tfp.layers.Convolution2DFlipout

2D convolution layer (e.g. spatial convolution over images) with Flipout.

This layer creates a convolution kernel that is convolved (actually cross-correlated) with the layer input to produce a tensor of outputs. It may also include a bias addition and activation function on the outputs. It assumes the kernel and/or bias are drawn from distributions.

By default, the layer implements a stochastic forward pass via sampling from the kernel and bias posteriors,

outputs = f(inputs; kernel, bias), kernel, bias ~ posterior

where f denotes the layer's calculation. It uses the Flipout estimator [(Wen et al., 2018)][1], which performs a Monte Carlo approximation of the distribution integrating over the kernel and bias. Flipout uses roughly twice as many floating point operations as the reparameterization estimator but has the advantage of significantly lower variance.

The arguments permit separate specification of the surrogate posterior (q(W|x)), prior (p(W)), and divergence for both the kernel and bias distributions.

Upon being built, this layer adds losses (accessible via the losses property) representing the divergences of kernel and/or bias surrogate posteriors and their respective priors. When doing minibatch stochastic optimization, make sure to scale this loss such that it is applied just once per epoch (e.g. if kl is the sum of losses for each element of the batch, you should pass kl / num_examples_per_epoch to your optimizer).

Examples

We illustrate a Bayesian neural network with variational inference, assuming a dataset of features and labels.

import tensorflow as tf
import tensorflow_probability as tfp

model = tf.keras.Sequential([
    tf.keras.layers.Reshape([32, 32, 3]),
    tfp.layers.Convolution2DFlipout(
        64, kernel_size=5, padding='SAME', activation=tf.nn.relu),
    tf.keras.layers.MaxPooling2D(pool_size=[2, 2],
                                 strides=[2, 2],
                                 padding='SAME'),
    tf.keras.layers.Flatten(),
    tfp.layers.DenseFlipout(10),
])

logits = model(features)
neg_log_likelihood = tf.nn.softmax_cross_entropy_with_logits(
    labels=labels, logits=logits)
kl = sum(model.losses)
loss = neg_log_likelihood + kl
train_op = tf.train.AdamOptimizer().minimize(loss)

It uses the Flipout gradient estimator to minimize the Kullback-Leibler divergence up to a constant, also known as the negative Evidence Lower Bound. It consists of the sum of two terms: the expected negative log-likelihood, which we approximate via Monte Carlo; and the KL divergence, which is added via regularizer terms which are arguments to the layer.

References

[1]: Yeming Wen, Paul Vicol, Jimmy Ba, Dustin Tran, and Roger Grosse. Flipout: Efficient Pseudo-Independent Weight Perturbations on Mini-Batches. In International Conference on Learning Representations, 2018. https://arxiv.org/abs/1803.04386

filters Integer, the dimensionality of the output space (i.e. the number of filters in the convolution).
kernel_size An integer or tuple/list of 2 integers, specifying the height and width of the 2D convolution window. Can be a single integer to specify the same value for all spatial dimensions.
strides An integer or tuple/list of 2 integers, specifying the strides of the convolution along the height and width. Can be a single integer to specify the same value for all spatial dimensions. Specifying any stride value != 1 is incompatible with specifying any dilation_rate value != 1.
padding One of "valid" or "same" (case-insensitive).
data_format A string, one of channels_last (default) or channels_first. The ordering of the dimensions in the inputs. channels_last corresponds to inputs with shape (batch, height, width, channels) while channels_first corresponds to inputs with shape (batch, channels, height, width).
dilation_rate An integer or tuple/list of 2 integers, specifying the dilation rate to use for dilated convolution. Can be a single integer to specify the same value for all spatial dimensions. Currently, specifying any dilation_rate value != 1 is incompatible with specifying any stride value != 1.
activation Activation function. Set it to None to maintain a linear activation.
activity_regularizer Regularizer function for the output.
kernel_posterior_fn Python callable which creates tfd.Distribution instance representing the surrogate posterior of the kernel parameter. Default value: default_mean_field_normal_fn().
kernel_posterior_tensor_fn Python callable which takes a tfd.Distribution instance and returns a representative value. Default value: lambda d: d.sample().
kernel_prior_fn Python callable which creates tfd instance. See default_mean_field_normal_fn docstring for required parameter signature. Default value: tfd.Normal(loc=0., scale=1.).
kernel_divergence_fn Python callable which takes the surrogate posterior distribution, prior distribution and random variate sample(s) from the surrogate posterior and computes or approximates the KL divergence. The distributions are tfd.Distribution-like instances and the sample is a Tensor.
bias_posterior_fn Python callable which creates tfd.Distribution instance representing the surrogate posterior of the bias parameter. Default value: default_mean_field_normal_fn(is_singular=True) (which creates an instance of tfd.Deterministic).
bias_posterior_tensor_fn Python callable which takes a tfd.Distribution instance and returns a representative value. Default value: lambda d: d.sample().
bias_prior_fn Python callable which creates tfd instance. See default_mean_field_normal_fn docstring for required parameter signature. Default value: None (no prior, no variational inference)
bias_divergence_fn Python callable which takes the surrogate posterior distribution, prior distribution and random variate sample(s) from the surrogate posterior and computes or approximates the KL divergence. The distributions are tfd.Distribution-like instances and the sample is a Tensor.
seed Python scalar int which initializes the random number generator. Default value: None (i.e., use global seed).

