521 lines
17 KiB
Plaintext
521 lines
17 KiB
Plaintext
{
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"cells": [
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"# Squared-error reformulation for ordinal regression and deep learning -- cement strength dataset"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"Implementation of a method for ordinal regression by Beckham and Pal 2016.\n",
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"\n",
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"**Paper reference:**\n",
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"\n",
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"- Beckham, Christopher, and Christopher Pal. \"[A simple squared-error reformulation for ordinal classification](https://arxiv.org/abs/1612.00775).\" arXiv preprint arXiv:1612.00775 (2016)."
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## 0 -- Obtaining and preparing the cement_strength dataset"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We will be using the cement_strength dataset from [https://github.com/gagolews/ordinal_regression_data/blob/master/cement_strength.csv](https://github.com/gagolews/ordinal_regression_data/blob/master/cement_strength.csv).\n",
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"\n",
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"First, we are going to download and prepare the and save it as CSV files locally. This is a general procedure that is not specific to CORN.\n",
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"\n",
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"This dataset has 5 ordinal labels (1, 2, 3, 4, and 5). Note that we require labels to be starting at 0, which is why we subtract \"1\" from the label column."
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]
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},
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{
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"cell_type": "code",
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"execution_count": 1,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Number of features: 8\n",
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"Number of examples: 998\n",
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"Labels: [0 1 2 3 4]\n"
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]
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}
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],
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"source": [
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"import pandas as pd\n",
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"import numpy as np\n",
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"\n",
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"\n",
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"data_df = pd.read_csv(\"https://raw.githubusercontent.com/gagolews/ordinal_regression_data/master/cement_strength.csv\")\n",
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" \n",
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"data_df[\"response\"] = data_df[\"response\"]-1 # labels should start at 0\n",
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"\n",
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"data_labels = data_df[\"response\"]\n",
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"data_features = data_df.loc[:, [\"V1\", \"V2\", \"V3\", \"V4\", \"V5\", \"V6\", \"V7\", \"V8\"]]\n",
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"\n",
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"print('Number of features:', data_features.shape[1])\n",
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"print('Number of examples:', data_features.shape[0])\n",
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"print('Labels:', np.unique(data_labels.values))"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {
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"tags": []
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},
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"source": [
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"### Split into training and test data"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 2,
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"metadata": {},
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"outputs": [],
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"source": [
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"from sklearn.model_selection import train_test_split\n",
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"\n",
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"\n",
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"X_train, X_test, y_train, y_test = train_test_split(\n",
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" data_features.values,\n",
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" data_labels.values,\n",
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" test_size=0.2,\n",
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" random_state=1,\n",
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" stratify=data_labels.values)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"### Standardize features"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 3,
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"metadata": {},
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"outputs": [],
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"source": [
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"from sklearn.preprocessing import StandardScaler\n",
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"\n",
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"\n",
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"sc = StandardScaler()\n",
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"X_train_std = sc.fit_transform(X_train)\n",
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"X_test_std = sc.transform(X_test)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## 1 -- Setting up the dataset and dataloader"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"In this section, we set up the data set and data loaders. This is a general procedure that is not specific to CORN. "
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]
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Training on cuda:0\n"
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]
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}
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],
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"source": [
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"import torch\n",
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"\n",
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"\n",
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"##########################\n",
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"### SETTINGS\n",
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"##########################\n",
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"\n",
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"# Hyperparameters\n",
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"random_seed = 1\n",
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"learning_rate = 0.001\n",
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"num_epochs = 50\n",
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"batch_size = 128\n",
