convGAN2.py 16 KB

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  1. import numpy as np
  2. from numpy.random import seed
  3. import pandas as pd
  4. import matplotlib.pyplot as plt
  5. from library.interfaces import GanBaseClass
  6. from library.dataset import DataSet
  7. from sklearn.decomposition import PCA
  8. from sklearn.metrics import confusion_matrix
  9. from sklearn.metrics import f1_score
  10. from sklearn.metrics import cohen_kappa_score
  11. from sklearn.metrics import precision_score
  12. from sklearn.metrics import recall_score
  13. from sklearn.neighbors import NearestNeighbors
  14. from sklearn.utils import shuffle
  15. from imblearn.datasets import fetch_datasets
  16. from keras.layers import Dense, Input, Multiply, Flatten, Conv1D, Reshape
  17. from keras.models import Model
  18. from keras import backend as K
  19. from tqdm import tqdm
  20. import tensorflow as tf
  21. from tensorflow.keras.optimizers import Adam
  22. from tensorflow.keras.layers import Lambda
  23. import time
  24. from library.NNSearch import NNSearch
  25. from library.timing import timing
  26. import warnings
  27. warnings.filterwarnings("ignore")
  28. def repeat(x, times):
  29. return [x for _i in range(times)]
  30. def create01Labels(totalSize, sizeFirstHalf):
  31. labels = repeat(np.array([1,0]), sizeFirstHalf)
  32. labels.extend(repeat(np.array([0,1]), totalSize - sizeFirstHalf))
  33. return np.array(labels)
  34. class ConvGAN2(GanBaseClass):
  35. """
  36. This is a toy example of a GAN.
  37. It repeats the first point of the training-data-set.
  38. """
  39. def __init__(self, n_feat, neb=5, gen=5, neb_epochs=10, debug=True):
  40. self.isTrained = False
  41. self.n_feat = n_feat
  42. self.neb = neb
  43. self.gen = gen
  44. self.neb_epochs = 10
  45. self.loss_history = None
  46. self.debug = debug
  47. self.dataSet = None
  48. self.conv_sample_generator = None
  49. self.maj_min_discriminator = None
  50. self.cg = None
  51. self.tNbhFit = 0.0
  52. self.tNbhSearch = 0.0
  53. self.nNbhFit = 0
  54. self.nNbhSearch = 0
  55. self.timing = { name: timing(name) for name in ["reset", "train", "create points", "NMB", "BMB", "_generate_data_for_min_point","predict"]}
  56. if neb > gen:
  57. raise ValueError(f"Expected neb <= gen but got neb={neb} and gen={gen}.")
  58. def reset(self):
  59. """
  60. Resets the trained GAN to an random state.
  61. """
  62. self.timing["reset"].start()
  63. self.isTrained = False
  64. ## instanciate generator network and visualize architecture
  65. self.conv_sample_generator = self._conv_sample_gen()
  66. ## instanciate discriminator network and visualize architecture
  67. self.maj_min_discriminator = self._maj_min_disc()
  68. ## instanciate network and visualize architecture
  69. self.cg = self._convGAN(self.conv_sample_generator, self.maj_min_discriminator)
  70. self.timing["reset"].stop()
  71. if self.debug:
  72. print(self.conv_sample_generator.summary())
  73. print('\n')
  74. print(self.maj_min_discriminator.summary())
  75. print('\n')
  76. print(self.cg.summary())
  77. print('\n')
  78. def train(self, dataSet):
  79. """
  80. Trains the GAN.
  81. It stores the data points in the training data set and mark as trained.
  82. *dataSet* is a instance of /library.dataset.DataSet/. It contains the training dataset.
  83. We are only interested in the first *maxListSize* points in class 1.
  84. """
  85. self.timing["train"].start()
  86. if dataSet.data1.shape[0] <= 0:
  87. raise AttributeError("Train: Expected data class 1 to contain at least one point.")
