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Candidate Sampling 及TensorFlow中的实现

2018-07-03
Narcissus

Candidate Sampling

参考:https://www.tensorflow.org/extras/candidate_sampling.pdf

Why Candidate Sampling

“Exhaustive” training methods such as softmax and logistic regression require us to compute F(x, y) for every class y ∈ L for every training example. When L is very large, this can be prohibitively expensive.

“Candidate Sampling” training methods involve constructing a training task in which for each training example $(x_i,T_i)$ , we only need to evaluate $F(x, y)$ for a small set of candidate classes $C_i\subset L$ . Typically, the set of candidates $C_i$ is the union of the target classes with a randomly chosen sample of (other) classes $S_i\subset L$ .

The random choice of $S_i$ may or may not depend on $x_i$ and/or $T_i$.

Algorithms

candidate_sampling

一些表的的解释:

  1. $Q(y x)$是给定context $x$时,y(被采样到的集合里面的label)的概率或者expect count。如果采样的负样本都不重复,就是概率,否则,就是采样个数(expect count);
  2. 最后一列表示这个algorithm要近似的目标,因为都是采样部分负样本,无法完全准确的计算每个label的分数,只能近似。比如NCE用$F(x,y)-log(Q(y x))$来近似$log(P(y x))$。

Candidate Sampling in TensorFlow

Tensorflow实现了两种常用于word2vec的loss,sampled softmax和NCE,这两种loss本身可以用于任意分类问题(single-label or multi-label)。两个方法的目标是在分类的数量太大时,简化softmax计算,采取估算的方法得到softmax的值。

Intuitive explanation

  • NCE loss的直观想法:把多分类问题转化成二分类。

    之前计算softmax的时候class数量太大,NCE索性就把分类缩减为二分类问题。之前的问题是计算某个类的归一化概率是多少,二分类的问题是input和label正确匹配的概率是多少。二分类问题群众喜闻乐见,直接上logistic regression估算一下概率。

  • Sampled softmax则是只抽取一部分样本计算softmax。这个想法也很好理解,训练的时候我不需要特别精准的softmax归一化概率,我只需要一个粗略值做back propoagation就好了

此部分参考: https://www.zhihu.com/question/50043438/answer/254300443

Code View

首先我们来看看这两个loss的他们的核心代码_compute_sampled_logits:

def _compute_sampled_logits(weights,
                            biases,
                            labels,
                            inputs,
                            num_sampled,
                            num_classes,
                            num_true=1,
                            sampled_values=None,
                            subtract_log_q=True,
                            remove_accidental_hits=False,
                            partition_strategy="mod",
                            name=None,
                            seed=None):
  """Helper function for nce_loss and sampled_softmax_loss functions.

  Computes sampled output training logits and labels suitable for implementing
  e.g. noise-contrastive estimation (see nce_loss) or sampled softmax (see
  sampled_softmax_loss).

  Note: In the case where num_true > 1, we assign to each target class
  the target probability 1 / num_true so that the target probabilities
  sum to 1 per-example.

  Args:
    weights: A `Tensor` of shape `[num_classes, dim]`, or a list of `Tensor`
        objects whose concatenation along dimension 0 has shape
        `[num_classes, dim]`.  The (possibly-partitioned) class embeddings.
    biases: A `Tensor` of shape `[num_classes]`.  The (possibly-partitioned)
        class biases.
    labels: A `Tensor` of type `int64` and shape `[batch_size,
        num_true]`. The target classes.  Note that this format differs from
        the `labels` argument of `nn.softmax_cross_entropy_with_logits`.
    inputs: A `Tensor` of shape `[batch_size, dim]`.  The forward
        activations of the input network.
    num_sampled: An `int`.  The number of classes to randomly sample per batch.
    num_classes: An `int`. The number of possible classes.
    num_true: An `int`.  The number of target classes per training example.
    sampled_values: a tuple of (`sampled_candidates`, `true_expected_count`,
        `sampled_expected_count`) returned by a `*_candidate_sampler` function.
        (if None, we default to `log_uniform_candidate_sampler`)
    subtract_log_q: A `bool`.  whether to subtract the log expected count of
        the labels in the sample to get the logits of the true labels.
        Default is True.  Turn off for Negative Sampling.
    remove_accidental_hits:  A `bool`.  whether to remove "accidental hits"
        where a sampled class equals one of the target classes.  Default is
        False.
    partition_strategy: A string specifying the partitioning strategy, relevant
        if `len(weights) > 1`. Currently `"div"` and `"mod"` are supported.
        Default is `"mod"`. See `tf.nn.embedding_lookup` for more details.
    name: A name for the operation (optional).
    seed: random seed for candidate sampling. Default to None, which doesn't set
        the op-level random seed for candidate sampling.
  Returns:
    out_logits: `Tensor` object with shape
        `[batch_size, num_true + num_sampled]`, for passing to either
        `nn.sigmoid_cross_entropy_with_logits` (NCE) or
        `nn.softmax_cross_entropy_with_logits` (sampled softmax).
    out_labels: A Tensor object with the same shape as `out_logits`.
  """