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"\n",
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"# Architecture\n",
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"NUM_CLASSES = 5\n",
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"\n",
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"# Other\n",
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"DEVICE = torch.device(\"cuda:0\" if torch.cuda.is_available() else \"cpu\")\n",
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"print('Training on', DEVICE)"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"metadata": {},
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"outputs": [],
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"source": [
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"from torch.utils.data import Dataset\n",
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"\n",
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"\n",
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"class MyDataset(Dataset):\n",
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"\n",
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" def __init__(self, feature_array, label_array, dtype=np.float32):\n",
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" \n",
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" self.features = feature_array.astype(np.float32)\n",
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" self.labels = label_array\n",
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"\n",
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" def __getitem__(self, index):\n",
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" inputs = self.features[index]\n",
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" label = self.labels[index]\n",
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" return inputs, label\n",
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"\n",
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" def __len__(self):\n",
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" return self.labels.shape[0]"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 6,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Input batch dimensions: torch.Size([128, 8])\n",
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"Input label dimensions: torch.Size([128])\n"
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]
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}
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],
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"source": [
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"import torch\n",
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"from torch.utils.data import DataLoader\n",
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"\n",
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"\n",
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"# Note transforms.ToTensor() scales input images\n",
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"# to 0-1 range\n",
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"train_dataset = MyDataset(X_train_std, y_train)\n",
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"test_dataset = MyDataset(X_test_std, y_test)\n",
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"\n",
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"\n",
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"train_loader = DataLoader(dataset=train_dataset,\n",
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" batch_size=batch_size,\n",
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" shuffle=True, # want to shuffle the dataset\n",
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" num_workers=0) # number processes/CPUs to use\n",
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"\n",
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"test_loader = DataLoader(dataset=test_dataset,\n",
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" batch_size=batch_size,\n",
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" shuffle=False,\n",
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" num_workers=0)\n",
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"\n",
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"# Checking the dataset\n",
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"for inputs, labels in train_loader: \n",
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" print('Input batch dimensions:', inputs.shape)\n",
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" print('Input label dimensions:', labels.shape)\n",
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" break"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## 2 - Implementing an MLP with an additional parameter layer `a`"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"In this section, we are implementing a simple MLP for ordinal regression. To implement the Beckham et al. method, we add the parameter layer `a` as `self.a`, which is used to compute the predictions for the loss function later in the training loop:"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"metadata": {},
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"outputs": [],
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"source": [
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"class MLP(torch.nn.Module):\n",
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"\n",
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" def __init__(self, in_features, num_classes, num_hidden_1=300, num_hidden_2=300):\n",
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" super().__init__()\n",
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" \n",
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" self.num_classes = num_classes\n",
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" self.my_network = torch.nn.Sequential(\n",
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" \n",
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" # 1st hidden layer\n",
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" torch.nn.Linear(in_features, num_hidden_1, bias=False),\n",
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" torch.nn.LeakyReLU(),\n",
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" torch.nn.Dropout(0.2),\n",
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" torch.nn.BatchNorm1d(num_hidden_1),\n",
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" \n",
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" # 2nd hidden layer\n",
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" torch.nn.Linear(num_hidden_1, num_hidden_2, bias=False),\n",
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" torch.nn.LeakyReLU(),\n",
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" torch.nn.Dropout(0.2),\n",
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" torch.nn.BatchNorm1d(num_hidden_2),\n",
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" \n",
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" # Output layer\n",
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" torch.nn.Linear(num_hidden_2, num_classes)\n",
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" )\n",
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" \n",
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" # -----------------------------------------------------\n",
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" # Beckham 2016-specific parameter layer\n",
