def optim_step(step, model, x, targets, optimizer, loss_fn, params):
with tf.GradientTape() as g:
outputs = model(x, training=True)
reg_loss = tf.add_n(model.losses)
loss_dict = loss_fn(targets, outputs, params)
loss = loss_dict["loss"] + reg_loss
if params["method"] == "ES-DFM" or params["method"] == "DFM":
return
labelloss = None
if params["method"] == "3class":
labelprint = np.mean(targets["label"], axis=0)
pctr = np.mean(tf.nn.softmax(outputs["logits"]), axis=0)
print "train_label:"
print labelprint
print "train_pctr:%f"
print pctr
elif params["method"] == "win_time":
labelprint = np.mean(targets["label"], axis=0)
pctr = np.mean(tf.nn.sigmoid(outputs["cv_logits"]), axis=0)
ptime = np.mean(tf.nn.sigmoid(outputs["time_logits"]), axis=0)
print "train_label:"
print labelprint
print "train_pctr:%f"
print pctr
print "train_ptime:%f"
print ptime
labelloss = np.reshape(targets["label"][:, 0].numpy(), (-1, 1))
probloss = np.reshape(
tf.nn.sigmoid(outputs["logits"][:, 0]).numpy(), (-1, 1))
logitloss = np.reshape(outputs["logits"][:, 0].numpy(), (-1, 1))
elif params["method"] == "win_time_test":
labelloss = np.reshape(targets["label"][:, 0].numpy(), (-1, 1))
probloss = np.reshape(
tf.nn.sigmoid(outputs["logits"]).numpy(), (-1, 1))
logitloss = np.reshape(outputs["logits"].numpy(), (-1, 1))
else:
labelloss = np.reshape(targets["label"].numpy(), (-1, 1))
probloss = np.reshape(
tf.nn.sigmoid(outputs["logits"]).numpy(), (-1, 1))
logitloss = np.reshape(outputs["logits"].numpy(), (-1, 1))
llloss = cal_llloss_with_logits(labelloss, logitloss)
print "step%d test_loss:%f" % (step, llloss)
auc = cal_auc(labelloss, probloss)
print "step%d test_auc:%f" % (step, auc)
print "train_loss:%f" % loss_dict["loss"]
print "train_reg_loss:%f" % reg_loss
print "step%d train_all_loss:%f" % (step, loss)
trainable_variables = model.trainable_variables
gradients = g.gradient(loss, trainable_variables)
optimizer.apply_gradients(zip(gradients, trainable_variables))
def test(model, test_data, params):
all_logits = []
all_probs = []
all_labels = []
for step, (batch_x, batch_y) in enumerate(tqdm(test_data), 1):
logits = model(batch_x, training=False)["logits"]
all_logits.append(logits.numpy())
all_labels.append(batch_y.numpy())
all_probs.append(tf.math.sigmoid(logits))
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 1))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 1))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 1))
llloss = cal_llloss_with_logits(all_labels, all_logits)
auc = cal_auc(all_labels, all_probs)
prauc = cal_prauc(all_labels, all_probs)
batch_size = all_logits.shape[0]
return auc
def test(model, test_data, params):
all_logits = []
all_probs = []
all_labels = []
for step, (batch_x, batch_y) in enumerate(tqdm(test_data), 1):
logits = model.predict(batch_x)
all_logits.append(logits.numpy())
all_labels.append(batch_y.numpy())
all_probs.append(tf.sigmoid(logits))
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1,))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1,))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1,))
if params["method"] == "FNC":
all_probs = all_probs / (1-all_probs+1e-8)
llloss = cal_llloss_with_prob(all_labels, all_probs)
else:
llloss = cal_llloss_with_logits(all_labels, all_logits)
batch_size = all_logits.shape[0]
pred = all_probs >= 0.5
auc = cal_auc(all_labels, all_probs)
prauc = cal_prauc(all_labels, all_probs)
return auc, prauc, llloss
def test(model, test_data, params, before=False):
all_logits = []
all_probs = []
all_labels = []
for step, (batch_x, batch_y) in enumerate(tqdm(test_data), 1):
logits = model(batch_x, training=False)["logits"]
all_logits.append(logits.numpy())
all_labels.append(batch_y.numpy())
if False: #params["method"] == "3class":
#prop = tf.nn.softmax(logits)
#prop_00 = tf.reshape(prop[:, 0], (-1, 1)) #tf.slice(prop, [0, 0],[-1, 1])
