Update and Move DNNLinearCombinedRegressor to estimator/canned.

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Mustafa Ispir 2017-06-01 12:06:18 -07:00 committed by TensorFlower Gardener
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# Copyright 2017 The TensorFlow Authors. All Rights Reserved.
#
# Licensed under the Apache License, Version 2.0 (the "License");
# you may not use this file except in compliance with the License.
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
# ==============================================================================
"""TensorFlow estimators for Linear and DNN joined training models."""
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
import math
import six
from tensorflow.python.estimator import estimator
from tensorflow.python.estimator import model_fn
from tensorflow.python.estimator.canned import head as head_lib
from tensorflow.python.estimator.canned import optimizers
from tensorflow.python.feature_column import feature_column as feature_column_lib
from tensorflow.python.framework import ops
from tensorflow.python.layers import core as core_layers
from tensorflow.python.ops import control_flow_ops
from tensorflow.python.ops import init_ops
from tensorflow.python.ops import nn
from tensorflow.python.ops import partitioned_variables
from tensorflow.python.ops import state_ops
from tensorflow.python.ops import variable_scope
from tensorflow.python.summary import summary
from tensorflow.python.training import sync_replicas_optimizer
from tensorflow.python.training import training_util
# The default learning rates are a historical artifact of the initial
# implementation, but seem a reasonable choice.
_DNN_LEARNING_RATE = 0.05
_LINEAR_LEARNING_RATE = 0.2
def _check_no_sync_replicas_optimizer(optimizer):
if isinstance(optimizer, sync_replicas_optimizer.SyncReplicasOptimizer):
raise ValueError(
'SyncReplicasOptimizer does not support multi optimizers case. '
'Therefore, it is not supported in DNNLinearCombined model. '
'If you want to use this optimizer, please use either DNN or Linear '
'model.')
def _linear_learning_rate(num_linear_feature_columns):
"""Returns the default learning rate of the linear model.
The calculation is a historical artifact of this initial implementation, but
has proven a reasonable choice.
Args:
num_linear_feature_columns: The number of feature columns of the linear
model.
Returns:
A float.
"""
default_learning_rate = 1. / math.sqrt(num_linear_feature_columns)
return min(_LINEAR_LEARNING_RATE, default_learning_rate)
def _add_layer_summary(value, tag):
summary.scalar('%s/fraction_of_zero_values' % tag, nn.zero_fraction(value))
summary.histogram('%s/activation' % tag, value)
def _dnn_linear_combined_model_fn(
features, labels, mode, head,
linear_feature_columns=None, linear_optimizer='Ftrl',
dnn_feature_columns=None, dnn_optimizer='Adagrad', dnn_hidden_units=None,
dnn_activation_fn=nn.relu, dnn_dropout=None,
input_layer_partitioner=None, config=None):
"""Deep Neural Net and Linear combined model_fn.
Args:
features: `Tensor` or dict of `Tensor` (depends on data passed to `fit`).
labels: `Tensor` of shape [batch_size, 1] or [batch_size] labels of dtype
`int32` or `int64` in the range `[0, n_classes)`.
mode: Defines whether this is training, evaluation or prediction.
See `ModeKeys`.
head: A `Head` instance.
linear_feature_columns: An iterable containing all the feature columns used
by the Linear model.
linear_optimizer: string, `Optimizer` object, or callable that defines the
optimizer to use for training the Linear model. Defaults to the Ftrl
optimizer.
dnn_feature_columns: An iterable containing all the feature columns used by
the DNN model.
dnn_optimizer: string, `Optimizer` object, or callable that defines the
optimizer to use for training the DNN model. Defaults to the Adagrad
optimizer.
dnn_hidden_units: List of hidden units per DNN layer.
dnn_activation_fn: Activation function applied to each DNN layer. If `None`,
will use `tf.nn.relu`.
dnn_dropout: When not `None`, the probability we will drop out a given DNN
coordinate.
input_layer_partitioner: Partitioner for input layer.
config: `RunConfig` object to configure the runtime settings.
Returns:
`ModelFnOps`
Raises:
ValueError: If both `linear_feature_columns` and `dnn_features_columns`
are empty at the same time, or `input_layer_partitioner` is missing.