  if isinstance(weights, variables.PartitionedVariable):
    weights = list(weights)
  if not isinstance(weights, list):
    weights = [weights]

  with ops.name_scope(name, "compute_sampled_logits",
                      weights + [biases, inputs, labels]):
    if labels.dtype != dtypes.int64:
      labels = math_ops.cast(labels, dtypes.int64)
    labels_flat = array_ops.reshape(labels, [-1])

    # Sample the negative labels.
    #   sampled shape: [num_sampled] tensor
    #   true_expected_count shape = [batch_size, 1] tensor
    #   sampled_expected_count shape = [num_sampled] tensor
    if sampled_values is None:
      sampled_values = candidate_sampling_ops.log_uniform_candidate_sampler(
          true_classes=labels,
          num_true=num_true,
          num_sampled=num_sampled,
          unique=True,
          range_max=num_classes,
          seed=seed)
    # NOTE: pylint cannot tell that 'sampled_values' is a sequence
    # pylint: disable=unpacking-non-sequence
    sampled, true_expected_count, sampled_expected_count = (
        array_ops.stop_gradient(s) for s in sampled_values)
    # pylint: enable=unpacking-non-sequence
    sampled = math_ops.cast(sampled, dtypes.int64)

    # labels_flat is a [batch_size * num_true] tensor
    # sampled is a [num_sampled] int tensor
    all_ids = array_ops.concat([labels_flat, sampled], 0)

    # Retrieve the true weights and the logits of the sampled weights.

    # weights shape is [num_classes, dim]
    all_w = embedding_ops.embedding_lookup(
        weights, all_ids, partition_strategy=partition_strategy)
    if all_w.dtype != inputs.dtype:
      all_w = math_ops.cast(all_w, inputs.dtype)

    # true_w shape is [batch_size * num_true, dim]
    true_w = array_ops.slice(all_w, [0, 0],
                             array_ops.stack(
                                 [array_ops.shape(labels_flat)[0], -1]))

    sampled_w = array_ops.slice(
        all_w, array_ops.stack([array_ops.shape(labels_flat)[0], 0]), [-1, -1])
    # inputs has shape [batch_size, dim]
    # sampled_w has shape [num_sampled, dim]
    # Apply X*W', which yields [batch_size, num_sampled]
    sampled_logits = math_ops.matmul(inputs, sampled_w, transpose_b=True)

    # Retrieve the true and sampled biases, compute the true logits, and
    # add the biases to the true and sampled logits.
    all_b = embedding_ops.embedding_lookup(
        biases, all_ids, partition_strategy=partition_strategy)
    if all_b.dtype != inputs.dtype:
      all_b = math_ops.cast(all_b, inputs.dtype)
    # true_b is a [batch_size * num_true] tensor
    # sampled_b is a [num_sampled] float tensor
    true_b = array_ops.slice(all_b, [0], array_ops.shape(labels_flat))
    sampled_b = array_ops.slice(all_b, array_ops.shape(labels_flat), [-1])

