def reweight(y_true,
y_pred,
tp_weight=.3,
tn_weight=.3,
fp_weight=4,
fn_weight=0.7):
# Get predictions
y_pred_classes = K.greater_equal(y_pred, 0.5)
y_pred_classes_float = K.cast(y_pred_classes, K.floatx())
# Get misclassified examples
wrongly_classified = K.not_equal(y_true, y_pred_classes_float)
wrongly_classified_float = K.cast(wrongly_classified, K.floatx())
# Get correctly classified examples
correctly_classified = K.equal(y_true, y_pred_classes_float)
correctly_classified_float = K.cast(correctly_classified, K.floatx())
# Get tp, fp, tn, fn
tp = correctly_classified_float * y_true
tn = correctly_classified_float * (1 - y_true)
fp = wrongly_classified_float * y_true
fn = wrongly_classified_float * (1 - y_true)
# Get weights
weight_tensor = tp_weight * tp + fp_weight * fp + tn_weight * tn + fn_weight * fn
loss = K.binary_crossentropy(y_true, y_pred)
weighted_loss = loss * weight_tensor
return weighted_loss
def binary_crossentropy_after_split(y_true, y_pred):
y_true, payoffs = splitter(y_true)
return K.binary_crossentropy(y_true, y_pred)
def loss_function(y_true, y_pred):
return K.mean(K.binary_crossentropy(y_pred, y_true))
def build_variational_architecture(self):
e1 = Convolution2D(64,
6,
6,
subsample=(2, 2),
activation='relu',
border_mode='valid',
name='e1')(self.autoencoder_input)
e3 = Convolution2D(64,
6,
6,
subsample=(2, 2),
activation='relu',
border_mode='same',
name='e3')(e1)
e4 = Convolution2D(64,
6,
6,
subsample=(2, 2),
activation='relu',
border_mode='same',
name='e4')(e3)
e5 = Dense(512, activation='relu')(flatten(e4))
self.z_mean = Dense(self.latent_shape, activation='linear')(e5)
self.z_log_sigma = Dense(self.latent_shape, activation='linear')(e5)
batch_size = tf.shape(self.autoencoder_input)[0]
def sample_z(args):
z_m, z_l_s = args
eps = K.random_normal(shape=(batch_size, self.latent_shape),
mean=0.,
std=1.)
return z_m + K.exp(z_l_s / 2) * eps
# Sample z
z = Lambda(sample_z)([self.z_mean, self.z_log_sigma])
# Decoder layers
d1 = Dense(6400, activation='relu', name='d1')
d2 = Reshape((10, 10, 64), name='d2')
d3 = Deconvolution2D(64,
6,
6,
output_shape=(None, 20, 20, 64),
subsample=(2, 2),
activation='relu',
border_mode='same',
name='d3')
d4 = Deconvolution2D(64,
6,
6,
output_shape=(None, 40, 40, 64),
subsample=(2, 2),
activation='relu',
border_mode='same',
name='d4')
d5 = Deconvolution2D(1,
6,
6,
output_shape=(None, 84, 84, 1),
subsample=(2, 2),
activation='sigmoid',
border_mode='valid',
name='d5')
# Full autoencoder
d1_full = d1(z)
d2_full = d2(d1_full)
d3_full = d3(d2_full)
d4_full = d4(d3_full)
d5_full = d5(d4_full)
d7_full = Reshape((7056, ))(d5_full)
# Only decoding
d1_decoder = d1(self.decoder_input)
d2_decoder = d2(d1_decoder)
d3_decoder = d3(d2_decoder)
d4_decoder = d4(d3_decoder)
d5_decoder = d5(d4_decoder)
d7_decoder = Reshape((7056, ))(d5_decoder)
self.decoder_output = d7_decoder
self.autoencoder_output = d7_full
self.encoder_output = self.z_mean
self.emulator_reconstruction_loss = K.sum(K.binary_crossentropy(
self.autoencoder_output, flatten(self.autoencoder_input)),
axis=1)
kl_loss = -0.5 * K.sum(1 + self.z_log_sigma - K.square(self.z_mean) -
K.exp(self.z_log_sigma),
axis=-1)
self.autoencoder_loss = tf.add(self.emulator_reconstruction_loss,
kl_loss)