  88. self.dataSet = dataSet
  89. self.nmb = self._NMB_prepare(dataSet.data1)
  90. self._rough_learning(dataSet.data1, dataSet.data0)
  91. self.isTrained = True
  92. self.timing["train"].stop()
  93. def generateDataPoint(self):
  94. """
  95. Returns one synthetic data point by repeating the stored list.
  96. """
  97. return (self.generateData(1))[0]
  98. def generateData(self, numOfSamples=1):
  99. """
  100. Generates a list of synthetic data-points.
  101. *numOfSamples* is a integer > 0. It gives the number of new generated samples.
  102. """
  103. self.timing["create points"].start()
  104. if not self.isTrained:
  105. raise ValueError("Try to generate data with untrained Re.")
  106. data_min = self.dataSet.data1
  107. ## roughly claculate the upper bound of the synthetic samples to be generated from each neighbourhood
  108. synth_num = (numOfSamples // len(data_min)) + 1
  109. ## generate synth_num synthetic samples from each minority neighbourhood
  110. synth_set=[]
  111. for i in range(len(data_min)):
  112. synth_set.extend(self._generate_data_for_min_point(i, synth_num))
  113. ## extract the exact number of synthetic samples needed to exactly balance the two classes
  114. synth_set = np.array(synth_set[:numOfSamples])
  115. self.timing["create points"].stop()
  116. return synth_set
  117. # ###############################################################
  118. # Hidden internal functions
  119. # ###############################################################
  120. # Creating the GAN
  121. def _conv_sample_gen(self):
  122. """
  123. the generator network to generate synthetic samples from the convex space
  124. of arbitrary minority neighbourhoods
  125. """
  126. ## takes minority batch as input
  127. min_neb_batch = Input(shape=(self.n_feat,))
  128. ## reshaping the 2D tensor to 3D for using 1-D convolution,
  129. ## otherwise 1-D convolution won't work.
  130. x = tf.reshape(min_neb_batch, (1, self.neb, self.n_feat), name=None)
  131. ## using 1-D convolution, feature dimension remains the same
  132. x = Conv1D(self.n_feat, 3, activation='relu')(x)
  133. ## flatten after convolution
  134. x = Flatten()(x)
  135. ## add dense layer to transform the vector to a convenient dimension
  136. x = Dense(self.neb * self.gen, activation='relu')(x)
  137. ## again, witching to 2-D tensor once we have the convenient shape
  138. x = Reshape((self.neb, self.gen))(x)
  139. ## row wise sum
  140. s = K.sum(x, axis=1)
  141. ## adding a small constant to always ensure the row sums are non zero.
  142. ## if this is not done then during initialization the sum can be zero.
  143. s_non_zero = Lambda(lambda x: x + .000001)(s)
  144. ## reprocals of the approximated row sum
  145. sinv = tf.math.reciprocal(s_non_zero)
  146. ## At this step we ensure that row sum is 1 for every row in x.
  147. ## That means, each row is set of convex co-efficient
  148. x = Multiply()([sinv, x])
  149. ## Now we transpose the matrix. So each column is now a set of convex coefficients
  150. aff=tf.transpose(x[0])
  151. ## We now do matrix multiplication of the affine combinations with the original
  152. ## minority batch taken as input. This generates a convex transformation
  153. ## of the input minority batch
  154. synth=tf.matmul(aff, min_neb_batch)
  155. ## finally we compile the generator with an arbitrary minortiy neighbourhood batch
  156. ## as input and a covex space transformation of the same number of samples as output
  157. model = Model(inputs=min_neb_batch, outputs=synth)
  158. opt = Adam(learning_rate=0.001)
  159. model.compile(loss='mean_squared_logarithmic_error', optimizer=opt)
  160. return model
  161. def _maj_min_disc(self):
  162. """
  163. the discriminator is trained intwo phase:
  164. first phase: while training GAN the discriminator learns to differentiate synthetic
  165. minority samples generated from convex minority data space against
  166. the borderline majority samples
  167. second phase: after the GAN generator learns to create synthetic samples,
  168. it can be used to generate synthetic samples to balance the dataset
  169. and then rettrain the discriminator with the balanced dataset
  170. """
  171. ## takes as input synthetic sample generated as input stacked upon a batch of
  172. ## borderline majority samples
  173. samples = Input(shape=(self.n_feat,))
  174. ## passed through two dense layers
  175. y = Dense(250, activation='relu')(samples)
  176. y = Dense(125, activation='relu')(y)
  177. ## two output nodes. outputs have to be one-hot coded (see labels variable before)
  178. output = Dense(2, activation='sigmoid')(y)
  179. ## compile model
  180. model = Model(inputs=samples, outputs=output)
  181. opt = Adam(learning_rate=0.0001)
  182. model.compile(loss='binary_crossentropy', optimizer=opt)
  183. return model
  184. def _convGAN(self, generator, discriminator):
  185. """
  186. for joining the generator and the discriminator
  187. conv_coeff_generator-> generator network instance
  188. maj_min_discriminator -> discriminator network instance
  189. """
  190. ## by default the discriminator trainability is switched off.
