tfp.layers.DenseFlipout

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Densely-connected layer class with Flipout estimator.

tfp.layers.DenseFlipout(
    units,
    activation=None,
    activity_regularizer=None,
    trainable=True,
    kernel_posterior_fn=tfp_layers_util.default_mean_field_normal_fn(),
    kernel_posterior_tensor_fn=(lambda d: d.sample()),
    kernel_prior_fn=tfp.layers.default_multivariate_normal_fn,
    kernel_divergence_fn=(lambda q, p, ignore: kl_lib.kl_divergence(q, p)),
    bias_posterior_fn=tfp_layers_util.default_mean_field_normal_fn(is_singular=True),
    bias_posterior_tensor_fn=(lambda d: d.sample()),
    bias_prior_fn=None,
    bias_divergence_fn=(lambda q, p, ignore: kl_lib.kl_divergence(q, p)),
    seed=None,
    **kwargs
)

This layer implements the Bayesian variational inference analogue to a dense layer by assuming the kernel and/or the bias are drawn from distributions. By default, the layer implements a stochastic forward pass via sampling from the kernel and bias posteriors,

kernel, bias ~ posterior
outputs = activation(matmul(inputs, kernel) + bias)

It uses the Flipout estimator [(Wen et al., 2018)][1], which performs a Monte Carlo approximation of the distribution integrating over the kernel and bias. Flipout uses roughly twice as many floating point operations as the reparameterization estimator but has the advantage of significantly lower variance.

The arguments permit separate specification of the surrogate posterior (q(W|x)), prior (p(W)), and divergence for both the kernel and bias distributions.

Upon being built, this layer adds losses (accessible via the losses property) representing the divergences of kernel and/or bias surrogate posteriors and their respective priors. When doing minibatch stochastic optimization, make sure to scale this loss such that it is applied just once per epoch (e.g. if kl is the sum of losses for each element of the batch, you should pass kl / num_examples_per_epoch to your optimizer).

Examples

We illustrate a Bayesian neural network with variational inference, assuming a dataset of features and labels.

import tensorflow_probability as tfp

model = tf.keras.Sequential([
    tfp.layers.DenseFlipout(512, activation=tf.nn.relu),
    tfp.layers.DenseFlipout(10),
])

logits = model(features)
neg_log_likelihood = tf.nn.softmax_cross_entropy_with_logits(
    labels=labels, logits=logits)
kl = sum(model.losses)
loss = neg_log_likelihood + kl
train_op = tf.train.AdamOptimizer().minimize(loss)

It uses the Flipout gradient estimator to minimize the Kullback-Leibler divergence up to a constant, also known as the negative Evidence Lower Bound. It consists of the sum of two terms: the expected negative log-likelihood, which we approximate via Monte Carlo; and the KL divergence, which is added via regularizer terms which are arguments to the layer.

References

[1]: Yeming Wen, Paul Vicol, Jimmy Ba, Dustin Tran, and Roger Grosse. Flipout: Efficient Pseudo-Independent Weight Perturbations on Mini-Batches. In International Conference on Learning Representations, 2018. https://arxiv.org/abs/1803.04386

self.input_spec = tf.keras.layers.InputSpec(ndim=4)

ValueError: Input 0 of layer conv2d is incompatible with the layer:
expected ndim=4, found ndim=1. Full shape received: [2]

class MyLayer(tf.keras.layers.Layer):
  def call(self, inputs):
    self.add_loss(tf.abs(tf.reduce_mean(inputs)))
    return inputs
l = MyLayer()
l(np.ones((10, 1)))
l.losses
[1.0]

inputs = tf.keras.Input(shape=(10,))
x = tf.keras.layers.Dense(10)(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Activity regularization.
len(model.losses)
0
model.add_loss(tf.abs(tf.reduce_mean(x)))
len(model.losses)
1

inputs = tf.keras.Input(shape=(10,))
d = tf.keras.layers.Dense(10, kernel_initializer='ones')
x = d(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Weight regularization.
model.add_loss(lambda: tf.reduce_mean(d.kernel))
model.losses
[<tf.Tensor: shape=(), dtype=float32, numpy=1.0>]

a = tf.Module()
b = tf.Module()
c = tf.Module()
a.b = b
b.c = c
list(a.submodules) == [b, c]
True
list(b.submodules) == [c]
True
list(c.submodules) == []
True

Methods

add_loss

add_loss(
    losses, **kwargs
)

Add loss tensor(s), potentially dependent on layer inputs.

Some losses (for instance, activity regularization losses) may be dependent on the inputs passed when calling a layer. Hence, when reusing the same layer on different inputs a and b, some entries in layer.losses may be dependent on a and some on b. This method automatically keeps track of dependencies.

This method can be used inside a subclassed layer or model's call function, in which case losses should be a Tensor or list of Tensors.

Example:

class MyLayer(tf.keras.layers.Layer):
  def call(self, inputs):
    self.add_loss(tf.abs(tf.reduce_mean(inputs)))
    return inputs

The same code works in distributed training: the input to add_loss() is treated like a regularization loss and averaged across replicas by the training loop (both built-in Model.fit() and compliant custom training loops).

The add_loss method can also be called directly on a Functional Model during construction. In this case, any loss Tensors passed to this Model must be symbolic and be able to be traced back to the model's Inputs. These losses become part of the model's topology and are tracked in get_config.