#prop_01 = tf.reshape(prop[:, 1], (-1, 1))
#prop_11 = tf.reshape(prop[:, 2], (-1, 1))
#prop_1 = prop_01+prop_11
all_probs.append(logits)
else:
all_probs.append(tf.math.sigmoid(logits))
llloss = 0
if params["method"] == "3class":
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 3))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 3))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 3))
elif params["method"] == "win_time" or params["method"] == "test":
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 2))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 2))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 2))
elif params["method"] == "delay_win_adapt":
#all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 2))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 2))
elif params["method"] == "win_adapt": #pre win_adapt
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 4))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 4))
elif (params["method"] == "delay_win_select") and not before:
#all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 2))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 4))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 11))
elif (params["method"] == "delay_win_select") and before:
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 4))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 1))
else:
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 1))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, 1))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, 1))
if params["method"] == "FNC":
all_probs = all_probs / (1 - all_probs + 1e-8)
llloss = cal_llloss_with_prob(all_labels, all_probs)
elif params["method"] == "3class":
llloss = cal_softmax_cross_entropy_loss(all_labels, all_probs)
elif params["method"] == "delay_win_adapt":
cv_prop = tf.reshape(tf.cast(all_probs[:, 0], tf.float32), (-1, 1))
time_prop = tf.reshape(tf.cast(all_probs[:, 1], tf.float32), (-1, 1))
time_prop_numpy = np.reshape(time_prop.numpy(), (-1, 1))
print "pcvr"
print tf.reduce_mean(cv_prop)
print "ptime"
print tf.reduce_mean(time_prop)
return time_prop_numpy
elif params["method"] == "win_adapt" or params[
"method"] == "delay_win_select":
cv_prop = tf.reshape(tf.cast(all_probs[:, 0], tf.float32), (-1, 1))
cv_prop_numpy = np.reshape(cv_prop.numpy(), (-1, 1))
time15_prop = tf.reshape(tf.cast(all_probs[:, 1], tf.float32), (-1, 1))
time15_prop_numpy = np.reshape(time15_prop.numpy(), (-1, 1))
time30_prop = tf.reshape(tf.cast(all_probs[:, 2], tf.float32), (-1, 1))
time30_prop_numpy = np.reshape(time30_prop.numpy(), (-1, 1))
time60_prop = tf.reshape(tf.cast(all_probs[:, 3], tf.float32), (-1, 1))
time60_prop_numpy = np.reshape(time60_prop.numpy(), (-1, 1))
cv_label = tf.reshape(tf.cast(all_labels[:, 0], tf.float32), (-1, 1))
cv_label_numpy = np.reshape(cv_label.numpy(), (-1, 1))
if not before:
time_15_label = tf.reshape(tf.cast(all_labels[:, 1], tf.float32),
(-1, 1))
time_15_label_numpy = np.reshape(time_15_label.numpy(), (-1, 1))
print "pcvr"
print tf.reduce_mean(cv_prop)
print "ptime15"
print tf.reduce_mean(time15_prop)
print "ptime30"
print tf.reduce_mean(time30_prop)
print "ptime60"
print tf.reduce_mean(time60_prop)
if not before:
print 'time_15_label_numpy'
print time_15_label_numpy
print 'cv_prop_numpy*time15_prop_numpy'
print cv_prop_numpy * time15_prop_numpy
win_auc = cal_auc(time_15_label_numpy,
cv_prop_numpy * time15_prop_numpy)
print "win_auc"
print win_auc
cv_auc = cal_auc(cv_label_numpy, cv_prop_numpy)
print "cv_auc"
print cv_auc
return all_probs #, time15_prop_numpy
elif params["method"] == "win_time" or params["method"] == "test":
cv_prop = tf.reshape(tf.cast(all_probs[:, 0], tf.float32), (-1, 1))
time_prop = tf.reshape(tf.cast(all_probs[:, 1], tf.float32), (-1, 1))
win_label = tf.reshape(tf.cast((all_labels[:, 1]), tf.float32),
(-1, 1))
