Multilabel Learning Problems

Dealing with ML classification problems that deal where samples aren't mutually disjointed. — October 26, 2017

In classic classification with networks, samples belong to a single class. We usually code this relationship using one-hot encoding: a label $i$ is transformed into a vector $[0, 0, … 1, …, 0, 0]$, where the number $1$ is located at the i-th position in the target vector.

import numpy as np
from keras.utils import to_categorical

samples = 8096
features = 128
classes = 1000

data, target = (np.random.rand(samples, features),
                np.random.randint(classes, size=(samples, 1)))
target_c = to_categorical(target)

We also define the networks to end with a softmax layer with the same number of units as classes, where the activations are translated intro probabilities:

\[y(x)_i = \frac{e^x_i}{\sum_k e^x_k}\]

Which, in code, stays like this:

from keras import Model, Input
from keras.layers import Dense

x = Input(shape=[299, 299, 3])
y = Dense(1024, activation='relu')(x)
y = Dense(1024, activation='relu')(y)
y = Dense(classes, activation='softmax')(y)

model = Model(x, y)
model.compile(optimizer='adam', loss='categorical_crossentropy')

Because of the normalization factor, the probabilities will always sum to $1.0$. That’s ideal when dealing with mutually disjointed classes, but what about when that’s not the case?

Samples from the multi-label dataset 'Image Data for Multi-Instance Multi-Label Learning'.
Samples from the multi-label dataset 'Image Data for Multi-Instance Multi-Label Learning'. Note that some instances are associated with more than one label (mountains and sea or sea and sunset). Available at: lamda.nju.edu.cn

First, we must convert target to a binary encoding:

def encode(y, classes=None):
  if classes is None: classses = len(np.unique(y))
  encoded = np.zeros(len(y), classes)
  encoded[y] = 1.
  return encoded

yc = encode(y, classes=classes)

This creates a map very much like the one-hot. For example, let’s say there’s 5 possible classes: dog, mammal, primate, feral and domestic.

  • the labels dog, mammal and domestic, associated with sample x0, would be encoded as (1., 1., 0., 0., 1.)
  • the labels primate and feral, associated with sample x1, would be encoded as (0., 0., 1., 1., 0.)

Softmax also needs to go. Textbook ML says we can use sigmoid:

model.pop()
model.add(Dense(classes, activation='sigmoid'))
model.compile(optimizer='adam', loss='binary_crossentropy')

Because sigmoid’s shape, probabilities are no longer normalized between the different activation units. This means that model might output an entire vector of ones (1., 1., ..., 1.) or zeros (0., 0., ..., 0.) – even though such situations are unlikely to happen.

Finally, we must replace our categorical_crossentropy loss function by the binary_crossentropy. To ensure we are up with the base concepts, this is the categorical cross-entropy function definition once again:

\[E(y, p) = -\frac{1}{N} y \cdot \log p = -\frac{1}{N} \sum_i y_i \log p_i\]

So let x be any given sample from the dataset, associated with the class of index k. From the equation above, we know all yi are 0, with exception of yk. Hence all terms i != k of the sum will be equal to 0 and will not directly affect the value of the loss function (the adjacent activation units yi s.t. y != k are still indirectly related through the softmax function).

We use here a new loss function, that accounts for the independency of each activation unit of the networks’s last layer:

\[\begin{eqnarray} E(y, p) &=& -\frac{1}{N} [y \cdot \log p + (1-y)\log(1-p)] \\ &=& -\frac{1}{N} \sum_i y_i \log p_i + (1-y_i)\log(1-p_i) \end{eqnarray}\]

From the figure above, we can see this loss function contains two terms. Differently from the categorical cross-entropy, all units directly contribute to the summation through one of the terms.

Multi-label using TensorFlow

It’s not commont for recent TensorFlow implementations to add the final layer (either softmax or sigmoid), as it increases numeric instability when computing gradients. So you should declare the network as:

x = Input(shape=(32, 299, 299, 3), name='inputs')

# using pretrained weights
y = tf.keras.applications.Xception(include_top=False)(x)
y = Dense(classes, name='predictions')(y)

model = Model(x, y, name='multilabel_disc')

The metrics need to be tweaked a bit as well, as they are expecting the output to be contained in the $[0, 1]$ interval. We re-declare them to either apply the sigmoid function within them or to expect the decision threshold to be on top of the point $0$ (where the sigmoid outputs 50%):

from tensorflow.python.keras.metrics import MeanMetricWrapper
from tensorflow.keras import losses, metrics, optimizers

def cosine_similarity_from_logits(y_true, y_pred, axis=-1):
    return losses.cosine_similarity(
        tf.cast(y_true, tf.float32),
        tf.nn.sigmoid(y_pred),
        axis)

model.compile(
    optimizer=optimizers.Adam(lr=Config.training.learning_rate),
    loss=losses.BinaryCrossentropy(from_logits=True),
    metrics=[
        metrics.BinaryAccuracy(threshold=0.),
        cosine_similarity_from_logits,
    ]
)

