I\'m pretty new to Keras and I\'m trying to define my own metric. It calculates concordance index which is a measure for regression problems.
def cindex_scor
I used @Pedia code for 3D-tensors to compute Rank loss for multi label classification:
def rloss(y_true, y_pred):
g = tf.subtract(tf.expand_dims(y_pred[1], -1), y_pred[1])
g = tf.cast(g == 0.0, tf.float32) * 0.5 + tf.cast(g > 0.0, tf.float32)
f = tf.subtract(tf.expand_dims(y_true[1], -1), y_true[1]) > 0.0
f = tf.matrix_band_part(tf.cast(f, tf.float32), -1, 0)
g = tf.reduce_sum(tf.multiply(g, f))
f = tf.reduce_sum(f)
return tf.where(tf.equal(g, 0), 0.0, g/f)
model = Sequential()
model.add(Dense(label_length, activation='relu'))
model.add(Dense(label_length, activation='relu'))
model.add(Dense(label_length, activation='sigmoid'))
model.summary()
adgard = optimizers.Adagrad(lr=0.01, epsilon=1e-08, decay=0.0)
model.compile(loss='binary_crossentropy',
optimizer=adgard, metrics=[rloss])
model.fit(X_train, y_train,
batch_size=batch_size,
epochs=n_epoch,
validation_data=(X_test, y_test),
shuffle=True)