TensorFlow定制模型和训练算法（上）

import：

import sys
assert sys.version_info >= (3, 5)

# Scikit-Learn ≥0.20 is required
import sklearn
assert sklearn.__version__ >= "0.20"

try:
    # %tensorflow_version only exists in Colab.
    %tensorflow_version 2.x
except Exception:
    pass

# TensorFlow ≥2.4 is required in this notebook
# Earlier 2.x versions will mostly work the same, but with a few bugs
import tensorflow as tf
from tensorflow import keras
assert tf.__version__ >= "2.4"

# Common imports
import numpy as np
import os

# to make this notebook's output stable across runs
np.random.seed(42)
tf.random.set_seed(42)

# To plot pretty figures
%matplotlib inline
import matplotlib as mpl
import matplotlib.pyplot as plt

1、自定义损失函数

假设训练一个回归模型，但是训练集有噪声，当你删除或修复异常值之后，噪声仍然存在。我们可以假装它不存在，创建一个标签和预测作为参数的函数，然后计算每个实例的损失：

def huber_fn(y_true, y_pred):
    error = y_true - y_pred
    is_small_error = tf.abs(error) < 1
    squared_loss = tf.square(error) / 2
    linear_loss  = tf.abs(error) - 0.5
    return tf.where(is_small_error, squared_loss, linear_loss)

最好返回每个实例包含一个损失张量，这样Keras可以根据要求使用类别权重或样本权重。
在编译Keras模型时中使用此损失：

from sklearn.datasets import fetch_california_housing
from sklearn.model_selection import train_test_split
from sklearn.preprocessing import StandardScaler

housing = fetch_california_housing()
X_train_full, X_test, y_train_full, y_test = train_test_split(
    housing.data, housing.target.reshape(-1, 1), random_state=42)
X_train, X_valid, y_train, y_valid = train_test_split(
    X_train_full, y_train_full, random_state=42)

scaler = StandardScaler()
X_train_scaled = scaler.fit_transform(X_train)
X_valid_scaled = scaler.transform(X_valid)
X_test_scaled = scaler.transform(X_test)

plt.figure(figsize=(8, 3.5))
z = np.linspace(-4, 4, 200)
plt.plot(z, huber_fn(0, z), "b-", linewidth=2, label="huber($z$)")
plt.plot(z, z**2 / 2, "b:", linewidth=1, label=r"$\frac{1}{2}z^2$")
plt.plot([-1, -1], [0, huber_fn(0., -1.)], "r--")
plt.plot([1, 1], [0, huber_fn(0., 1.)], "r--")
plt.gca().axhline(y=0, color='k')
plt.gca().axvline(x=0, color='k')
plt.axis([-4, 4, 0, 4])
plt.grid(True)
plt.xlabel("$z$")
plt.legend(fontsize=14)
plt.title("Huber loss", fontsize=14)
plt.show()

然后训练模型：

input_shape = X_train.shape[1:]

model = keras.models.Sequential([
    keras.layers.Dense(30, activation="selu", kernel_initializer="lecun_normal",
                       input_shape=input_shape),
    keras.layers.Dense(1),
])

model.compile(loss=huber_fn, optimizer="nadam", metrics=["mae"])
model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 2ms/step - loss: 1.0443 - mae: 1.4660 - val_loss: 0.2862 - val_mae: 0.5866
Epoch 2/2
363/363 [==============================] - 0s 737us/step - loss: 0.2379 - mae: 0.5407 - val_loss: 0.2382 - val_mae: 0.5281

2、保存和加载包含自定义组件的模型

（1）直接映射：

model.save("my_model_with_a_custom_loss.h5")

model = keras.models.load_model("my_model_with_a_custom_loss.h5",
                                custom_objects={"huber_fn": huber_fn})
model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 970us/step - loss: 0.2054 - mae: 0.4982 - val_loss: 0.2209 - val_mae: 0.5050
Epoch 2/2
363/363 [==============================] - 0s 769us/step - loss: 0.1999 - mae: 0.4900 - val_loss: 0.2127 - val_mae: 0.4986

（2）为了要不同的阈值，可以创建一个已经配置损失函数的函数：

def create_huber(threshold=1.0):
    def huber_fn(y_true, y_pred):
        error = y_true - y_pred
        is_small_error = tf.abs(error) < threshold
        squared_loss = tf.square(error) / 2
        linear_loss  = threshold * tf.abs(error) - threshold**2 / 2
        return tf.where(is_small_error, squared_loss, linear_loss)
    return huber_fn

model.compile(loss=create_huber(2.0), optimizer="nadam", metrics=["mae"])

model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 1ms/step - loss: 0.2318 - mae: 0.4979 - val_loss: 0.2540 - val_mae: 0.4907
Epoch 2/2
363/363 [==============================] - 0s 749us/step - loss: 0.2309 - mae: 0.4960 - val_loss: 0.2372 - val_mae: 0.4879