"""
if not linear_feature_columns and not dnn_feature_columns:
raise ValueError(
'Either linear_feature_columns or dnn_feature_columns must be defined.')
num_ps_replicas = config.num_ps_replicas if config else 0
input_layer_partitioner = input_layer_partitioner or (
partitioned_variables.min_max_variable_partitioner(
max_partitions=num_ps_replicas,
min_slice_size=64 << 20))
linear_optimizer = optimizers.get_optimizer_instance(
linear_optimizer,
learning_rate=_linear_learning_rate(len(linear_feature_columns)))
_check_no_sync_replicas_optimizer(linear_optimizer)
dnn_optimizer = optimizers.get_optimizer_instance(
dnn_optimizer,
learning_rate=_DNN_LEARNING_RATE)
_check_no_sync_replicas_optimizer(dnn_optimizer)
# Build DNN Logits.
dnn_parent_scope = 'dnn'
if not dnn_feature_columns:
dnn_logits = None
else:
if not dnn_hidden_units:
raise ValueError(
'dnn_hidden_units must be defined when dnn_feature_columns is '
'specified.')
dnn_partitioner = (
partitioned_variables.min_max_variable_partitioner(
max_partitions=num_ps_replicas))
with variable_scope.variable_scope(
dnn_parent_scope,
values=tuple(six.itervalues(features)),
partitioner=dnn_partitioner):
with variable_scope.variable_scope('input',
partitioner=input_layer_partitioner):
net = feature_column_lib.input_layer(
features=features,
feature_columns=dnn_feature_columns)
for layer_id, num_hidden_units in enumerate(dnn_hidden_units):
with variable_scope.variable_scope(
'hiddenlayer_%d' % layer_id,
values=(net,)) as dnn_hidden_layer_scope:
net = core_layers.dense(
net,
units=num_hidden_units,
activation=dnn_activation_fn,
kernel_initializer=init_ops.glorot_uniform_initializer(),
name=dnn_hidden_layer_scope)
if dnn_dropout is not None and mode == model_fn.ModeKeys.TRAIN:
net = core_layers.dropout(net, rate=dnn_dropout, training=True)
_add_layer_summary(net, dnn_hidden_layer_scope.name)
with variable_scope.variable_scope(
'logits',
values=(net,)) as dnn_logits_scope:
logits = core_layers.dense(
net,
units=head.logits_dimension,
activation=None,
kernel_initializer=init_ops.glorot_uniform_initializer(),
name=dnn_logits_scope)
_add_layer_summary(dnn_logits, dnn_logits_scope.name)
linear_parent_scope = 'linear'
if not linear_feature_columns:
linear_logits = None
else:
with variable_scope.variable_scope(
linear_parent_scope,
values=tuple(six.itervalues(features)),
partitioner=input_layer_partitioner) as scope:
linear_logits = feature_column_lib.linear_model(
features=features,
feature_columns=linear_feature_columns,
units=head.logits_dimension)
_add_layer_summary(linear_logits, scope.name)
# Combine logits and build full model.
if dnn_logits is not None and linear_logits is not None:
logits = dnn_logits + linear_logits
elif dnn_logits is not None:
logits = dnn_logits
else:
logits = linear_logits
def _train_op_fn(loss):
"""Returns the op to optimize the loss."""
train_ops = []
global_step = training_util.get_global_step()
if dnn_logits is not None:
train_ops.append(
dnn_optimizer.minimize(
loss,
var_list=ops.get_collection(
ops.GraphKeys.TRAINABLE_VARIABLES,
scope=dnn_parent_scope)))
if linear_logits is not None:
train_ops.append(
linear_optimizer.minimize(
loss,
var_list=ops.get_collection(
ops.GraphKeys.TRAINABLE_VARIABLES,
scope=linear_parent_scope)))
train_op = control_flow_ops.group(*train_ops)
with ops.control_dependencies([train_op]):
with ops.colocate_with(global_step):
return state_ops.assign_add(global_step, 1)
return head.create_estimator_spec(
features=features,
mode=mode,
labels=labels,
train_op_fn=_train_op_fn,
logits=logits)
class DNNLinearCombinedRegressor(estimator.Estimator):
"""An estimator for TensorFlow Linear and DNN joined models for regresssion.
Note: This estimator is also known as wide-n-deep.
Example:
```python
numeric_feature = numeric_column(...)
sparse_column_a = categorical_column_with_hash_bucket(...)
sparse_column_b = categorical_column_with_hash_bucket(...)
sparse_feature_a_x_sparse_feature_b = crossed_column(...)
sparse_feature_a_emb = embedding_column(sparse_id_column=sparse_feature_a,
...)
sparse_feature_b_emb = embedding_column(sparse_id_column=sparse_feature_b,
...)
estimator = DNNLinearCombinedRegressor(
# wide settings
linear_feature_columns=[sparse_feature_a_x_sparse_feature_b],
linear_optimizer=tf.train.FtrlOptimizer(...),
# deep settings
dnn_feature_columns=[
sparse_feature_a_emb, sparse_feature_b_emb, numeric_feature],
dnn_hidden_units=[1000, 500, 100],
dnn_optimizer=tf.train.ProximalAdagradOptimizer(...))
