Tensorflow 2.0 Custom loss function with multiple inputs

Question

I am trying to optimize a model with the following two loss functions

def loss_1(pred, weights, logits):
    weighted_sparse_ce = kls.SparseCategoricalCrossentro         


        

Answer 1

In tf 1.x we have tf.nn.weighted_cross_entropy_with_logits function which allows us trade off recall and precision by adding extra positive weights for each class. In multi-label classification, it should be a (N,) tensor or numpy array. However, in tf 2.0, I haven't found similar loss functions yet, so I wrote my own loss function with extra arguments pos_w_arr.

from tensorflow.keras.backend import epsilon

def pos_w_loss(pos_w_arr):
    """
    Define positive weighted loss function
    """
    def fn(y_true, y_pred):
        _epsilon = tf.convert_to_tensor(epsilon(), dtype=y_pred.dtype.base_dtype)
        _y_pred = tf.clip_by_value(y_pred, _epsilon, 1. - _epsilon)
        cost = tf.multiply(tf.multiply(y_true, tf.math.log(
            _y_pred)), pos_w_arr)+tf.multiply((1-y_true), tf.math.log(1-_y_pred))
        return -tf.reduce_mean(cost)
    return fn

Not sure what do you mean it wouldn't work when using eager tensors or numpy array as inputs though. Please correct me if I'm wrong.

Answer 2

This problem can be easily solved using custom training in TF2. You need only compute your two-component loss function within a GradientTape context and then call an optimizer with the produced gradients. For example, you could create a function custom_loss which computes both losses given the arguments to each:

def custom_loss(model, loss1_args, loss2_args):
  # model: tf.model.Keras
  # loss1_args: arguments to loss_1, as tuple.
  # loss2_args: arguments to loss_2, as tuple.
  with tf.GradientTape() as tape:
    l1_value = loss_1(*loss1_args)
    l2_value = loss_2(*loss2_args)
    loss_value = [l1_value, l2_value]
  return loss_value, tape.gradient(loss_value, model.trainable_variables)

# In training loop:
loss_values, grads = custom_loss(model, loss1_args, loss2_args)
optimizer.apply_gradients(zip(grads, model.trainable_variables))

In this way, each loss function can take an arbitrary number of eager tensors, regardless of whether they are inputs or outputs to the model. The sets of arguments to each loss function need not be disjoint as shown in this example.

Answer 3

To expand on Jon's answer. In case you want to still have the benefits of a Keras Model you can expand the model class and write your own custom train_step:

from tensorflow.python.keras.engine import data_adapter

# custom loss function that takes two outputs of the model
# as input parameters which would otherwise not be possible
def custom_loss(gt, x, y):
    return tf.reduce_mean(x) + tf.reduce_mean(y)

class CustomModel(keras.Model):
    def compile(self, optimizer, my_loss):
        super().compile(optimizer)
        self.my_loss = my_loss

    def train_step(self, data):
        data = data_adapter.expand_1d(data)
        input_data, gt, sample_weight = data_adapter.unpack_x_y_sample_weight(data)

        with tf.GradientTape() as tape:
            y_pred = self(input_data, training=True)
            loss_value = self.my_loss(gt, y_pred[0], y_pred[1])

        grads = tape.gradient(loss_value, self.trainable_variables)
        self.optimizer.apply_gradients(zip(grads, self.trainable_variables))

        return {"loss_value": loss_value}

...

model = CustomModel(inputs=input_tensor0, outputs=[x, y])
model.compile(optimizer=tf.keras.optimizers.Adam(), my_loss=custom_loss)