Example:

inputs = tf.keras.Input(shape=(10,))
x = tf.keras.layers.Dense(10)(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Activity regularization.
model.add_loss(tf.abs(tf.reduce_mean(x)))

If this is not the case for your loss (if, for example, your loss references a Variable of one of the model's layers), you can wrap your loss in a zero-argument lambda. These losses are not tracked as part of the model's topology since they can't be serialized.

Example:

inputs = tf.keras.Input(shape=(10,))
d = tf.keras.layers.Dense(10)
x = d(inputs)
outputs = tf.keras.layers.Dense(1)(x)
model = tf.keras.Model(inputs, outputs)
# Weight regularization.
model.add_loss(lambda: tf.reduce_mean(d.kernel))

build

View source

build(
    input_shape
)

Creates the variables of the layer (for subclass implementers).

This is a method that implementers of subclasses of Layer or Model can override if they need a state-creation step in-between layer instantiation and layer call. It is invoked automatically before the first execution of call().

This is typically used to create the weights of Layer subclasses (at the discretion of the subclass implementer).

build_from_config

build_from_config(
    config
)

Builds the layer's states with the supplied config dict.

By default, this method calls the build(config["input_shape"]) method, which creates weights based on the layer's input shape in the supplied config. If your config contains other information needed to load the layer's state, you should override this method.

compute_mask

compute_mask(
    inputs, mask=None
)

Computes an output mask tensor.

compute_output_shape

View source

compute_output_shape(
    input_shape
)

Computes the output shape of the layer.

count_params

count_params()

Count the total number of scalars composing the weights.

from_config

View source

@classmethod
from_config(
    config
)

Creates a layer from its config.

This method is the reverse of get_config, capable of instantiating the same layer from the config dictionary.

get_build_config

get_build_config()

Returns a dictionary with the layer's input shape.

This method returns a config dict that can be used by build_from_config(config) to create all states (e.g. Variables and Lookup tables) needed by the layer.

By default, the config only contains the input shape that the layer was built with. If you're writing a custom layer that creates state in an unusual way, you should override this method to make sure this state is already created when Keras attempts to load its value upon model loading.

get_config

View source

get_config()

Returns the config of the layer.

A layer config is a Python dictionary (serializable) containing the configuration of a layer. The same layer can be reinstantiated later (without its trained weights) from this configuration.

get_weights

get_weights()

Returns the current weights of the layer, as NumPy arrays.

The weights of a layer represent the state of the layer. This function returns both trainable and non-trainable weight values associated with this layer as a list of NumPy arrays, which can in turn be used to load state into similarly parameterized layers.

For example, a Dense layer returns a list of two values: the kernel matrix and the bias vector. These can be used to set the weights of another Dense layer:

layer_a = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(1.))
a_out = layer_a(tf.convert_to_tensor([[1., 2., 3.]]))
layer_a.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]
layer_b = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(2.))
b_out = layer_b(tf.convert_to_tensor([[10., 20., 30.]]))
layer_b.get_weights()
[array([[2.],
       [2.],
       [2.]], dtype=float32), array([0.], dtype=float32)]
layer_b.set_weights(layer_a.get_weights())
layer_b.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]

load_own_variables

load_own_variables(
    store
)

Loads the state of the layer.

You can override this method to take full control of how the state of the layer is loaded upon calling keras.models.load_model().

save_own_variables

save_own_variables(
    store
)

Saves the state of the layer.

You can override this method to take full control of how the state of the layer is saved upon calling model.save().

set_weights

set_weights(
    weights
)

Sets the weights of the layer, from NumPy arrays.

The weights of a layer represent the state of the layer. This function sets the weight values from numpy arrays. The weight values should be passed in the order they are created by the layer. Note that the layer's weights must be instantiated before calling this function, by calling the layer.

For example, a Dense layer returns a list of two values: the kernel matrix and the bias vector. These can be used to set the weights of another Dense layer:

layer_a = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(1.))
a_out = layer_a(tf.convert_to_tensor([[1., 2., 3.]]))
layer_a.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]
layer_b = tf.keras.layers.Dense(1,
  kernel_initializer=tf.constant_initializer(2.))
b_out = layer_b(tf.convert_to_tensor([[10., 20., 30.]]))
layer_b.get_weights()
[array([[2.],
       [2.],
       [2.]], dtype=float32), array([0.], dtype=float32)]
layer_b.set_weights(layer_a.get_weights())
layer_b.get_weights()
[array([[1.],
       [1.],
       [1.]], dtype=float32), array([0.], dtype=float32)]

with_name_scope

@classmethod
with_name_scope(
    method
)

Decorator to automatically enter the module name scope.

class MyModule(tf.Module):
  @tf.Module.with_name_scope
  def __call__(self, x):
    if not hasattr(self, 'w'):
      self.w = tf.Variable(tf.random.normal([x.shape[1], 3]))
    return tf.matmul(x, self.w)

Using the above module would produce tf.Variables and tf.Tensors whose names included the module name:

mod = MyModule()
mod(tf.ones([1, 2]))
<tf.Tensor: shape=(1, 3), dtype=float32, numpy=..., dtype=float32)>
mod.w
<tf.Variable 'my_module/Variable:0' shape=(2, 3) dtype=float32,
numpy=..., dtype=float32)>

__call__

__call__(
    *args, **kwargs
)

Wraps call, applying pre- and post-processing steps.