  191. ## Thus training the GAN means training the generator network as per previously
  192. ## trained discriminator network.
  193. discriminator.trainable = False
  194. ## input receives a neighbourhood minority batch
  195. ## and a proximal majority batch concatenated
  196. batch_data = Input(shape=(self.n_feat,))
  197. ##- print(f"GAN: 0..{self.neb}/{self.gen}..")
  198. ## extract minority batch
  199. min_batch = Lambda(lambda x: x[:self.neb])(batch_data)
  200. ## extract majority batch
  201. maj_batch = Lambda(lambda x: x[self.gen:])(batch_data)
  202. ## pass minority batch into generator to obtain convex space transformation
  203. ## (synthetic samples) of the minority neighbourhood input batch
  204. conv_samples = generator(min_batch)
  205. ## concatenate the synthetic samples with the majority samples
  206. new_samples = tf.concat([conv_samples, maj_batch],axis=0)
  207. ##- new_samples = tf.concat([conv_samples, conv_samples, conv_samples, conv_samples],axis=0)
  208. ## pass the concatenated vector into the discriminator to know its decisions
  209. output = discriminator(new_samples)
  210. ##- output = Lambda(lambda x: x[:2 * self.gen])(output)
  211. ## note that, the discriminator will not be traied but will make decisions based
  212. ## on its previous training while using this function
  213. model = Model(inputs=batch_data, outputs=output)
  214. opt = Adam(learning_rate=0.0001)
  215. model.compile(loss='mse', optimizer=opt)
  216. return model
  217. # Create synthetic points
  218. def _generate_data_for_min_point(self, index, synth_num):
  219. """
  220. generate synth_num synthetic points for a particular minoity sample
  221. synth_num -> required number of data points that can be generated from a neighbourhood
  222. data_min -> minority class data
  223. neb -> oversampling neighbourhood
  224. index -> index of the minority sample in a training data whose neighbourhood we want to obtain
  225. """
  226. self.timing["_generate_data_for_min_point"].start()
  227. runs = int(synth_num / self.neb) + 1
  228. synth_set = []
  229. for _run in range(runs):
  230. batch = self._NMB_guided(index)
  231. self.timing["predict"].start()
  232. synth_batch = self.conv_sample_generator.predict(batch)
  233. self.timing["predict"].stop()
  234. synth_set.extend(synth_batch)
  235. self.timing["_generate_data_for_min_point"].stop()
  236. return synth_set[:synth_num]
  237. # Training
  238. def _rough_learning(self, data_min, data_maj):
  239. generator = self.conv_sample_generator
  240. discriminator = self.maj_min_discriminator
  241. GAN = self.cg
  242. loss_history = [] ## this is for stroring the loss for every run
  243. min_idx = 0
  244. neb_epoch_count = 1
  245. labels = tf.convert_to_tensor(create01Labels(2 * self.gen, self.gen))
  246. for step in range(self.neb_epochs * len(data_min)):
  247. ## generate minority neighbourhood batch for every minority class sampls by index
  248. min_batch = self._NMB_guided(min_idx)
  249. min_idx = min_idx + 1
  250. ## generate random proximal majority batch
  251. maj_batch = self._BMB(data_min, data_maj)
  252. ## generate synthetic samples from convex space
  253. ## of minority neighbourhood batch using generator
  254. conv_samples = generator.predict(min_batch)