cv_label = tf.reshape(tf.cast((all_labels[:, 0]), tf.float32), (-1, 1))
#cv_prop = all_probs[:,0]
#time_prop = all_probs[:,1]
#win_label = all_labels[:, 1]
#cv_label = all_labels[:, 0]
win_prop_1 = cv_prop * time_prop
win_prop_0 = (1 - cv_prop) + cv_prop * (1 - time_prop)
print cv_prop.shape
print time_prop.shape
print win_label.shape
print cv_label.shape
loss_win = -tf.reduce_mean(
tf.math.log(win_prop_1) * win_label + tf.math.log(win_prop_0) *
(1 - win_label))
loss_cv = -tf.reduce_mean(
tf.math.log(cv_prop) * cv_label + tf.math.log(1 - cv_prop) *
(1 - cv_label))
print "win_label"
print tf.reduce_mean(win_label)
print "cv_label"
print tf.reduce_mean(cv_label)
print "pcvr"
print tf.reduce_mean(cv_prop)
print "pwin"
print tf.reduce_mean(win_prop_1)
print "ptime"
print tf.reduce_mean(time_prop)
print "test_loss_win"
print loss_win
print "test_loss_cv"
print loss_cv
win_prop_1_numpy = np.reshape(win_prop_1.numpy(), (-1, 1))
win_prop_0_numpy = np.reshape(win_prop_0.numpy(), (-1, 1))
win_label_numpy = np.reshape(win_label.numpy(), (-1, 1))
cv_label_numpy = np.reshape(cv_label.numpy(), (-1, 1))
cv_prop_numpy = np.reshape(cv_prop.numpy(), (-1, 1))
print win_prop_1_numpy.shape, win_prop_0_numpy.shape, win_label_numpy.shape, cv_label_numpy.shape
win_auc = cal_auc(win_label_numpy, win_prop_1_numpy)
win2_auc = cal_auc(cv_label_numpy, win_prop_1_numpy)
cv_auc = cal_auc(cv_label_numpy, cv_prop_numpy)
print "win_auc"
print win_auc
print "win2_auc"
print win2_auc
print "cv_auc"
print cv_auc
return cv_auc, win_auc, tf.reduce_mean(cv_label), tf.reduce_mean(
cv_label), time_prop
elif params["method"] == "win_time_test":
print 'test win_time_test'
print all_labels.shape, all_logits.shape
all_labels = np.reshape(np.reshape(all_labels, (-1, 2))[:, 0], (-1, ))
all_logits = np.reshape(all_logits, (-1, ))
all_probs = np.reshape(all_probs, (-1, ))
print all_labels.shape, all_logits.shape, all_probs.shape
#cv_label_numpy = np.reshape(cv_label.numpy(), (-1, 1))
#labelloss = np.reshape(targets["label"][:,0].numpy(),(-1,1))
#probloss = np.reshape(tf.nn.sigmoid(outputs["logits"]).numpy(),(-1,1))
#logitloss = np.reshape(outputs["logits"].numpy(),(-1,1))
#llloss = cal_llloss_with_logits(labelloss, logitloss)
#print "step%d test_loss:%f" %(step,llloss)
#auc = cal_auc(labelloss, probloss)
llloss = cal_llloss_with_logits(all_labels, all_logits)
else:
llloss = cal_llloss_with_logits(all_labels, all_logits)
#llloss = cal_llloss_with_logits(all_labels, all_logits)
labelprint = np.mean(all_labels, axis=0)
pctr = np.mean(tf.nn.softmax(all_probs), axis=0)
print "test_label:"
print labelprint
print "test_pctr"
print pctr
print "test_loss"
print llloss
if params["method"] == "3class":
auc = 0
prauc = 0
batch_size = all_logits.shape[0]
return auc, labelprint, pctr
print "test_loss:%f" % llloss
auc = cal_auc(all_labels, all_probs)
print "test_auc:%f" % auc
prauc = cal_prauc(all_labels, all_probs)
print "test_prauc:%f" % prauc
batch_size = all_logits.shape[0]
return auc, labelprint, pctr
def test(model, test_data, params):
all_logits = []
all_probs = []
all_labels = []
all_props = []
for step, (batch_x, batch_y) in enumerate(tqdm(test_data), 1):
logits = model.predict(batch_x)
all_logits.append(logits.numpy())
all_labels.append(batch_y.numpy())
if params["method"] == "3class":
prop = tf.nn.softmax(logits)
prop_00 = tf.reshape(prop[:, 0],
(-1, 1)) #tf.slice(prop, [0, 0],[-1, 1])
prop_01 = tf.reshape(prop[:, 1], (-1, 1))
prop_11 = tf.reshape(prop[:, 2], (-1, 1))
prop_1 = prop_01 + prop_11
all_probs.append(prop_1)
all_props.append(prop)
elif params["method"] == "delay_win_time" or params["method"] == "likeli" or params["method"] == "test" or params["method"] == "delay_win_time_iw"\
or params["method"] == "delay_win_time_sep" or params["method"] == "delay_win_adapt" or params["method"] == "" or params["method"] == "ES-DFM-win" or params["method"] == "ES-DFM-wines":
