How convert this Pytorch loss function to Tensorflow?-CodePudding

This Code for a paper I read had a loss function written using Pytorch, I tried to convert it as best as I could but am getting all Zero's as model predictions, so would like to ask the following:

Are the methods I used the correct equivalent in Tensorflow?
Why is the model predicting only Zero's?

Here is the function:

#Pytorch

class AdjMSELoss1(nn.Module):
def __init__(self):
    super(AdjMSELoss1, self).__init__()
            
def forward(self, outputs, labels):
    outputs = torch.squeeze(outputs)
    alpha = 2
    loss = (outputs - labels)**2
    adj = torch.mul(outputs, labels)
    adj[adj>0] = 1 / alpha
    adj[adj<0] = alpha
    loss = loss * adj
    return torch.mean(loss)

#Tensorflow

def custom_loss_function(outputs,labels):
    outputs = tf.squeeze(outputs)
    alpha = 2.0
    loss = (outputs - labels) ** 2.0
    adj = tf.math.multiply(outputs,labels)

    adj = tf.where(tf.greater(adj, 0.0), tf.constant(1/alpha), adj)
    adj = tf.where(tf.less(adj, 0.0), tf.constant(alpha), adj)

    loss = loss * adj

    return  tf.reduce_mean(loss)

The function compiles correctly and is being used in the loss and metric parameters, it is outputing results in metrics logs that appear to be correct (Similar to val_loss) but the output of the model after running is just predicting all 0's

 model.compile(
        loss= custom_loss_function, 
        optimizer=optimization,
        metrics = [custom_loss_function]
    )

MODEL

#Simplified for readability
model = Sequential()
model.add(LSTM(32,input_shape=(SEQ_LEN,feature_number),return_sequences=True,))
model.add(Dropout(0.3))
model.add(LSTM(96, return_sequences = False))
model.add(Dropout(0.3))
model.add(Dense(1))

return model

Inputs/Features are pct_change Price for the previous SEQ_LEN days. (Given SEQ_LEN days tries to predict next day: Target)

Outputs/Targets are the next day's price pct_change * 100 (Ex: 5 for 5%). (1 value per row)

Note: The model predicts normally when RMSE() is set as the loss function, as mentioned when using the custom_loss_function above it's just predicting Zero's

CodePudding user response：

Try this custom_loss:

def custom_loss(y_pred, y_true):
    alpha = 2.0
    loss = (y_pred - y_true) ** 2.0
    adj = tf.math.multiply(y_pred,y_true)
    adj = tf.where(tf.greater(adj, 0.0), tf.constant(1/alpha), adj)
    adj = tf.where(tf.less(adj, 0.0), tf.constant(alpha), adj)
    loss = loss * adj
    return  tf.reduce_mean(loss)

I check with the below code and work correctly (Code for creating a model for learning and predicting the sum of two variables with the custom_loss):

from keras.models import Sequential 
from keras.layers import Dense
import tensorflow as tf
import numpy as np 

x = np.random.rand(1000,2)
y = x.sum(axis=1)
y = y.reshape(-1,1)

def custom_loss(y_pred, y_true):
    alpha = 2.0
    loss = (y_pred - y_true) ** 2.0
    adj = tf.math.multiply(y_pred,y_true)
    adj = tf.where(tf.greater(adj, 0.0), tf.constant(1/alpha), adj)
    adj = tf.where(tf.less(adj, 0.0), tf.constant(alpha), adj)
    loss = loss * adj
    return  tf.reduce_mean(loss)

model = Sequential()
model.add(Dense(128, activation='relu', input_dim=2)) 
model.add(Dense(64, activation='relu')) 
model.add(Dense(32, activation='relu')) 
model.add(Dense(16, activation='relu')) 
model.add(Dense(1,)) 

model.compile(optimizer='adam', loss=custom_loss) 
model.fit(x, y, epochs=200, batch_size=16)

for _ in range(10):
    rnd_num = np.random.randint(50, size=2)[None, :]
    pred_add = model.predict(rnd_num)
    print(f'predict sum of {rnd_num[0]} -> {pred_add}')

Output:

Epoch 1/200
63/63 [==============================] - 1s 2ms/step - loss: 0.2903
Epoch 2/200
63/63 [==============================] - 0s 2ms/step - loss: 0.0084
Epoch 3/200
63/63 [==============================] - 0s 2ms/step - loss: 0.0016
...
Epoch 198/200
63/63 [==============================] - 0s 2ms/step - loss: 3.3231e-07
Epoch 199/200
63/63 [==============================] - 0s 2ms/step - loss: 5.1004e-07
Epoch 200/200
63/63 [==============================] - 0s 2ms/step - loss: 9.8688e-08

predict sum of [43 44] -> [[82.81973]]
predict sum of [39 13] -> [[48.97299]]
predict sum of [36 46] -> [[78.05187]]
predict sum of [46  7] -> [[49.445843]]
predict sum of [35 11] -> [[43.311478]]
predict sum of [33  1] -> [[31.695848]]
predict sum of [6 8] -> [[13.433815]]
predict sum of [14 38] -> [[49.54941]]
predict sum of [ 1 40] -> [[39.709686]]
predict sum of [10  2] -> [[11.325197]]