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概述
您可以使用 TFL Keras 层构造具有单调性和其他形状约束的 Keras 模型。本示例将使用 TFL 层为 UCI 心脏数据集构建并训练一个校准点阵模型。
在校准点阵模型中，每个特征都由 tfl.layers.PWLCalibration 或 tfl.layers.CategoricalCalibration 层转换，然后使用 tfl.layers.Lattice 将结果以非线性方式融合。
设置
安装 TF Lattice 软件包：
pip install tensorflow-lattice pydot
导入所需的软件包：
import tensorflow as tf
import logging
import numpy as np
import pandas as pd
import sys
import tensorflow_lattice as tfl
from tensorflow import feature_column as fc
logging.disable(sys.maxsize)
下载 UCI Statlog (Heart) 数据集：
# UCI Statlog (Heart) dataset.
csv_file = tf.keras.utils.get_file(
'heart.csv', 'http://storage.googleapis.com/download.tensorflow.org/data/heart.csv')
training_data_df = pd.read_csv(csv_file).sample(
frac=1.0, random_state=41).reset_index(drop=True)
training_data_df.head()
设置用于在本指南中进行训练的默认值：
LEARNING_RATE = 0.1
BATCH_SIZE = 128
NUM_EPOCHS = 100
Keras 序贯模型
本示例将创建一个 Keras 序贯模型，并且仅使用 TFL 层。
点阵层期望 input[i] 处于 [0, lattice_sizes[i] - 1.0] 范围内，因此我们需要在校准层之前定义点阵大小，以便能够正确指定校准层的输出范围。
# Lattice layer expects input[i] to be within [0, lattice_sizes[i] - 1.0], so
lattice_sizes = [3, 2, 2, 2, 2, 2, 2]
我们使用 tfl.layers.ParallelCombination 层将校准层组合在一起，这些校准层必须并行执行才能创建序贯模型。
combined_calibrators = tfl.layers.ParallelCombination()
我们为每个特征创建一个校准层，并将其添加到并行组合层。对于数字特征，我们使用 tfl.layers.PWLCalibration，对于分类特征，我们使用 tfl.layers.CategoricalCalibration。
# ############### age ###############
calibrator = tfl.layers.PWLCalibration(
# Every PWLCalibration layer must have keypoints of piecewise linear
# function specified. Easiest way to specify them is to uniformly cover
# entire input range by using numpy.linspace().
input_keypoints=np.linspace(
training_data_df['age'].min(), training_data_df['age'].max(), num=5),
# You need to ensure that input keypoints have same dtype as layer input.
# You can do it by setting dtype here or by providing keypoints in such
# format which will be converted to desired tf.dtype by default.
dtype=tf.float32,
# Output range must correspond to expected lattice input range.
output_min=0.0,
output_max=lattice_sizes[0] - 1.0,
)
combined_calibrators.append(calibrator)
# ############### sex ###############
# For boolean features simply specify CategoricalCalibration layer with 2
# buckets.
calibrator = tfl.layers.CategoricalCalibration(
num_buckets=2,
output_min=0.0,
output_max=lattice_sizes[1] - 1.0,
# Initializes all outputs to (output_min + output_max) / 2.0.
kernel_initializer='constant')
combined_calibrators.append(calibrator)
# ############### cp ###############
calibrator = tfl.layers.PWLCalibration(
# Here instead of specifying dtype of layer we convert keypoints into
# np.float32.
input_keypoints=np.linspace(1, 4, num=4, dtype=np.float32),
output_min=0.0,
output_max=lattice_sizes[2] - 1.0,
monotonicity='increasing',
# You can specify TFL regularizers as a tuple ('regularizer name', l1, l2).
kernel_regularizer=('hessian', 0.0, 1e-4))
combined_calibrators.append(calibrator)