Training happens exactly like we have previously seen:

from tensorflow.keras import callbacks

try:
    model.fit(
        train_ds,
        validation_data=val_ds,
        epochs=Config.training.epochs,
        initial_epoch=0,
        callbacks=[
            callbacks.TerminateOnNaN(),
            callbacks.ModelCheckpoint(Config.log.tensorboard + '/weights.h5',
                                      save_best_only=True,
                                      save_weights_only=True,
                                      verbose=1),
            callbacks.ReduceLROnPlateau(patience=Config.training.reduce_lr_on_plateau_pacience,
                                        factor=Config.training.reduce_lr_on_plateau_factor,
                                        verbose=1),
            callbacks.EarlyStopping(patience=Config.training.early_stopping_patience, verbose=1),
            callbacks.TensorBoard(Config.log.tensorboard, histogram_freq=1)
        ],
        verbose=2);
except KeyboardInterrupt: print('interrupted')
else: print('done')
Epoch 1/200
25/25 - 28s - loss: 0.4791 - binary_accuracy: 0.7712 - cosine_similarity: -6.3827e-01 - val_loss: 0.3492 - val_binary_accuracy: 0.8850 - val_cosine_similarity: -7.7264e-01

Epoch 00001: val_loss improved from inf to 0.34916, saving model to /tf/logs/d:miml e:200 fte:0 b:32 v:0.3 m:inceptionv3 aug:False/weights.h5
...
Epoch 00123: val_loss did not improve from 0.12995
Epoch 124/200
25/25 - 13s - loss: 0.0369 - binary_accuracy: 0.9912 - cosine_similarity: -9.8772e-01 - val_loss: 0.1314 - val_binary_accuracy: 0.9583 - val_cosine_similarity: -9.3486e-01

Epoch 00124: val_loss did not improve from 0.12995
Epoch 00124: early stopping
done

Testing The Model Trained

First, re-load the best weights found during the training procedure:

disc.load_weights(Config.log.tensorboard + '/weights.h5')

Evaluation is pretty straight forward with the keras API:

report = pd.DataFrame([
    disc.evaluate(train_ds, verbose=0),
    disc.evaluate(val_ds, verbose=0),
    disc.evaluate(test_ds, verbose=0),
],
index=['train', 'test', 'val'],
columns=disc.metrics_names)
 	loss 	binary_accuracy 	cosine_similarity
train 	0.049423 	0.986750 	-0.981672
test 	0.129952 	0.956000 	-0.932243
val 	0.131192 	0.958333 	-0.937034

It’s always a good idea to see a few samples from the validation/test set, in order to check for obvious inconsistencies:

def plot_predictions(model, ds, take=1):
    figs, titles = [], []
    ls = Data.class_names

    plt.figure(figsize=(16, 16))
    for ix, (x, y) in enumerate(ds.take(take)):
        p = model.predict(x)
        p = tf.nn.sigmoid(p)
        y = tf.cast(y, tf.bool)
        pl = tf.cast(p > 0.5, tf.bool)
        figs.append(x.numpy().astype(int))
        
        titles.append([(f'y: {", ".join(Data.class_names[_y])}\n'
                        f'p: {", ".join(Data.class_names[_p])}')
                       for _y, _p in zip(y.numpy(), pl.numpy())])
    plot(np.concatenate(figs), titles=sum(titles, []), rows=6)
    plt.tight_layout()

plot_predictions(disc, test_ds)
Samples from the dataset's test split and its predictions.
Samples from the dataset's test split and its predictions.

Finally, it might be interesting to verify for the individual results for each label:

def binary_accuracy_per_label(y_true, y_pred, threshold=0.5):
    threshold = tf.cast(threshold, y_pred.dtype)
    y_true = tf.cast(y_true, tf.float32)
    y_pred = tf.cast(y_pred > threshold, y_pred.dtype)
    
    return tf.reduce_mean(tf.cast(tf.equal(y_true, y_pred), tf.float32), axis=0)
    
def calc_acc_per_label(model, ds):
    batches = []
    for ix, (x, y) in enumerate(ds):
        p = model.predict(x)
        p = tf.nn.sigmoid(p)

        batches += [binary_accuracy_per_label(y, p)]
    
    return tf.reduce_mean(tf.stack(batches), axis=0).numpy(), len(batches)

score_per_label, batches = calc_acc_per_label(disc, test_ds)
print('Batches evaluated:', batches)
pd.DataFrame(list(zip(Data.class_names, score_per_label)), columns=['label', 'binary_accuracy'])
Batches evaluated: 19

label 	 binary_accuracy
desert  	0.968750
mountains 	0.958333
sea 	 	0.935307
sunset  	0.973684
trees 	 	0.956689

Final Considerations

In this post, I casually presented the formulation for multi-label classification problems and a way to solve them using networks. Except from the categorical cross-entropy loss function and metrics — which model mutually disjointed problems, where the classification output is expected to sum to $1$ —, much of the code that we have learned so far can be reused here. In any case, just a few tweaks can be made in order to bring it home.

Finally, I leave you with following questions as food for thought: if two classes (sea and sunset, for example) always appear together in all of the images, is it possible to achieve 100% test accuracy for both classes without actually learning how to differentiate them? If yes, then is there a maximum amount of correlation between two classes such that violating this threshold would create a confusion in the model?