# To apply L1 and L2 regularization, you can set optimizers as follows:
tf.train.ProximalAdagradOptimizer(
learning_rate=0.1,
l1_regularization_strength=0.001,
l2_regularization_strength=0.001)
# It is same for FtrlOptimizer.
# Input builders
def input_fn_train: # returns x, y
pass
estimator.train(input_fn=input_fn_train, steps=100)
def input_fn_eval: # returns x, y
pass
metrics = estimator.evaluate(input_fn=input_fn_eval, steps=10)
def input_fn_predict: # returns x, None
pass
predictions = estimator.predict(input_fn=input_fn_predict)
```
Input of `train` and `evaluate` should have following features,
otherwise there will be a `KeyError`:
* for each `column` in `dnn_feature_columns` + `linear_feature_columns`:
- if `column` is a `_CategoricalColumn`, a feature with `key=column.name`
whose `value` is a `SparseTensor`.
- if `column` is a `_WeightedCategoricalColumn`, two features: the first
with `key` the id column name, the second with `key` the weight column
name. Both features' `value` must be a `SparseTensor`.
- if `column` is a `_DenseColumn`, a feature with `key=column.name`
whose `value` is a `Tensor`.
"""
def __init__(self,
model_dir=None,
linear_feature_columns=None,
linear_optimizer=None,
dnn_feature_columns=None,
dnn_optimizer=None,
dnn_hidden_units=None,
dnn_activation_fn=nn.relu,
dnn_dropout=None,
label_dimension=1,
input_layer_partitioner=None,
config=None):
"""Initializes a DNNLinearCombinedRegressor instance.
Args:
model_dir: Directory to save model parameters, graph and etc. This can
also be used to load checkpoints from the directory into a estimator
to continue training a previously saved model.
linear_feature_columns: An iterable containing all the feature columns
used by linear part of the model. All items in the set must be
instances of classes derived from `FeatureColumn`.
linear_optimizer: An instance of `tf.Optimizer` used to apply gradients to
the linear part of the model. If `None`, will use a FTRL optimizer.
dnn_feature_columns: An iterable containing all the feature columns used
by deep part of the model. All items in the set must be instances of
classes derived from `FeatureColumn`.
dnn_optimizer: An instance of `tf.Optimizer` used to apply gradients to
the deep part of the model. If `None`, will use an Adagrad optimizer.
dnn_hidden_units: List of hidden units per layer. All layers are fully
connected.
dnn_activation_fn: Activation function applied to each layer. If None,
will use `tf.nn.relu`.
dnn_dropout: When not None, the probability we will drop out
a given coordinate.
label_dimension: Number of regression targets per example. This is the
size of the last dimension of the labels and logits `Tensor` objects
(typically, these have shape `[batch_size, label_dimension]`).
input_layer_partitioner: Partitioner for input layer. Defaults to
`min_max_variable_partitioner` with `min_slice_size` 64 << 20.
config: RunConfig object to configure the runtime settings.
Raises:
ValueError: If both linear_feature_columns and dnn_features_columns are
empty at the same time.
"""
linear_feature_columns = linear_feature_columns or []
dnn_feature_columns = dnn_feature_columns or []
self._feature_columns = linear_feature_columns + dnn_feature_columns
if not self._feature_columns:
raise ValueError('Either linear_feature_columns or dnn_feature_columns '
'must be defined.')
def _model_fn(features, labels, mode, config):
return _dnn_linear_combined_model_fn(
features=features,
labels=labels,
mode=mode,
head=head_lib._regression_head_with_mean_squared_error_loss( # pylint: disable=protected-access
label_dimension=label_dimension),
linear_feature_columns=linear_feature_columns,
linear_optimizer=linear_optimizer,
dnn_feature_columns=dnn_feature_columns,
dnn_optimizer=dnn_optimizer,
dnn_hidden_units=dnn_hidden_units,
dnn_activation_fn=dnn_activation_fn,
dnn_dropout=dnn_dropout,
input_layer_partitioner=input_layer_partitioner,
config=config)
super(DNNLinearCombinedRegressor, self).__init__(
model_fn=_model_fn, model_dir=model_dir, config=config)