但是这样，当保存模型时，阈值不会被保存，so，我们通过创建Keras.losses.loss类的子类，然后实现get_config()方法来解决此问题：

class HuberLoss(keras.losses.Loss):
    def __init__(self, threshold=1.0, **kwargs):
        self.threshold = threshold
        super().__init__(**kwargs)
        
    def call(self, y_true, y_pred): //获取标签和预测，返回计算后的实例损失。
        error = y_true - y_pred
        is_small_error = tf.abs(error) < self.threshold
        squared_loss = tf.square(error) / 2
        linear_loss  = self.threshold * tf.abs(error) - self.threshold**2 / 2
        return tf.where(is_small_error, squared_loss, linear_loss)
        //返回一个字典，将每个超参数名称映射到其值。
    def get_config(self):                   //返回一个字典，将每个超参数名称映射到其值。
        base_config = super().get_config()
        return {**base_config, "threshold": self.threshold}

model = keras.models.Sequential([
    keras.layers.Dense(30, activation="selu", kernel_initializer="lecun_normal",
                       input_shape=input_shape),
    keras.layers.Dense(1),
])

//使用此类 任何实例。
model.compile(loss=HuberLoss(2.), optimizer="nadam", metrics=["mae"])

//训练模型
model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 1ms/step - loss: 1.3123 - mae: 1.3345 - val_loss: 0.3378 - val_mae: 0.5485
Epoch 2/2
363/363 [==============================] - 0s 760us/step - loss: 0.2659 - mae: 0.5270 - val_loss: 0.2660 - val_mae: 0.5089

加载模型：只需要将类名映射到类本身。

model.save("my_model_with_a_custom_loss_class.h5")

model = keras.models.load_model("my_model_with_a_custom_loss_class.h5",
                                custom_objects={"HuberLoss": HuberLoss})
model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 966us/step - loss: 0.2286 - mae: 0.4970 - val_loss: 0.2120 - val_mae: 0.4723
Epoch 2/2
363/363 [==============================] - 0s 757us/step - loss: 0.2216 - mae: 0.4904 - val_loss: 0.2045 - val_mae: 0.4725

3、自定义激活函数、初始化、正则化和约束

大多数Keras功能，都可以以几乎相同的方式自定义，且只需要编写适当输入输出的简单函数即可。
例如：

//自定义激活函数：
def my_softplus(z): # return value is just tf.nn.softplus(z)
    return tf.math.log(tf.exp(z) + 1.0)
    
//自定义Glorot初始化：
def my_glorot_initializer(shape, dtype=tf.float32):
    stddev = tf.sqrt(2. / (shape[0] + shape[1]))
    return tf.random.normal(shape, stddev=stddev, dtype=dtype)
    
//自定义正则化：
def my_l1_regularizer(weights):
    return tf.reduce_sum(tf.abs(0.01 * weights))
    
//确保权重为正的自定义约束：
def my_positive_weights(weights): # return value is just tf.nn.relu(weights)
    return tf.where(weights < 0., tf.zeros_like(weights), weights)

参数取决于自定义函数的类型，我们可以正常使用这些自定义函数：

layer = keras.layers.Dense(1, activation=my_softplus,
                           kernel_initializer=my_glorot_initializer,
                           kernel_regularizer=my_l1_regularizer,
                           kernel_constraint=my_positive_weights)

激活函数应用于Dense 层的输出，结果传到下一层。层的权重将使用初始化程序返回的值进行初始化。
在每个训练步骤中，权重将传递给正则化函数以计算正则化损失，并将其添加到主要损失中得到最终损失。
最后在每个训练步骤之后调用约束函数，并将层的权重替换为约束权重。

keras.backend.clear_session()
np.random.seed(42)
tf.random.set_seed(42)

model = keras.models.Sequential([
    keras.layers.Dense(30, activation="selu", kernel_initializer="lecun_normal",
                       input_shape=input_shape),
    keras.layers.Dense(1, activation=my_softplus,
                       kernel_regularizer=my_l1_regularizer,
                       kernel_constraint=my_positive_weights,
                       kernel_initializer=my_glorot_initializer),
])

model.compile(loss="mse", optimizer="nadam", metrics=["mae"])

model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 1ms/step - loss: 2.3829 - mae: 1.1635 - val_loss: 1.4154 - val_mae: 0.5607
Epoch 2/2
363/363 [==============================] - 0s 757us/step - loss: 0.6299 - mae: 0.5410 - val_loss: 1.4399 - val_mae: 0.5137