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" self.a = torch.nn.Parameter(torch.zeros(\n",
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" num_classes).float().normal_(0.0, 0.1).view(-1, 1))\n",
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" # -----------------------------------------------------\n",
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" \n",
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" def forward(self, x):\n",
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" logits = self.my_network(x)\n",
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" return logits\n",
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" \n",
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" \n",
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" \n",
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"torch.manual_seed(random_seed)\n",
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"model = MLP(in_features=8, num_classes=NUM_CLASSES)\n",
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"model.to(DEVICE)\n",
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"\n",
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"optimizer = torch.optim.Adam(model.parameters(), lr=learning_rate)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## 3 - Using the reformulated squared error loss loss for model training"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"We define the 2 functions `squared_error` and `beckham_logits_to_predictions` to implement the method as shown below:"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"model.a initial value Parameter containing:\n",
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"tensor([[-0.1132],\n",
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" [-0.1207],\n",
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" [-0.1813],\n",
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" [-0.1094],\n",
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" [ 0.0962]], device='cuda:0', requires_grad=True)\n",
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"Epoch: 001/050 | Batch 000/007 | Cost: 1.5981\n",
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"Epoch: 002/050 | Batch 000/007 | Cost: 1.4069\n",
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"Epoch: 003/050 | Batch 000/007 | Cost: 1.4926\n",
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"Epoch: 004/050 | Batch 000/007 | Cost: 1.2280\n",
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"Epoch: 005/050 | Batch 000/007 | Cost: 1.2744\n",
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"Epoch: 006/050 | Batch 000/007 | Cost: 1.2107\n",
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"Epoch: 007/050 | Batch 000/007 | Cost: 1.3584\n",
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"Epoch: 008/050 | Batch 000/007 | Cost: 1.1555\n",
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"Epoch: 009/050 | Batch 000/007 | Cost: 1.1060\n",
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"Epoch: 010/050 | Batch 000/007 | Cost: 1.2784\n",
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"Epoch: 011/050 | Batch 000/007 | Cost: 1.1050\n",
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"Epoch: 012/050 | Batch 000/007 | Cost: 1.1555\n",
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"Epoch: 013/050 | Batch 000/007 | Cost: 1.2180\n",
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"Epoch: 014/050 | Batch 000/007 | Cost: 1.1857\n",
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"Epoch: 015/050 | Batch 000/007 | Cost: 1.3390\n",
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"Epoch: 016/050 | Batch 000/007 | Cost: 1.1243\n",
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"Epoch: 017/050 | Batch 000/007 | Cost: 0.9613\n",
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"Epoch: 018/050 | Batch 000/007 | Cost: 1.0661\n",
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"Epoch: 019/050 | Batch 000/007 | Cost: 1.1771\n",
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"Epoch: 020/050 | Batch 000/007 | Cost: 0.8850\n",
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"Epoch: 021/050 | Batch 000/007 | Cost: 0.8132\n",
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"Epoch: 022/050 | Batch 000/007 | Cost: 1.1182\n",
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"Epoch: 023/050 | Batch 000/007 | Cost: 1.1167\n",
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"Epoch: 024/050 | Batch 000/007 | Cost: 1.0908\n",
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"Epoch: 025/050 | Batch 000/007 | Cost: 1.0855\n",
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"Epoch: 026/050 | Batch 000/007 | Cost: 1.0150\n",
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"Epoch: 027/050 | Batch 000/007 | Cost: 1.0790\n",
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"Epoch: 028/050 | Batch 000/007 | Cost: 1.0963\n",
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"Epoch: 029/050 | Batch 000/007 | Cost: 1.0859\n",
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"Epoch: 030/050 | Batch 000/007 | Cost: 0.9183\n",
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"Epoch: 031/050 | Batch 000/007 | Cost: 0.8739\n",
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"Epoch: 032/050 | Batch 000/007 | Cost: 0.9620\n",
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"Epoch: 033/050 | Batch 000/007 | Cost: 1.0171\n",
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"Epoch: 034/050 | Batch 000/007 | Cost: 1.0702\n",
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"Epoch: 035/050 | Batch 000/007 | Cost: 1.0548\n",
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"Epoch: 036/050 | Batch 000/007 | Cost: 0.9164\n",
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"Epoch: 037/050 | Batch 000/007 | Cost: 1.0524\n",
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"Epoch: 038/050 | Batch 000/007 | Cost: 0.9839\n",
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"Epoch: 039/050 | Batch 000/007 | Cost: 1.0588\n",
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"Epoch: 040/050 | Batch 000/007 | Cost: 0.9665\n",
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"Epoch: 041/050 | Batch 000/007 | Cost: 1.0466\n",
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"Epoch: 042/050 | Batch 000/007 | Cost: 0.8587\n",
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"Epoch: 043/050 | Batch 000/007 | Cost: 0.9876\n",
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"Epoch: 044/050 | Batch 000/007 | Cost: 0.9188\n",
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"Epoch: 045/050 | Batch 000/007 | Cost: 0.9107\n",
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"Epoch: 046/050 | Batch 000/007 | Cost: 0.8107\n",
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"Epoch: 047/050 | Batch 000/007 | Cost: 1.0285\n",
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"Epoch: 048/050 | Batch 000/007 | Cost: 0.8575\n",
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"Epoch: 049/050 | Batch 000/007 | Cost: 0.9975\n",
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"Epoch: 050/050 | Batch 000/007 | Cost: 0.9574\n",
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"model.a final value Parameter containing:\n",
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"tensor([[-0.1958],\n",
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" [-0.1812],\n",
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" [-0.5243],\n",