# ############### trestbps ###############
calibrator = tfl.layers.PWLCalibration(
# Alternatively, you might want to use quantiles as keypoints instead of
# uniform keypoints
input_keypoints=np.quantile(training_data_df['trestbps'],
np.linspace(0.0, 1.0, num=5)),
dtype=tf.float32,
# Together with quantile keypoints you might want to initialize piecewise
# linear function to have 'equal_slopes' in order for output of layer
# after initialization to preserve original distribution.
kernel_initializer='equal_slopes',
output_min=0.0,
output_max=lattice_sizes[3] - 1.0,
# You might consider clamping extreme inputs of the calibrator to output
# bounds.
clamp_min=True,
clamp_max=True,
monotonicity='increasing')
combined_calibrators.append(calibrator)
# ############### chol ###############
calibrator = tfl.layers.PWLCalibration(
# Explicit input keypoint initialization.
input_keypoints=[126.0, 210.0, 247.0, 286.0, 564.0],
dtype=tf.float32,
output_min=0.0,
output_max=lattice_sizes[4] - 1.0,
# Monotonicity of calibrator can be decreasing. Note that corresponding
# lattice dimension must have INCREASING monotonicity regardless of
# monotonicity direction of calibrator.
monotonicity='decreasing',
# Convexity together with decreasing monotonicity result in diminishing
# return constraint.
convexity='convex',
# You can specify list of regularizers. You are not limited to TFL
# regularizrs. Feel free to use any :)
kernel_regularizer=[('laplacian', 0.0, 1e-4),
tf.keras.regularizers.l1_l2(l1=0.001)])
combined_calibrators.append(calibrator)
# ############### fbs ###############
calibrator = tfl.layers.CategoricalCalibration(
num_buckets=2,
output_min=0.0,
output_max=lattice_sizes[5] - 1.0,
# For categorical calibration layer monotonicity is specified for pairs
# of indices of categories. Output for first category in pair will be
# smaller than output for second category.
#
# Don't forget to set monotonicity of corresponding dimension of Lattice
# layer to '1'.
monotonicities=[(0, 1)],
# This initializer is identical to default one('uniform'), but has fixed
# seed in order to simplify experimentation.
kernel_initializer=tf.keras.initializers.RandomUniform(
minval=0.0, maxval=lattice_sizes[5] - 1.0, seed=1))
combined_calibrators.append(calibrator)
# ############### restecg ###############
calibrator = tfl.layers.CategoricalCalibration(
num_buckets=3,
output_min=0.0,
output_max=lattice_sizes[6] - 1.0,
# Categorical monotonicity can be partial order.
monotonicities=[(0, 1), (0, 2)],
# Categorical calibration layer supports standard Keras regularizers.
kernel_regularizer=tf.keras.regularizers.l1_l2(l1=0.001),
kernel_initializer='constant')
combined_calibrators.append(calibrator)
随后，我们创建一个点阵层来以非线性方式融合校准器的输出。
请注意，我们需要指定要为所需维度增加的点阵单调性。在校准中具有单调性方向的成分将产生正确的端到端单调性方向。这包括 CategoricalCalibration 层的部分单调性。
lattice = tfl.layers.Lattice(
lattice_sizes=lattice_sizes,
monotonicities=[
'increasing', 'none', 'increasing', 'increasing', 'increasing',
'increasing', 'increasing'
],
output_min=0.0,
output_max=1.0)
然后，我们可以使用校准器和点阵层的组合创建一个序贯模型。
model = tf.keras.models.Sequential()
model.add(combined_calibrators)
model.add(lattice)
训练的工作原理与其他任何 Keras 模型相同。
features = training_data_df[[
'age', 'sex', 'cp', 'trestbps', 'chol', 'fbs', 'restecg'
]].values.astype(np.float32)
target = training_data_df[['target']].values.astype(np.float32)
model.compile(
loss=tf.keras.losses.mean_squared_error,
optimizer=tf.keras.optimizers.Adagrad(learning_rate=LEARNING_RATE))
model.fit(
features,
target,
batch_size=BATCH_SIZE,
epochs=NUM_EPOCHS,
validation_split=0.2,
shuffle=False,
verbose=0)
model.evaluate(features, target)
10/10 [==============================] - 0s 2ms/step - loss: 0.1551 0.1550564467906952
Keras 函数式模型
本示例使用函数式 API 来构造 Keras 模型。
如上一部分中所述，点阵层期望 input[i] 处于 [0, lattice_sizes[i] - 1.0] 范围内，因此我们需要在校准层之前定义点阵大小，以便能够正确指定校准层的输出范围。