如果函数拥有需要与模型一起保存的超参数，则需要继承适当的类：

class MyL1Regularizer(keras.regularizers.Regularizer):
    def __init__(self, factor):
        self.factor = factor
    def __call__(self, weights):
        return tf.reduce_sum(tf.abs(self.factor * weights))
    def get_config(self):
        return {"factor": self.factor}

keras.backend.clear_session()
np.random.seed(42)
tf.random.set_seed(42)

model = keras.models.Sequential([
    keras.layers.Dense(30, activation="selu", kernel_initializer="lecun_normal",
                       input_shape=input_shape),
    keras.layers.Dense(1, activation=my_softplus,
                       kernel_regularizer=MyL1Regularizer(0.01),
                       kernel_constraint=my_positive_weights,
                       kernel_initializer=my_glorot_initializer),
])
model.compile(loss="mse", optimizer="nadam", metrics=["mae"])
model.fit(X_train_scaled, y_train, epochs=2,
          validation_data=(X_valid_scaled, y_valid))

Epoch 1/2
363/363 [==============================] - 1s 1ms/step - loss: 2.3829 - mae: 1.1635 - val_loss: 1.4154 - val_mae: 0.5607
Epoch 2/2
363/363 [==============================] - 0s 757us/step - loss: 0.6299 - mae: 0.5410 - val_loss: 1.4399 - val_mae: 0.5137

ps：必须为 损失、层函数和模型 实现call（）方法。为正则化、初始化和约束实现 call()方法。

4、自定义指标

损失：被梯度下降用来训练模型，所以必须可微；且梯度不为0.
指标：用于评估模型。必须容易理解。
大多数情况下，定义一个自定义指标函数与定义一个自定义损失函数完全相同。
我们可以用上文中的huber_fn损失函数用作指标。

model = keras.models.Sequential([
    keras.layers.Dense(30, activation="selu", kernel_initializer="lecun_normal",
                       input_shape=input_shape),
    keras.layers.Dense(1),
])
//指标
model.compile(loss="mse", optimizer="nadam", metrics=[create_huber(2.0)])

model.fit(X_train_scaled, y_train, epochs=2)

Epoch 1/2
363/363 [==============================] - 1s 572us/step - loss: 3.5903 - huber_fn: 1.5558
Epoch 2/2
363/363 [==============================] - 0s 552us/step - loss: 0.8054 - huber_fn: 0.3095

创建precision对象，依次传入第一批次第二批次的标签和预测。
逐批次更新的指标为流式指标（或状态指标）

precision = keras.metrics.Precision()
precision([0, 1, 1, 1, 0, 1, 0, 1], [1, 1, 0, 1, 0, 1, 0, 1])

第一次：

<tf.Tensor: shape=(), dtype=float32, numpy=0.8>

第二次：

precision([0, 1, 0, 0, 1, 0, 1, 1], [1, 0, 1, 1, 0, 0, 0, 0])

<tf.Tensor: shape=(), dtype=float32, numpy=0.5>

获取当前指标的当前值。

precision.result()

值：

<tf.Tensor: shape=(), dtype=float32, numpy=0.5>

查看当前变量：

precision.variables

变量：

[<tf.Variable 'true_positives:0' shape=(1,) dtype=float32, numpy=array([4.], dtype=float32)>,
 <tf.Variable 'false_positives:0' shape=(1,) dtype=float32, numpy=array([4.], dtype=float32)>]

重置变量：

precision.reset_states()

创建流式度量：

class HuberMetric(keras.metrics.Metric):
    def __init__(self, threshold=1.0, **kwargs):
        super().__init__(**kwargs) # handles base args (e.g., dtype)
        self.threshold = threshold
        self.huber_fn = create_huber(threshold)
        self.total = self.add_weight("total", initializer="zeros")
        self.count = self.add_weight("count", initializer="zeros")
        //给定一个批次的标签和预测值（以及采样权重（此例忽略）），它会更新变量。
    def update_state(self, y_true, y_pred, sample_weight=None):
        metric = self.huber_fn(y_true, y_pred)
        self.total.assign_add(tf.reduce_sum(metric))
        self.count.assign_add(tf.cast(tf.size(y_true), tf.float32))
        //计算并返回最终结果。
    def result(self):
        return self.total / self.count
        //确保threshold与模型一起被保存。
    def get_config(self):
        base_config = super().get_config()
        return {**base_config, "threshold": self.threshold}

Keras会处理变量的持久性，无需采取任何措施。

Hands-On Machine Learning with Scikit-Learn, Keras, and TensorFlow, 2nd Edition, 作者： Aurelien Geron(法语) , 又 O Reilly 出版， 书号 978-1-492-03264-9。
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