    # inputs shape is [batch_size, dim]
    # true_w shape is [batch_size * num_true, dim]
    # row_wise_dots is [batch_size, num_true, dim]
    dim = array_ops.shape(true_w)[1:2]
    new_true_w_shape = array_ops.concat([[-1, num_true], dim], 0)
    row_wise_dots = math_ops.multiply(
        array_ops.expand_dims(inputs, 1),
        array_ops.reshape(true_w, new_true_w_shape))
    # We want the row-wise dot plus biases which yields a
    # [batch_size, num_true] tensor of true_logits.
    dots_as_matrix = array_ops.reshape(row_wise_dots,
                                       array_ops.concat([[-1], dim], 0))
    true_logits = array_ops.reshape(_sum_rows(dots_as_matrix), [-1, num_true])
    true_b = array_ops.reshape(true_b, [-1, num_true])
    true_logits += true_b
    sampled_logits += sampled_b

    if remove_accidental_hits:
      acc_hits = candidate_sampling_ops.compute_accidental_hits(
          labels, sampled, num_true=num_true)
      acc_indices, acc_ids, acc_weights = acc_hits

      # This is how SparseToDense expects the indices.
      acc_indices_2d = array_ops.reshape(acc_indices, [-1, 1])
      acc_ids_2d_int32 = array_ops.reshape(
          math_ops.cast(acc_ids, dtypes.int32), [-1, 1])
      sparse_indices = array_ops.concat([acc_indices_2d, acc_ids_2d_int32], 1,
                                        "sparse_indices")
      # Create sampled_logits_shape = [batch_size, num_sampled]
      sampled_logits_shape = array_ops.concat(
          [array_ops.shape(labels)[:1],
           array_ops.expand_dims(num_sampled, 0)], 0)
      if sampled_logits.dtype != acc_weights.dtype:
        acc_weights = math_ops.cast(acc_weights, sampled_logits.dtype)
      sampled_logits += gen_sparse_ops.sparse_to_dense(
          sparse_indices,
          sampled_logits_shape,
          acc_weights,
          default_value=0.0,
          validate_indices=False)

    if subtract_log_q:
      # Subtract log of Q(l), prior probability that l appears in sampled.
      true_logits -= math_ops.log(true_expected_count)
      sampled_logits -= math_ops.log(sampled_expected_count)

    # Construct output logits and labels. The true labels/logits start at col 0.
    out_logits = array_ops.concat([true_logits, sampled_logits], 1)

    # true_logits is a float tensor, ones_like(true_logits) is a float
    # tensor of ones. We then divide by num_true to ensure the per-example
    # labels sum to 1.0, i.e. form a proper probability distribution.
    out_labels = array_ops.concat([
        array_ops.ones_like(true_logits) / num_true,
        array_ops.zeros_like(sampled_logits)
    ], 1)

    return out_logits, out_labels

其实这个函数就做了这么几件事:

  1. 采样:sampled_values如果为None,就是使用默认的采样方式 log_uniform_candidate_sampler。这个采样要求label list是按照频率降序排序的。
  2. 将positive labels和 negtive labels拼接起来,根据embedding_lookup去查找class labels的embedding表示;其实这个地方的weights和bias咱们是可以自己修改的,不一定是一组参数,可以是从模型得到的embedding。
  3. 根据label embedding和input进行matmul,得到logits,分别得到sample_logits和input_logits。注:其实input_logits的计算不是用matmul计算的,但是和matmul计算的结果是一样的。
  4. 去重。对采样样本正好是target label的样本的logits进行修改,由remove_accidental_hits变量标识是否去重。
  5. 减去log(Q)。

Differences between “sampled_softmax_loss” and “nce_loss”

其实两个loss的核心代码都是_compute_sampled_logits,但是在实现上不同的地方有两点:

  1. sampled_softmax_loss是有去重的,也就是remove_accidental_hits=True,但是nce_loss是不去重的,我们从上面的表也能看出来。
  2. sampled_softmax_loss采用的是softmax+CE,但是nce_loss采用的是sigmod+CE

再来看看两者实现:

sampled_softmax_loss

def sampled_softmax_loss(weights,
                         biases,
                         labels,
                         inputs,
                         num_sampled,
                         num_classes,
                         num_true=1,
                         sampled_values=None,
                         remove_accidental_hits=True,#去重
                         partition_strategy="mod",
                         name="sampled_softmax_loss",
                         seed=None):
  """Computes and returns the sampled softmax training loss.