all_probs.append(tf.sigmoid(logits[:, 0]))
all_props.append(tf.sigmoid(logits[:, 0]))
else:
all_probs.append(tf.sigmoid(logits))
all_props.append(tf.sigmoid(logits))
if params["method"] == "3class":
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 3))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, ))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, ))
all_props = np.reshape(np.concatenate(all_props, axis=0), (-1, 3))
elif params["method"] == "delay_win_time" or params[
"method"] == "likeli" or params["method"] == "test" or params[
"method"] == "delay_win_time_sep" or params[
"method"] == "delay_win_adapt" or params[
"method"] == "" or params[
"method"] == "delay_win_time_iw" or params[
"method"] == "ES-DFM-win" or params[
"method"] == "ES-DFM-wines":
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, 2))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, ))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, ))
all_props = np.reshape(np.concatenate(all_props, axis=0), (-1, ))
elif params["method"] == "delay_win_select":
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, ))
all_labels = np.reshape(np.concatenate(all_labels[:, 0], axis=0),
(-1, ))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, ))
all_props = np.reshape(np.concatenate(all_props, axis=0), (-1, ))
else:
all_logits = np.reshape(np.concatenate(all_logits, axis=0), (-1, ))
all_labels = np.reshape(np.concatenate(all_labels, axis=0), (-1, ))
all_probs = np.reshape(np.concatenate(all_probs, axis=0), (-1, ))
all_props = np.reshape(np.concatenate(all_props, axis=0), (-1, ))
if params["method"] == "FNC":
all_probs = all_probs / (1 - all_probs + 1e-8)
llloss = cal_llloss_with_prob(all_labels, all_probs)
elif params["method"] == "FNC10":
all_probs = all_probs * 2
llloss = cal_llloss_with_prob(all_labels, all_probs)
elif params["method"] == "3class":
llloss = cal_llloss_with_prob(all_labels, all_probs)
elif params["method"] == "delay_win_time" or params[
"method"] == "likeli" or params["method"] == "test" or params[
"method"] == "delay_win_time_sep" or params[
"method"] == "delay_win_adapt" or params[
"method"] == "" or params[
"method"] == "delay_win_time_iw" or params[
"method"] == "ES-DFM-win" or params[
"method"] == "ES-DFM-wines":
cv_prop = tf.reshape(tf.cast(all_probs, tf.float32), (-1, 1))
cv_label = tf.reshape(tf.cast((all_labels), tf.float32), (-1, 1))
#loss_cv = -tf.reduce_mean(tf.math.log(cv_prop) * cv_label + tf.math.log(1-cv_prop)* (1-cv_label))
#print "cv_label"
#print tf.reduce_mean(cv_label)
#print "pcvr"
#print tf.reduce_mean(cv_prop)
#print "test_loss_cv"
#print loss_cv
cv_label_numpy = np.reshape(cv_label.numpy(), (-1, 1))
cv_prop_numpy = np.reshape(cv_prop.numpy(), (-1, 1))
cv_label_numpy_1 = np.reshape(cv_label.numpy(), (-1))
cv_prop_numpy_1 = np.reshape(cv_prop.numpy(), (-1))
llloss = cal_llloss_with_prob(all_labels, all_probs)
cv_auc = cal_auc(cv_label_numpy, cv_prop_numpy)
prauc = cal_prauc(all_labels, all_probs)
ctr = np.mean(cv_label_numpy, axis=0)
pctr = np.mean(cv_prop_numpy, axis=0)
ece = ece_score(cv_label_numpy_1, cv_prop_numpy_1)
#print "cv_auc"
#print cv_auc
return cv_auc, prauc, llloss, ctr, pctr, all_labels, all_probs, ece
else:
llloss = cal_llloss_with_logits(all_labels, all_logits)
batch_size = all_logits.shape[0]
pred = all_probs >= 0.5
auc = cal_auc(all_labels, all_probs)
prauc = cal_prauc(all_labels, all_probs)
ctr = np.mean(all_labels, axis=0)
pctr = np.mean(all_probs, axis=0)
prop = np.mean(all_props, axis=0)
#cv_label_numpy_1 = np.reshape(all_labels.numpy(),(-1))
#cv_prop_numpy_1 = np.reshape(all_probs.numpy(),(-1))
ece = ece_score(all_labels, all_probs)
#ece = ece_score(cv_label_numpy_1,cv_prop_numpy_1)
#print "test_label:%f"
#print ctr
#print "test_prop:"
#print prop
#print "test_pctr:"
#print pctr
return auc, prauc, llloss, ctr, pctr, all_labels, all_probs, ece