solver
D_solver = tf.train.AdamOptimizer().minimize(D_loss, var_list=theta_D)
G_solver = tf.train.AdamOptimizer().minimize(G_loss, var_list=theta_G)
## Iterations
sess = tf.Session()
sess.run(tf.global_variables_initializer())
# Start Iterations
for it in tqdm(range(iterations)):
# Sample batch
batch_idx = sample_batch_index(no, batch_size)
X_mb = norm_data_x[batch_idx, :]
M_mb = data_m[batch_idx, :]
# Sample random vectors
Z_mb = uniform_sampler(0, 0.01, batch_size, dim)
# Sample hint vectors
H_mb_temp = binary_sampler(hint_rate, batch_size, dim)
H_mb = M_mb * H_mb_temp
# Combine random vectors with observed vectors
X_mb = M_mb * X_mb + (1 - M_mb) * Z_mb
_, D_loss_curr = sess.run([D_solver, D_loss_temp],
feed_dict={
M: M_mb,
X: X_mb,
H: H_mb
})
_, G_loss_curr, MSE_loss_curr = \
sess.run([G_solver, G_loss_temp, MSE_loss],
feed_dict = {X: X_mb, M: M_mb, H: H_mb})
## Return imputed data
Z_mb = uniform_sampler(0, 0.01, no, dim)
M_mb = data_m
X_mb = norm_data_x
X_mb = M_mb * X_mb + (1 - M_mb) * Z_mb
imputed_data = sess.run([G_sample], feed_dict={X: X_mb, M: M_mb})[0]
imputed_data = data_m * norm_data_x + (1 - data_m) * imputed_data
# Renormalization
imputed_data = renormalization(imputed_data, norm_parameters)
# Rounding
imputed_data = rounding(imputed_data, data_x)
return imputed_data
mnist = input_data.read_data_sets("tmp/data/", one_hot=True)
g = tf.Graph()
with g.as_default():
# Create the model
# x = tf.placeholder("float", [None, 784])
x = tf.compat.v1.placeholder("float", [None, 784])
W = tf.Variable(tf.zeros([784, 10]), name="vaiable_W")
b = tf.Variable(tf.zeros([10]), name="variable_b")
y = tf.nn.softmax(tf.matmul(x, W) + b)
# Define loss and optimizer
y_ = tf.compat.v1.placeholder("float", [None, 10])
cross_entropy = -tf.reduce_sum(y_ * tf.log(y))
train_step = tf.train.GradientDescentOptimizer(0.01).minimize(
cross_entropy)
sess = tf.Session()
# Train
init = tf.initialize_all_variables()
sess.run(init)
for i in range(1000):
batch_xs, batch_ys = mnist.train.next_batch(100)
train_step.run({x: batch_xs, y_: batch_ys}, sess)
# Test trained model
correct_prediction = tf.equal(tf.argmax(y, 1), tf.argmax(y_, 1))
def main(trainModel=True,
buildConfusionMatrix=True,
restore=False,
buildClassifiedMatrix=True):
tf.disable_v2_behavior()
input_images = tf.placeholder(tf.float32, [None, 28, 28], name="Input")
real = tf.placeholder(tf.float32, [None, CLASSES], name="real_classes")
layer1 = create_conv_layer(tf.reshape(input_images, [-1, 28, 28, 1]),
1,
28, [5, 5], [2, 2],
name="conv_no_pool")
layer2 = create_conv_layer(layer1,
28,
56, [5, 5], [2, 2],
name='conv_with_pool')
conv_result = tf.reshape(layer2, [-1, 7 * 7 * 56])
relu_layer_weight = tf.Variable(tf.truncated_normal([7 * 7 * 56, 1000],
stddev=STDDEV * 2),
name='relu_layer_weight')
rely_layer_bias = tf.Variable(tf.truncated_normal([1000],
stddev=STDDEV / 2),
name='rely_layer_bias')
relu_layer = tf.matmul(conv_result, relu_layer_weight) + rely_layer_bias
relu_layer = tf.nn.relu(relu_layer)
relu_layer = tf.nn.dropout(relu_layer, DROPOUT)
final_layer_weight = tf.Variable(tf.truncated_normal([1000, CLASSES],
stddev=STDDEV * 2),
name='final_layer_weight')
final_layer_bias = tf.Variable(tf.truncated_normal([CLASSES],
stddev=STDDEV / 2),
name='final_layer_bias')
final_layer = tf.matmul(relu_layer, final_layer_weight) + final_layer_bias
predicts = tf.nn.softmax(final_layer)
predicts_for_log = tf.clip_by_value(predicts, 1e-9, 0.999999999)
#crossEntropy = -tf.reduce_mean(tf.reduce_sum(y * tf.log(y_clipped) + (1 - y) * tf.log(1 - y_clipped), axis=1))
loss = -tf.reduce_mean(
tf.reduce_sum(real * tf.log(predicts_for_log) +
(1 - real) * tf.log(1 - predicts_for_log),
axis=1),
axis=0)
#test = tf.reduce_sum(real * tf.log(predicts_for_log) + (1 - real) * tf.log(1 - predicts_for_log), axis=1)
#loss = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(logits=final_layer, labels=real))
optimiser = tf.train.GradientDescentOptimizer(
learning_rate=LEARNING_RATE).minimize(loss)
correct_prediction = tf.equal(tf.argmax(real, axis=1),
tf.argmax(predicts, axis=1))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32))
confusion_matrix = tf.confusion_matrix(labels=tf.argmax(real, axis=1),
predictions=tf.argmax(predicts,
axis=1),
num_classes=CLASSES)
saver = tf.train.Saver()
# dataset = get_mnist_dataset()
dataset = get_fashion_dataset()
with tf.Session() as session:
session.run(tf.global_variables_initializer())
if restore:
saver.restore(session, SAVE_PATH)
if trainModel:
train(input_images, real, session, optimiser, loss, accuracy,
saver, dataset)
if buildConfusionMatrix:
test_cm = session.run(confusion_matrix,
feed_dict={
input_images: dataset.test_x,
real: dataset.test_y
})
draw_confusion_matrix(test_cm)
if buildClassifiedMatrix:
all_probs = session.run(predicts,
feed_dict={
input_images: dataset.test_x,
real: dataset.test_y
})
max_failure_picture_index = [[(-1, -1.0)] * CLASSES
for _ in range(CLASSES)]
for i in range(len(all_probs)):
real = np.argmax(dataset.test_y[i])
for j in range(CLASSES):
if max_failure_picture_index[real][j][1] < all_probs[i][j]:
max_failure_picture_index[real][j] = (i,
all_probs[i][j])
draw_max_failure_pictures(dataset.test_x,
max_failure_picture_index)