  This is a faster way to train a softmax classifier over a huge number of
  classes.

  This operation is for training only.  It is generally an underestimate of
  the full softmax loss.

  A common use case is to use this method for training, and calculate the full
  softmax loss for evaluation or inference. In this case, you must set
  `partition_strategy="div"` for the two losses to be consistent, as in the
  following example:

  ```python
  if mode == "train":
    loss = tf.nn.sampled_softmax_loss(
        weights=weights,
        biases=biases,
        labels=labels,
        inputs=inputs,
        ...,
        partition_strategy="div")
  elif mode == "eval":
    logits = tf.matmul(inputs, tf.transpose(weights))
    logits = tf.nn.bias_add(logits, biases)
    labels_one_hot = tf.one_hot(labels, n_classes)
    loss = tf.nn.softmax_cross_entropy_with_logits(
        labels=labels_one_hot,
        logits=logits)
  ```

  See our [Candidate Sampling Algorithms Reference]
  (https://www.tensorflow.org/extras/candidate_sampling.pdf)

  Also see Section 3 of [Jean et al., 2014](http://arxiv.org/abs/1412.2007)
  ([pdf](http://arxiv.org/pdf/1412.2007.pdf)) for the math.

  Args:
    weights: A `Tensor` of shape `[num_classes, dim]`, or a list of `Tensor`
        objects whose concatenation along dimension 0 has shape
        [num_classes, dim].  The (possibly-sharded) class embeddings.
    biases: A `Tensor` of shape `[num_classes]`.  The class biases.
    labels: A `Tensor` of type `int64` and shape `[batch_size,
        num_true]`. The target classes.  Note that this format differs from
        the `labels` argument of `nn.softmax_cross_entropy_with_logits`.
    inputs: A `Tensor` of shape `[batch_size, dim]`.  The forward
        activations of the input network.
    num_sampled: An `int`.  The number of classes to randomly sample per batch.
    num_classes: An `int`. The number of possible classes.
    num_true: An `int`.  The number of target classes per training example.
    sampled_values: a tuple of (`sampled_candidates`, `true_expected_count`,
        `sampled_expected_count`) returned by a `*_candidate_sampler` function.
        (if None, we default to `log_uniform_candidate_sampler`)
    remove_accidental_hits:  A `bool`.  whether to remove "accidental hits"
        where a sampled class equals one of the target classes.  Default is
        True.
    partition_strategy: A string specifying the partitioning strategy, relevant
        if `len(weights) > 1`. Currently `"div"` and `"mod"` are supported.
        Default is `"mod"`. See `tf.nn.embedding_lookup` for more details.
    name: A name for the operation (optional).
    seed: random seed for candidate sampling. Default to None, which doesn't set
        the op-level random seed for candidate sampling.

  Returns:
    A `batch_size` 1-D tensor of per-example sampled softmax losses.

  """
  logits, labels = _compute_sampled_logits(
      weights=weights,
      biases=biases,
      labels=labels,
      inputs=inputs,
      num_sampled=num_sampled,
      num_classes=num_classes,
      num_true=num_true,
      sampled_values=sampled_values,
      subtract_log_q=True,
      remove_accidental_hits=remove_accidental_hits,
      partition_strategy=partition_strategy,
      name=name,
      seed=seed)
  labels = array_ops.stop_gradient(labels, name="labels_stop_gradient")
  sampled_losses = nn_ops.softmax_cross_entropy_with_logits_v2(
      labels=labels, logits=logits)
  # sampled_losses is a [batch_size] tensor.
  return sampled_losses

nce_loss

def nce_loss(weights,
             biases,
             labels,
             inputs,
             num_sampled,
             num_classes,
             num_true=1,
             sampled_values=None,
             remove_accidental_hits=False,#不去重
             partition_strategy="mod",
             name="nce_loss"):
  """Computes and returns the noise-contrastive estimation training loss.

