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tfl.configs.CalibratedLatticeEnsembleConfig

Config for calibrated lattice model.

Used in the notebooks

Used in the tutorials

A calibrated lattice ensemble model applies piecewise-linear and categorical calibration on the input feature, followed by an ensemble of lattice models and an optional output piecewise-linear calibration.

The ensemble structure can be one of the following and set via the lattice flag:

  • Expliclit list of list of features specifying features used in each submodel.
  • A random arrangement (also called Random Tiny Lattices, or RTL).
  • Crystals growing algorithm: This algorithm first constructs a prefitting model to assess pairwise interactions between features, and then uses those estimates to construct a final model that puts interacting features in the same lattice. For details see "Fast and flexible monotonic functions with ensembles of lattices", Advances in Neural Information Processing Systems, 2016.

Examples:

Creating a random ensemble (RTL) model:

model_config = tfl.configs.CalibratedLatticeEnsembleConfig(
    num_lattices=6,  # number of lattices
    lattice_rank=5,  # number of features in each lattice
    feature_configs=[...],
)
feature_analysis_input_fn = create_input_fn(num_epochs=1, ...)
train_input_fn = create_input_fn(num_epochs=100, ...)
estimator = tfl.estimators.CannedClassifier(
    feature_columns=feature_columns,
    model_config=model_config,
    feature_analysis_input_fn=feature_analysis_input_fn)
estimator.train(input_fn=train_input_fn)

You can also construct a random ensemble (RTL) using a tfl.layers.RTL layer so long as all features have the same lattice size:

model_config = tfl.configs.CalibratedLatticeEnsembleConfig(
    lattices='rtl_layer',
    num_lattices=6,  # number of lattices
    lattice_rank=5,  # number of features in each lattice
    feature_configs=[...],
)
feature_analysis_input_fn = create_input_fn(num_epochs=1, ...)
train_input_fn = create_input_fn(num_epochs=100, ...)
estimator = tfl.estimators.CannedClassifier(
    feature_columns=feature_columns,
    model_config=model_config,
    feature_analysis_input_fn=feature_analysis_input_fn)
estimator.train(input_fn=train_input_fn)

To create a Crystals model, you will need to provide a prefitting_input_fn to the estimator constructor. This input_fn is used to train the prefitting model, as described above. The prefitting model does not need to be fully trained, so a few epochs should be enough.

model_config = tfl.configs.CalibratedLatticeEnsembleConfig(
    lattices='crystals',  # feature arrangement method
    num_lattices=6,  # number of lattices
    lattice_rank=5,  # number of features in each lattice
    feature_configs=[...],
)
feature_analysis_input_fn = create_input_fn(num_epochs=1, ...)
prefitting_input_fn = create_input_fn(num_epochs=5, ...)
train_input_fn = create_input_fn(num_epochs=100, ...)
estimator = tfl.estimators.CannedClassifier(
    feature_columns=feature_columns,
    model_config=model_config,
    feature_analysis_input_fn=feature_analysis_input_fn
    prefitting_input_fn=prefitting_input_fn)
estimator.train(input_fn=train_input_fn)

feature_configs A list of tfl.configs.FeatureConfig instances that specify configurations for each feature. If a configuration is not provided for a feature, a default configuration will be used.
lattices Should be one of the following:

  • String 'random' indicating that the features in each lattice should be selected randomly
  • String 'rtl_layer' indicating that the features in each lattice should be selected randomly using a tfl.layers.RTL layer. Note that using a tfl.layers.RTL layer scales better than using separate tfl.layers.Lattice instances for the ensemble.
  • String 'crystals' to use a heuristic to construct the lattice ensemble based on pairwise feature interactions
  • An explicit list of list of feature names to be used in each lattice in the ensemble.
num_lattices Number of lattices in the ensemble. Must be provided if lattices are not explicitly provided.
lattice_rank Number of features in each lattice. Must be provided if lattices are not explicitly provided.
interpolation One of 'hypercube' or 'simplex' interpolation. For a d-dimensional lattice, 'hypercube' interpolates 2^d parameters, whereas 'simplex' uses d+1 parameters and thus scales better. For details see tfl.lattice_lib.evaluate_with_simplex_interpolation and tfl.lattice_lib.evaluate_with_hypercube_interpolation.
parameterization The parameterization of the lattice function class to use. A lattice function is uniquely determined by specifying its value on every lattice vertex. A parameterization scheme is a mapping from a vector of parameters to a multidimensional array of lattice vertex values. It can be one of:
  • String 'all_vertices': This is the "traditional" parameterization that keeps one scalar parameter per lattice vertex where the mapping is essentially the identity map. With this scheme, the number of parameters scales exponentially with the number of inputs to the lattice. The underlying lattices used will be tfl.layers.Lattice layers.
  • String 'kronecker_factored': With this parameterization, for each lattice input i we keep a collection of num_terms vectors each having feature_configs[0].lattice_size entries (note that all features must have the same lattice size). To obtain the tensor of lattice vertex values, for t=1,2,...,num_terms we compute the outer product of the t'th vector in each collection, multiply by a per-term scale, and sum the resulting tensors. Finally, we add a single shared bias parameter to each entry in the sum. With this scheme, the number of parameters grows linearly with lattice_rank (assuming lattice sizes and num_terms are held constant). Currently, only monotonicity shape constraint and bound constraint are supported for this scheme. Regularization is not currently supported. The underlying lattices used will be tfl.layers.KroneckerFactoredLattice layers.
num_terms The number of terms in a lattice using 'kronecker_factored' parameterization. Ignored if parameterization is set to 'all_vertices'.
separate_calibrators If features should be separately calibrated for each lattice in the ensemble.
use_linear_combination If set to true, a linear combination layer will be used to combine ensemble outputs. Otherwise an averaging layer will be used. If output is bounded or output calibration is used, then this layer will be a weighted average.
use_bias If a bias term should be used for the linear combination.
regularizer_configs A list of tfl.configs.RegularizerConfig instances that apply global regularization.
output_min Lower bound constraint on the output of the model.
output_max Upper bound constraint on the output of the model.
output_calibration If a piecewise-linear calibration should be used on the output of the lattice.
output_calibration_num_keypoints Number of keypoints to use for the output piecewise-linear calibration.
output_initialization The initial values to setup for the output of the model. When using output calibration, these values are used to initialize the output keypoints of the output piecewise-linear calibration. Otherwise the lattice parameters will be setup to form a linear function in the range of output_initialization. It can be one of:
  • String 'quantiles': Output is initliazed to label quantiles, if possible.
  • String 'uniform': Output is initliazed uniformly in label range.
  • A list of numbers: To be used for initialization of the output lattice or output calibrator.
  • output_calibration_input_keypoints_type One of "fixed" or "learned_interior". If "learned_interior", keypoints are initialized to the values in pwl_calibration_input_keypoints but then allowed to vary during training, with the exception of the first and last keypoint location which are fixed.
    fix_ensemble_for_2d_constraints A boolean indicating whether to add missing features to some lattices to resolve potential 2d constraint violations which require lattices from ensemble to either contain both constrained features or none of them, e.g. trapezoid trust constraint requires a lattice that has the "conditional" feature to include the "main" feature. Note that this might increase the final lattice rank.
    random_seed Random seed to use for randomized lattices.

    Methods

    deserialize_nested_configs

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    Returns a deserialized configuration dictionary.

    feature_config_by_name

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    Returns existing or default FeatureConfig with the given name.

    from_config

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    get_config

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    Returns a configuration dictionary.

    regularizer_config_by_name

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    Returns existing or default RegularizerConfig with the given name.