Train TensorFlow Keras models with Cosine Annealing and save an ensemble of models with no additional computational expense.
Project description
Train TensorFlow Keras models with cosine annealing and save an ensemble of models with no additional computational expense.
snapshot_ensemble
Ensembles of machine learning models have empirically demonstrated
state-of-the-art results in many regression and classification tasks.
Deep neural networks are popular models given their flexibility and
theoretical properties, but ensembling several independent neural networks
is often impractical due to the computational expense.
Huang et al. (2017) proposes the simple idea of Snapshot Ensembling, where
a single neural network is trained via cyclic learning rate schedules such as
cosine annealing (Loshchilov and Hutter, 2017). At the end of each annealing cycle,
the model parameters are saved and thus we obtain an ensemble of trained neural
networks at the cost of training a single one.
Conceptually, we may think of this as letting the neural network quickly converge
by using a decaying learning rate, and then saving the model at several
local minima of the loss surface. We may then used the saved models as part of
an ensemble for prediction or inference.
This simple library is an implementation of their ideas as a TensorFlow 2 Keras Callback
to be used during training.
Getting Started
Installation
pip install snapshot_ensemble
Dependencies:
# Required
python >= 3.6
numpy
tensorflow >= 2.0
# Suggested
matplotlib
Usage
from snapshot_ensemble import SnapshotEnsembleCallback
model = # Compiled TensorFlow 2 Keras model
# Train the Keras model with Cosine Annealing + Snapshot Ensembling
snapshotCB = SnapshotEnsembleCallback()
model.fit(*args,
callbacks = [ snapshotCB ]
)
# Snapshotted models are then automatically saved (default: `Ensemble/`)
# and may be loaded in for ensembled predictions or inference
Dynamic Learning Rate Schedule
The learning rate schedule inside SnapshotEnsembleCallback
takes the following parameters:
-`cycle_length` : Initial number of epochs per cycle
-`cycle_length_multiplier` : Multiplier on number of epochs per cycle
-`lr_init` : Initial maximum learning rate
-`lr_min` : Initial minimum learning rate
-`lr_multiplier` : Multiplier on learning rate per cycle
The cycle_length
, lr_init
, and lr_min
parameters control the initial length and learning rate bounds of each cycle.
The *_multiplier
parameters allow for dynamically adjusting the length and/or learning rate bounds as training
progresses. It is very likely that the default parameters are suboptimal for your task, so these hyperparameters
will need to be tuned. There is a helper function VisualizeLR()
to visualize the learning rate schedule.
<img src="assets/LR0.png" width="32%" />
<img src="assets/LR1.png" width="32%" />
<img src="assets/LR2.png" width="32%" />
<em>
(Left) Standard Cosine Annealing (Middle) Dynamic length (Right) Dynamic length and learning rate bounds
</em>
Example
For a full example, see this
References
Huang, G., Li, Y., & Pleiss, G. (2017). Snapshot Ensembles: Train 1, Get M for Free.
International Conference on Learning Representations. https://doi.org/https://doi.org/10.48550/arXiv.1704.00109
Loshchilov, I., & Hutter, F. (2017). SGDR: Stochastic Gradient Descent with Warm Restarts.
International Conference on Learning Representations. https://doi.org/https://doi.org/10.48550/arXiv.1608.03983
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