# We are going to have 2-d embedding as one of lattice inputs.
lattice_sizes = [3, 2, 2, 3, 3, 2, 2]
对于每个特征，我们需要创建一个输入层，后面跟随校准层。对于数字特征，我们使用 tfl.layers.PWLCalibration，对于分类特征，我们使用 tfl.layers.CategoricalCalibration。
model_inputs = []
lattice_inputs = []
# ############### age ###############
age_input = tf.keras.layers.Input(shape=[1], name='age')
model_inputs.append(age_input)
age_calibrator = tfl.layers.PWLCalibration(
# Every PWLCalibration layer must have keypoints of piecewise linear
# function specified. Easiest way to specify them is to uniformly cover
# entire input range by using numpy.linspace().
input_keypoints=np.linspace(
training_data_df['age'].min(), training_data_df['age'].max(), num=5),
# You need to ensure that input keypoints have same dtype as layer input.
# You can do it by setting dtype here or by providing keypoints in such
# format which will be converted to desired tf.dtype by default.
dtype=tf.float32,
# Output range must correspond to expected lattice input range.
output_min=0.0,
output_max=lattice_sizes[0] - 1.0,
monotonicity='increasing',
name='age_calib',
)(
age_input)
lattice_inputs.append(age_calibrator)
# ############### sex ###############
# For boolean features simply specify CategoricalCalibration layer with 2
# buckets.
sex_input = tf.keras.layers.Input(shape=[1], name='sex')
model_inputs.append(sex_input)
sex_calibrator = tfl.layers.CategoricalCalibration(
num_buckets=2,
output_min=0.0,
output_max=lattice_sizes[1] - 1.0,
# Initializes all outputs to (output_min + output_max) / 2.0.
kernel_initializer='constant',
name='sex_calib',
)(
sex_input)
lattice_inputs.append(sex_calibrator)
# ############### cp ###############
cp_input = tf.keras.layers.Input(shape=[1], name='cp')
model_inputs.append(cp_input)
cp_calibrator = tfl.layers.PWLCalibration(
# Here instead of specifying dtype of layer we convert keypoints into
# np.float32.
input_keypoints=np.linspace(1, 4, num=4, dtype=np.float32),
output_min=0.0,
output_max=lattice_sizes[2] - 1.0,
monotonicity='increasing',
# You can specify TFL regularizers as tuple ('regularizer name', l1, l2).
kernel_regularizer=('hessian', 0.0, 1e-4),
name='cp_calib',
)(
cp_input)
lattice_inputs.append(cp_calibrator)
# ############### trestbps ###############
trestbps_input = tf.keras.layers.Input(shape=[1], name='trestbps')
model_inputs.append(trestbps_input)
trestbps_calibrator = tfl.layers.PWLCalibration(
# Alternatively, you might want to use quantiles as keypoints instead of
# uniform keypoints
input_keypoints=np.quantile(training_data_df['trestbps'],
np.linspace(0.0, 1.0, num=5)),
dtype=tf.float32,
# Together with quantile keypoints you might want to initialize piecewise
# linear function to have 'equal_slopes' in order for output of layer
# after initialization to preserve original distribution.
kernel_initializer='equal_slopes',
output_min=0.0,
output_max=lattice_sizes[3] - 1.0,
# You might consider clamping extreme inputs of the calibrator to output
# bounds.
clamp_min=True,
clamp_max=True,
monotonicity='increasing',
name='trestbps_calib',
)(
trestbps_input)
lattice_inputs.append(trestbps_calibrator)
# ############### chol ###############
chol_input = tf.keras.layers.Input(shape=[1], name='chol')
model_inputs.append(chol_input)