  See [Noise-contrastive estimation: A new estimation principle for
  unnormalized statistical
  models](http://www.jmlr.org/proceedings/papers/v9/gutmann10a/gutmann10a.pdf).
  Also see our [Candidate Sampling Algorithms
  Reference](https://www.tensorflow.org/extras/candidate_sampling.pdf)

  A common use case is to use this method for training, and calculate the full
  sigmoid loss for evaluation or inference. In this case, you must set
  `partition_strategy="div"` for the two losses to be consistent, as in the
  following example:

  ```python
  if mode == "train":
    loss = tf.nn.nce_loss(
        weights=weights,
        biases=biases,
        labels=labels,
        inputs=inputs,
        ...,
        partition_strategy="div")
  elif mode == "eval":
    logits = tf.matmul(inputs, tf.transpose(weights))
    logits = tf.nn.bias_add(logits, biases)
    labels_one_hot = tf.one_hot(labels, n_classes)
    loss = tf.nn.sigmoid_cross_entropy_with_logits(
        labels=labels_one_hot,
        logits=logits)
    loss = tf.reduce_sum(loss, axis=1)
  ```

  Note: By default this uses a log-uniform (Zipfian) distribution for sampling,
  so your labels must be sorted in order of decreasing frequency to achieve
  good results.  For more details, see
  `tf.random.log_uniform_candidate_sampler`.

  Note: In the case where `num_true` > 1, we assign to each target class
  the target probability 1 / `num_true` so that the target probabilities
  sum to 1 per-example.

  Note: It would be useful to allow a variable number of target classes per
  example.  We hope to provide this functionality in a future release.
  For now, if you have a variable number of target classes, you can pad them
  out to a constant number by either repeating them or by padding
  with an otherwise unused class.

  Args:
    weights: A `Tensor` of shape `[num_classes, dim]`, or a list of `Tensor`
        objects whose concatenation along dimension 0 has shape
        [num_classes, dim].  The (possibly-partitioned) class embeddings.
    biases: A `Tensor` of shape `[num_classes]`.  The class biases.
    labels: A `Tensor` of type `int64` and shape `[batch_size,
        num_true]`. The target classes.
    inputs: A `Tensor` of shape `[batch_size, dim]`.  The forward
        activations of the input network.
    num_sampled: An `int`.  The number of negative classes to randomly sample
        per batch. This single sample of negative classes is evaluated for each
        element in the batch.
    num_classes: An `int`. The number of possible classes.
    num_true: An `int`.  The number of target classes per training example.
    sampled_values: a tuple of (`sampled_candidates`, `true_expected_count`,
        `sampled_expected_count`) returned by a `*_candidate_sampler` function.
        (if None, we default to `log_uniform_candidate_sampler`)
    remove_accidental_hits:  A `bool`.  Whether to remove "accidental hits"
        where a sampled class equals one of the target classes.  If set to
        `True`, this is a "Sampled Logistic" loss instead of NCE, and we are
        learning to generate log-odds instead of log probabilities.  See
        our [Candidate Sampling Algorithms Reference]
        (https://www.tensorflow.org/extras/candidate_sampling.pdf).
        Default is False.
    partition_strategy: A string specifying the partitioning strategy, relevant
        if `len(weights) > 1`. Currently `"div"` and `"mod"` are supported.
        Default is `"mod"`. See `tf.nn.embedding_lookup` for more details.
    name: A name for the operation (optional).

  Returns:
    A `batch_size` 1-D tensor of per-example NCE losses.
  """
  logits, labels = _compute_sampled_logits(
      weights=weights,
      biases=biases,
      labels=labels,
      inputs=inputs,
      num_sampled=num_sampled,
      num_classes=num_classes,
      num_true=num_true,
      sampled_values=sampled_values,
      subtract_log_q=True,
      remove_accidental_hits=remove_accidental_hits,
      partition_strategy=partition_strategy,
      name=name)
  sampled_losses = sigmoid_cross_entropy_with_logits(
      labels=labels, logits=logits, name="sampled_losses")
  # sampled_losses is batch_size x {true_loss, sampled_losses...}
  # We sum out true and sampled losses.
  return _sum_rows(sampled_losses)

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