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" [-0.1669],\n",
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" [ 0.4120]], device='cuda:0', requires_grad=True)\n"
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]
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}
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],
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"source": [
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"def squared_error(targets, predictions):\n",
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" return torch.mean((targets.float() - predictions)**2)\n",
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"\n",
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"def beckham_logits_to_predictions(logits, model, num_classes):\n",
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" probas = torch.softmax(logits, dim=1)\n",
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" predictions = ((num_classes-1)\n",
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" * torch.sigmoid(probas.mm(model.a).view(-1)))\n",
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" return predictions\n",
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"\n",
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"\n",
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"print('model.a initial value', model.a)\n",
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"for epoch in range(num_epochs):\n",
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" \n",
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" model = model.train()\n",
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" for batch_idx, (features, class_labels) in enumerate(train_loader):\n",
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"\n",
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" class_labels = class_labels.to(DEVICE)\n",
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" features = features.to(DEVICE)\n",
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" logits = model(features)\n",
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" \n",
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" #### Beckham 2016-specific loss----------------------------------------### \n",
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" predictions = beckham_logits_to_predictions(logits, model, model.num_classes)\n",
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" loss = squared_error(predictions, class_labels)\n",
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" ###--------------------------------------------------------------------### \n",
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" \n",
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" optimizer.zero_grad()\n",
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" loss.backward()\n",
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" optimizer.step()\n",
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" \n",
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" ### LOGGING\n",
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" if not batch_idx % 200:\n",
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" print ('Epoch: %03d/%03d | Batch %03d/%03d | Cost: %.4f' \n",
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" %(epoch+1, num_epochs, batch_idx, \n",
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" len(train_loader), loss))\n",
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" \n",
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"print('model.a final value', model.a)"
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]
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},
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{
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"cell_type": "markdown",
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"metadata": {},
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"source": [
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"## 4 -- Evaluate model\n",
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"\n",
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"Finally, after model training, we can evaluate the performance of the model. For example, via the mean absolute error and mean squared error measures.\n",
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"\n",
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"For this, we are going to use the `beckham_logits_to_labels` to convert the logits into ordinal class labels as shown below:\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 9,
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"metadata": {},
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"outputs": [],
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"source": [
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"def beckham_logits_to_labels(logits, model, num_classes):\n",
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" predictions = beckham_logits_to_predictions(logits, model, num_classes)\n",
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" return torch.round(predictions).float()\n",
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" \n",
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"\n",
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"def compute_mae_and_mse(model, data_loader, device):\n",
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"\n",
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" with torch.no_grad():\n",
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" \n",
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" mae, mse, acc, num_examples = 0., 0., 0., 0\n",
|
|
"\n",
|
|
" for i, (features, targets) in enumerate(data_loader):\n",
|
|
"\n",
|
|
" features = features.to(device)\n",
|
|
" targets = targets.float().to(device)\n",
|
|
"\n",
|
|
" logits = model(features)\n",
|
|
" predicted_labels = beckham_logits_to_labels(logits, model, model.num_classes)\n",
|
|
"\n",
|
|
" num_examples += targets.size(0)\n",
|
|
" mae += torch.sum(torch.abs(predicted_labels - targets))\n",
|
|
" mse += torch.sum((predicted_labels - targets)**2)\n",
|
|
"\n",
|
|
" mae = mae / num_examples\n",
|
|
" mse = mse / num_examples\n",
|
|
" return mae, mse"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 10,
|
|
"metadata": {},
|
|
"outputs": [],
|
|
"source": [
|
|
"train_mae, train_mse = compute_mae_and_mse(model, train_loader, DEVICE)\n",
|
|
"test_mae, test_mse = compute_mae_and_mse(model, test_loader, DEVICE)"
|
|
]
|
|
},
|
|
{
|
|
"cell_type": "code",
|
|
"execution_count": 11,
|
|
"metadata": {},
|
|
"outputs": [
|
|
{
|
|
"name": "stdout",
|
|
"output_type": "stream",
|
|
"text": [
|
|
"Mean absolute error (train/test): 0.66 | 0.69\n",
|
|
"Mean squared error (train/test): 0.85 | 0.89\n"
|
|
]
|
|
}
|
|
],
|
|
"source": [
|
|
"print(f'Mean absolute error (train/test): {train_mae:.2f} | {test_mae:.2f}')\n",
|
|
"print(f'Mean squared error (train/test): {train_mse:.2f} | {test_mse:.2f}')"
|
|
]
|
|
}
|
|
],
|
|
"metadata": {
|
|
"kernelspec": {
|
|
"display_name": "Python 3 (ipykernel)",
|
|
"language": "python",
|
|
"name": "python3"
|
|
},
|
|
"language_info": {
|
|
"codemirror_mode": {
|
|
"name": "ipython",
|
|
"version": 3
|
|
},
|
|
"file_extension": ".py",
|
|
"mimetype": "text/x-python",
|
|
"name": "python",
|
|
"nbconvert_exporter": "python",
|
|
"pygments_lexer": "ipython3",
|
|
"version": "3.8.12"
|
|
}
|
|
},
|
|
"nbformat": 4,
|
|
"nbformat_minor": 4
|
|
}
|