chol_calibrator = tfl.layers.PWLCalibration(
# Explicit input keypoint initialization.
input_keypoints=[126.0, 210.0, 247.0, 286.0, 564.0],
output_min=0.0,
output_max=lattice_sizes[4] - 1.0,
# Monotonicity of calibrator can be decreasing. Note that corresponding
# lattice dimension must have INCREASING monotonicity regardless of
# monotonicity direction of calibrator.
monotonicity='decreasing',
# Convexity together with decreasing monotonicity result in diminishing
# return constraint.
convexity='convex',
# You can specify list of regularizers. You are not limited to TFL
# regularizrs. Feel free to use any :)
kernel_regularizer=[('laplacian', 0.0, 1e-4),
tf.keras.regularizers.l1_l2(l1=0.001)],
name='chol_calib',
)(
chol_input)
lattice_inputs.append(chol_calibrator)
# ############### fbs ###############
fbs_input = tf.keras.layers.Input(shape=[1], name='fbs')
model_inputs.append(fbs_input)
fbs_calibrator = tfl.layers.CategoricalCalibration(
num_buckets=2,
output_min=0.0,
output_max=lattice_sizes[5] - 1.0,
# For categorical calibration layer monotonicity is specified for pairs
# of indices of categories. Output for first category in pair will be
# smaller than output for second category.
#
# Don't forget to set monotonicity of corresponding dimension of Lattice
# layer to '1'.
monotonicities=[(0, 1)],
# This initializer is identical to default one ('uniform'), but has fixed
# seed in order to simplify experimentation.
kernel_initializer=tf.keras.initializers.RandomUniform(
minval=0.0, maxval=lattice_sizes[5] - 1.0, seed=1),
name='fbs_calib',
)(
fbs_input)
lattice_inputs.append(fbs_calibrator)
# ############### restecg ###############
restecg_input = tf.keras.layers.Input(shape=[1], name='restecg')
model_inputs.append(restecg_input)
restecg_calibrator = tfl.layers.CategoricalCalibration(
num_buckets=3,
output_min=0.0,
output_max=lattice_sizes[6] - 1.0,
# Categorical monotonicity can be partial order.
monotonicities=[(0, 1), (0, 2)],
# Categorical calibration layer supports standard Keras regularizers.
kernel_regularizer=tf.keras.regularizers.l1_l2(l1=0.001),
kernel_initializer='constant',
name='restecg_calib',
)(
restecg_input)
lattice_inputs.append(restecg_calibrator)
随后，我们创建一个点阵层来以非线性方式融合校准器的输出。
请注意，我们需要指定要为所需维度增加的点阵单调性。在校准中具有单调性方向的成分将产生正确的端到端单调性方向。这包括 tfl.layers.CategoricalCalibration 层的部分单调性。
lattice = tfl.layers.Lattice(
lattice_sizes=lattice_sizes,
monotonicities=[
'increasing', 'none', 'increasing', 'increasing', 'increasing',
'increasing', 'increasing'
],
output_min=0.0,
output_max=1.0,
name='lattice',
)(
lattice_inputs)
为了提高模型的灵活性，我们可以添加输出校准层。
model_output = tfl.layers.PWLCalibration(
input_keypoints=np.linspace(0.0, 1.0, 5),
name='output_calib',
)(
lattice)
现在，我们可以使用输入和输出创建模型。
model = tf.keras.models.Model(
inputs=model_inputs,
outputs=model_output)
tf.keras.utils.plot_model(model, rankdir='LR')
训练的工作原理与其他任何 Keras 模型相同。请注意，在我们的设置中，输入特征作为单独的张量传递。
feature_names = ['age', 'sex', 'cp', 'trestbps', 'chol', 'fbs', 'restecg']
features = np.split(
training_data_df[feature_names].values.astype(np.float32),
indices_or_sections=len(feature_names),
axis=1)
target = training_data_df[['target']].values.astype(np.float32)
model.compile(
loss=tf.keras.losses.mean_squared_error,
optimizer=tf.keras.optimizers.Adagrad(LEARNING_RATE))
model.fit(
features,
target,
batch_size=BATCH_SIZE,
epochs=NUM_EPOCHS,
validation_split=0.2,
shuffle=False,
verbose=0)
model.evaluate(features, target)
10/10 [==============================] - 0s 3ms/step - loss: 0.1591 0.15907342731952667