activity_regularizer Optional regularizer function for the output of this layer.
dtype Dtype used by the weights of the layer, set in the constructor.
dynamic Whether the layer is dynamic (eager-only); set in the constructor.
input Retrieves the input tensor(s) of a layer.

Only applicable if the layer has exactly one input, i.e. if it is connected to one incoming layer.

input_spec InputSpec instance(s) describing the input format for this layer.

When you create a layer subclass, you can set self.input_spec to enable the layer to run input compatibility checks when it is called. Consider a Conv2D layer: it can only be called on a single input tensor of rank 4. As such, you can set, in __init__():

self.input_spec = tf.keras.layers.InputSpec(ndim=4)

Now, if you try to call the layer on an input that isn't rank 4 (for instance, an input of shape (2,), it will raise a nicely-formatted error:

ValueError: Input 0 of layer conv2d is incompatible with the layer:
expected ndim=4, found ndim=1. Full shape received: [2]

Input checks that can be specified via input_spec include:

  • Structure (e.g. a single input, a list of 2 inputs, etc)
  • Shape
  • Rank (ndim)
  • Dtype

For more information, see tf.keras.layers.InputSpec.

losses List of losses added using the add_loss() API.

Variable regularization tensors are created when this property is accessed, so it is eager safe: accessing losses under a tf.GradientTape will propagate gradients back to the corresponding variables.

class MyLayer(tf.keras.layers.Layer):
  def call(self, inputs):
    self.add_loss(tf.abs(tf.reduce_mean(inputs)))
    return inputs
l = MyLayer()
l(np.ones((10, 1)))
l.losses
[1.0]
inputs = tf.keras.Input(shape=(10,))
x = tf.keras.layers.Dense(10)(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Activity regularization.
model.add_loss(tf.abs(tf.reduce_mean(x)))
model.losses
[<tf.Tensor 'Abs:0' shape=() dtype=float32>]
inputs = tf.keras.Input(shape=(10,))
d = tf.keras.layers.Dense(10, kernel_initializer='ones')
x = d(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Weight regularization.
model.add_loss(lambda: tf.reduce_mean(d.kernel))
model.losses
[<tf.Tensor: shape=(), dtype=float32, numpy=1.0>]

metrics List of metrics added using the add_metric() API.

input = tf.keras.layers.Input(shape=(3,))
d = tf.keras.layers.Dense(2)
output = d(input)
d.add_metric(tf.reduce_max(output), name='max')
d.add_metric(tf.reduce_min(output), name='min')
[m.name for m in d.metrics]
['max', 'min']

name Name of the layer (string), set in the constructor.
name_scope Returns a tf.name_scope instance for this class.
non_trainable_weights List of all non-trainable weights tracked by this layer.

Non-trainable weights are not updated during training. They are expected to be updated manually in call().

output Retrieves the output tensor(s) of a layer.

Only applicable if the layer has exactly one output, i.e. if it is connected to one incoming layer.

submodules Sequence of all sub-modules.

