tfp.layers.DenseFlipout

Densely-connected layer class with Flipout estimator.

This layer implements the Bayesian variational inference analogue to a dense layer by assuming the kernel and/or the bias are drawn from distributions. By default, the layer implements a stochastic forward pass via sampling from the kernel and bias posteriors,

kernel, bias ~ posterior
outputs = activation(matmul(inputs, kernel) + bias)

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_probability as tfp

model = tf.keras.Sequential([
    tfp.layers.DenseFlipout(512, activation=tf.nn.relu),
    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

units Integer or Long, dimensionality of the output space.
activation Activation function (callable). 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.
compute_dtype The dtype of the layer's computations.

This is equivalent to Layer.dtype_policy.compute_dtype. Unless mixed precision is used, this is the same as Layer.dtype, the dtype of the weights.

Layers automatically cast their inputs to the compute dtype, which causes computations and the output to be in the compute dtype as well. This is done by the base Layer class in Layer.call, so you do not have to insert these casts if implementing your own layer.

Layers often perform certain internal computations in higher precision when compute_dtype is float16 or bfloat16 for numeric stability. The output will still typically be float16 or bfloat16 in such cases.

dtype The dtype of the layer weights.

This is equivalent to Layer.dtype_policy.variable_dtype. Unless mixed precision is used, this is the same as Layer.compute_dtype, the dtype of the layer's computations.

dtype_policy The dtype policy associated with this layer.

This is an instance of a tf.keras.mixed_precision.Policy.

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.
len(model.losses)
0
model.add_loss(tf.abs(tf.reduce_mean(x)))
len(model.losses)
1
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 attached to the layer.
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.

variable_dtype Alias of Layer.dtype, the dtype of the weights.
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

The same code works in distributed training: the input to add_loss() is treated like a regularization loss and averaged across replicas by the training loop (both built-in Model.fit() and compliant custom training loops).

The add_loss 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))

Args
losses Loss tensor, or list/tuple of tensors. Rather than tensors, losses may also be zero-argument callables which create a loss tensor.
**kwargs Used for backwards compatibility only.

build

View source

Creates the variables of the layer (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. It is invoked automatically before the first execution of call().

This is typically used to create the weights of Layer subclasses (at the discretion of the subclass implementer).

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

build_from_config

Builds the layer's states with the supplied config dict.

By default, this method calls the build(config["input_shape"]) method, which creates weights based on the layer's input shape in the supplied config. If your config contains other information needed to load the layer's state, you should override this method.

Args
config Dict containing the input shape associated with this layer.

compute_mask

Computes an output mask tensor.

Args
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.

Raises
ValueError If innermost dimension of input_shape is not defined.

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_build_config

Returns a dictionary with the layer's input shape.

This method returns a config dict that can be used by build_from_config(config) to create all states (e.g. Variables and Lookup tables) needed by the layer.

By default, the config only contains the input shape that the layer was built with. If you're writing a custom layer that creates state in an unusual way, you should override this method to make sure this state is already created when Keras attempts to load its value upon model loading.

Returns
A dict containing the input shape associated with the layer.

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, as NumPy arrays.

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: the kernel matrix and the bias vector. These can be used to set the weights of another Dense layer:

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

Returns
Weights values as a list of NumPy arrays.

load_own_variables

Loads the state of the layer.

You can override this method to take full control of how the state of the layer is loaded upon calling keras.models.load_model().

Args
store Dict from which the state of the model will be loaded.

save_own_variables

Saves the state of the layer.

You can override this method to take full control of how the state of the layer is saved upon calling model.save().

Args
store Dict where the state of the model will be saved.

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: the kernel matrix and the bias vector. These can be used to set the weights of another Dense layer:

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

Args
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.

Args
*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.
  • If the layer is not built, the method will call build.

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