  255. ## concatenate them with the majority batch
  256. concat_sample = tf.concat([conv_samples, maj_batch], axis=0)
  257. ## switch on discriminator training
  258. discriminator.trainable = True
  259. ## train the discriminator with the concatenated samples and the one-hot encoded labels
  260. discriminator.fit(x=concat_sample, y=labels, verbose=0)
  261. ## switch off the discriminator training again
  262. discriminator.trainable = False
  263. ## use the GAN to make the generator learn on the decisions
  264. ## made by the previous discriminator training
  265. ##- print(f"concat sample shape: {concat_sample.shape}/{labels.shape}")
  266. gan_loss_history = GAN.fit(concat_sample, y=labels, verbose=0)
  267. ## store the loss for the step
  268. loss_history.append(gan_loss_history.history['loss'])
  269. if self.debug and ((step + 1) % 10 == 0):
  270. print(f"{step + 1} neighbourhood batches trained; running neighbourhood epoch {neb_epoch_count}")
  271. if min_idx == len(data_min) - 1:
  272. if self.debug:
  273. print(f"Neighbourhood epoch {neb_epoch_count} complete")
  274. neb_epoch_count = neb_epoch_count + 1
  275. min_idx = 0
  276. if self.debug:
  277. run_range = range(1, len(loss_history) + 1)
  278. plt.rcParams["figure.figsize"] = (16,10)
  279. plt.xticks(fontsize=20)
  280. plt.yticks(fontsize=20)
  281. plt.xlabel('runs', fontsize=25)
  282. plt.ylabel('loss', fontsize=25)
  283. plt.title('Rough learning loss for discriminator', fontsize=25)
  284. plt.plot(run_range, loss_history)
  285. plt.show()
  286. self.conv_sample_generator = generator
  287. self.maj_min_discriminator = discriminator
  288. self.cg = GAN
  289. self.loss_history = loss_history
  290. ## convGAN
  291. def _BMB(self, data_min, data_maj):
  292. ## Generate a borderline majority batch
  293. ## data_min -> minority class data
  294. ## data_maj -> majority class data
  295. ## neb -> oversampling neighbourhood
  296. ## gen -> convex combinations generated from each neighbourhood
  297. self.timing["BMB"].start()
  298. result = tf.convert_to_tensor(
  299. data_maj[np.random.randint(len(data_maj), size=self.gen)]
  300. )
  301. self.timing["BMB"].stop()
  302. return result
  303. def _NMB_prepare(self, data_min):
  304. self.timing["NMB"].start()
  305. t = time.time()
  306. neigh = NNSearch(self.neb, timingDict=self.timing)
  307. neigh.fit(data_min)
  308. self.tNbhFit += (time.time() - t)
  309. self.nNbhFit += 1
  310. self.timing["NMB"].stop()
  311. return (data_min, neigh)
  312. def _NMB_guided(self, index):
  313. ## generate a minority neighbourhood batch for a particular minority sample
  314. ## we need this for minority data generation
  315. ## we will generate synthetic samples for each training data neighbourhood
  316. ## index -> index of the minority sample in a training data whose neighbourhood we want to obtain
  317. ## data_min -> minority class data
  318. ## neb -> oversampling neighbourhood
  319. self.timing["NMB"].start()
  320. (data_min, neigh) = self.nmb
  321. t = time.time()
  322. nmbi = np.array([neigh.neighbourhoodOfItem(index)])
  323. self.tNbhSearch += (time.time() - t)
  324. self.nNbhSearch += 1
  325. nmbi = shuffle(nmbi)
  326. nmb = data_min[nmbi]
  327. nmb = tf.convert_to_tensor(nmb[0])
  328. self.timing["NMB"].stop()
  329. return nmb