Submodules are modules which are properties of this module, or found as properties of modules which are properties of this module (and so on).

a = tf.Module()
b = tf.Module()
c = tf.Module()
a.b = b
b.c = c
list(a.submodules) == [b, c]
True
list(b.submodules) == [c]
True
list(c.submodules) == []
True

supports_masking Whether this layer supports computing a mask using compute_mask.
trainable

trainable_weights List of all trainable weights tracked by this layer.

Trainable weights are updated via gradient descent during training.

weights Returns the list of all layer variables/weights.

Methods

add_loss

Add loss tensor(s), potentially dependent on layer inputs.

Some losses (for instance, activity regularization losses) may be dependent on the inputs passed when calling a layer. Hence, when reusing the same layer on different inputs a and b, some entries in layer.losses may be dependent on a and some on b. This method automatically keeps track of dependencies.

This method can be used inside a subclassed layer or model's call function, in which case losses should be a Tensor or list of Tensors.

Example:

class MyLayer(tf.keras.layers.Layer):
  def call(self, inputs):
    self.add_loss(tf.abs(tf.reduce_mean(inputs)))
    return inputs

This method can also be called directly on a Functional Model during construction. In this case, any loss Tensors passed to this Model must be symbolic and be able to be traced back to the model's Inputs. These losses become part of the model's topology and are tracked in get_config.

Example:

inputs = tf.keras.Input(shape=(10,))
x = tf.keras.layers.Dense(10)(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Activity regularization.
model.add_loss(tf.abs(tf.reduce_mean(x)))

If this is not the case for your loss (if, for example, your loss references a Variable of one of the model's layers), you can wrap your loss in a zero-argument lambda. These losses are not tracked as part of the model's topology since they can't be serialized.

Example:

inputs = tf.keras.Input(shape=(10,))
d = tf.keras.layers.Dense(10)
x = d(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Weight regularization.
model.add_loss(lambda: tf.reduce_mean(d.kernel))

Arguments
losses Loss tensor, or list/tuple of tensors. Rather than tensors, losses may also be zero-argument callables which create a loss tensor.
**kwargs Additional keyword arguments for backward compatibility. Accepted values: inputs - Deprecated, will be automatically inferred.

add_metric

Adds metric tensor to the layer.

This method can be used inside the call() method of a subclassed layer or model.

class MyMetricLayer(tf.keras.layers.Layer):
  def __init__(self):
    super(MyMetricLayer, self).__init__(name='my_metric_layer')
    self.mean = metrics_module.Mean(name='metric_1')

  def call(self, inputs):
    self.add_metric(self.mean(x))
    self.add_metric(math_ops.reduce_sum(x), name='metric_2')
    return inputs

This method can also be called directly on a Functional Model during construction. In this case, any tensor passed to this Model must be symbolic and be able to be traced back to the model's Inputs. These metrics become part of the model's topology and are tracked when you save the model via save().

inputs = tf.keras.Input(shape=(10,))
x = tf.keras.layers.Dense(10)(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
model.add_metric(math_ops.reduce_sum(x), name='metric_1')
inputs = tf.keras.Input(shape=(10,))
x = tf.keras.layers.Dense(10)(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
model.add_metric(tf.keras.metrics.Mean()(x), name='metric_1')

Args
value Metric tensor.
name String metric name.
**kwargs Additional keyword arguments for backward compatibility. Accepted values: aggregation - When the value tensor provided is not the result of calling a keras.Metric instance, it will be aggregated by default using a keras.Metric.Mean.

build

View source

Creates the variables of the layer (optional, for subclass implementers).

This is a method that implementers of subclasses of Layer or Model can override if they need a state-creation step in-between layer instantiation and layer call.

This is typically used to create the weights of Layer subclasses.

Arguments
input_shape Instance of TensorShape, or list of instances of TensorShape if the layer expects a list of inputs (one instance per input).

compute_mask

Computes an output mask tensor.

Arguments
inputs Tensor or list of tensors.
mask Tensor or list of tensors.

Returns
None or a tensor (or list of tensors, one per output tensor of the layer).

compute_output_shape

View source

Computes the output shape of the layer.

Args
input_shape Shape tuple (tuple of integers) or list of shape tuples (one per output tensor of the layer). Shape tuples can include None for free dimensions, instead of an integer.

Returns
output_shape A tuple representing the output shape.

count_params

Count the total number of scalars composing the weights.

Returns
An integer count.

Raises
ValueError if the layer isn't yet built (in which case its weights aren't yet defined).

from_config

View source

Creates a layer from its config.

This method is the reverse of get_config, capable of instantiating the same layer from the config dictionary.

Args
config A Python dictionary, typically the output of get_config.

Returns
layer A layer instance.

get_config

View source

Returns the config of the layer.

A layer config is a Python dictionary (serializable) containing the configuration of a layer. The same layer can be reinstantiated later (without its trained weights) from this configuration.

Returns
config A Python dictionary of class keyword arguments and their serialized values.

get_weights

Returns the current weights of the layer.

The weights of a layer represent the state of the layer. This function returns both trainable and non-trainable weight values associated with this layer as a list of Numpy arrays, which can in turn be used to load state into similarly parameterized layers.

For example, a Dense layer returns a list of two values-- per-output weights and the bias value. These can be used to set the weights of another Dense layer:

a = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(1.))
a_out = a(tf.convert_to_tensor([[1., 2., 3.]]))
a.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]
b = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(2.))
b_out = b(tf.convert_to_tensor([[10., 20., 30.]]))
b.get_weights()
[array([[2.],
       [2.],
       [2.]], dtype=float32), array([0.], dtype=float32)]
b.set_weights(a.get_weights())
b.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]

Returns
Weights values as a list of numpy arrays.

set_weights

Sets the weights of the layer, from Numpy arrays.

The weights of a layer represent the state of the layer. This function sets the weight values from numpy arrays. The weight values should be passed in the order they are created by the layer. Note that the layer's weights must be instantiated before calling this function by calling the layer.

For example, a Dense layer returns a list of two values-- per-output weights and the bias value. These can be used to set the weights of another Dense layer:

a = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(1.))
a_out = a(tf.convert_to_tensor([[1., 2., 3.]]))
a.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]
b = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(2.))
b_out = b(tf.convert_to_tensor([[10., 20., 30.]]))
b.get_weights()
[array([[2.],
       [2.],
       [2.]], dtype=float32), array([0.], dtype=float32)]
b.set_weights(a.get_weights())
b.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]

Arguments
weights a list of Numpy arrays. The number of arrays and their shape must match number of the dimensions of the weights of the layer (i.e. it should match the output of get_weights).

Raises
ValueError If the provided weights list does not match the layer's specifications.

with_name_scope

Decorator to automatically enter the module name scope.

class MyModule(tf.Module):
  @tf.Module.with_name_scope
  def __call__(self, x):
    if not hasattr(self, 'w'):
      self.w = tf.Variable(tf.random.normal([x.shape[1], 3]))
    return tf.matmul(x, self.w)

Using the above module would produce tf.Variables and tf.Tensors whose names included the module name:

mod = MyModule()
mod(tf.ones([1, 2]))
<tf.Tensor: shape=(1, 3), dtype=float32, numpy=..., dtype=float32)>
mod.w
<tf.Variable 'my_module/Variable:0' shape=(2, 3) dtype=float32,
numpy=..., dtype=float32)>

Args
method The method to wrap.

Returns
The original method wrapped such that it enters the module's name scope.

__call__

Wraps call, applying pre- and post-processing steps.

Arguments
*args Positional arguments to be passed to self.call.
**kwargs Keyword arguments to be passed to self.call.

Returns
Output tensor(s).

Note:

  • The following optional keyword arguments are reserved for specific uses:
    • training: Boolean scalar tensor of Python boolean indicating whether the call is meant for training or inference.
    • mask: Boolean input mask.
  • If the layer's call method takes a mask argument (as some Keras layers do), its default value will be set to the mask generated for inputs by the previous layer (if input did come from a layer that generated a corresponding mask, i.e. if it came from a Keras layer with masking support.

Raises
ValueError if the layer's call method returns None (an invalid value).
RuntimeError if super().__init__() was not called in the constructor.