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  • 误差计算

    Outline

    • MSE

    • Cross Entropy Loss

    • Hinge Loss

    MSE

    • (loss = frac{1}{N}sum(y-out)^2)

    • (L_{2-norm} = sqrt{sum(y-out)})

    import tensorflow as tf
    
    y = tf.constant([1, 2, 3, 0, 2])
    y = tf.one_hot(y, depth=4)  # max_label=3种
    y = tf.cast(y, dtype=tf.float32)
    
    out = tf.random.normal([5, 4])
    out
    
    <tf.Tensor: id=117, shape=(5, 4), dtype=float32, numpy=
    array([[ 0.8138832 , -1.1521571 ,  0.05197939,  2.3684442 ],
           [ 0.28827545, -0.35568208, -0.3952962 , -1.2576817 ],
           [-0.4354525 , -1.9914867 ,  0.37045303, -0.38287213],
           [-0.7680094 , -0.98293644,  0.62572837, -0.5673917 ],
           [ 1.5299634 ,  0.38036177, -0.28049606, -0.708137  ]],
          dtype=float32)>
    
    loss1 = tf.reduce_mean(tf.square(y - out))
    loss1
    
    <tf.Tensor: id=122, shape=(), dtype=float32, numpy=1.5140966>
    
    loss2 = tf.square(tf.norm(y - out)) / (5 * 4)
    loss2
    
    <tf.Tensor: id=99, shape=(), dtype=float32, numpy=1.3962512>
    
    loss3 = tf.reduce_mean(tf.losses.MSE(y, out))
    loss3
    
    <tf.Tensor: id=105, shape=(), dtype=float32, numpy=1.3962513>
    

    Entropy

    • Uncertainty

    • measure of surprise

    • lower entropy --> more info.

    [ ext{Entropy} = -sum_{i}P(i)log\,P(i) ]

    a = tf.fill([4], 0.25)
    a * tf.math.log(a) / tf.math.log(2.)
    
    <tf.Tensor: id=134, shape=(4,), dtype=float32, numpy=array([-0.5, -0.5, -0.5, -0.5], dtype=float32)>
    
    -tf.reduce_sum(a * tf.math.log(a) / tf.math.log(2.))
    
    <tf.Tensor: id=143, shape=(), dtype=float32, numpy=2.0>
    
    a = tf.constant([0.1, 0.1, 0.1, 0.7])
    -tf.reduce_sum(a * tf.math.log(a) / tf.math.log(2.))
    
    <tf.Tensor: id=157, shape=(), dtype=float32, numpy=1.3567797>
    
    a = tf.constant([0.01, 0.01, 0.01, 0.97])
    -tf.reduce_sum(a * tf.math.log(a) / tf.math.log(2.))
    
    <tf.Tensor: id=167, shape=(), dtype=float32, numpy=0.24194068>
    

    Cross Entropy

    [H(p,q) = -sum{p(x)log\,q(x)} \ H(p,q) = H(p) + D_{KL}(p|q) ]

    • for p = q

      • Minima: H(p,q) = H(p)
    • for P: one-hot encodint

      • (h(p:[0,1,0]) = -1log\,1=0)
      • (H([0,1,0],[p_0,p_1,p_2]) = 0 + D_{KL}(p|q) = -1log\,q_1) # p,q即真实值和预测值相等的话交叉熵为0

    Binary Classification

    • Two cases(第二种格式只需要输出一种情况,节省计算,无意义)

    Single output

    [H(P,Q) = -P(cat)log\,Q(cat) - (1-P(cat))log\,(1-Q(cat)) \ P(dog) = (1-P(cat)) \ ]

    [egin{aligned} H(P,Q) & = -sum_{i=(cat,dog)}P(i)log\,Q(i)\ & = -P(cat)log\,Q(cat) - P(dog)log\,Q(dog)-(ylog(p)+(1-y)log\,(1-p)) end{aligned} ]

    Classification

    • (H([0,1,0],[p_0,p_1,p_2])=0+D_{KL}(p|q) = -1log\,q_1)

    [egin{aligned} & P_1 = [1,0,0,0,0]\ & Q_1=[0.4,0.3,0.05,0.05,0.2] end{aligned} ]

    [egin{aligned} H(P_1,Q_1) & = -sum{P_1(i)}log\,Q_1(i) \ & = -(1log\,0.4+0log\,0.3+0log\,0.05+0log\,0.05+0log\,0.2) \ & =-log\,0.4 \ & approx{0.916} end{aligned} ]

    [egin{aligned} & P_1 = [1,0,0,0,0]\ & Q_1=[0.98,0.01,0,0,0.01] end{aligned} ]

    [egin{aligned} H(P_1,Q_1) & = -sum{P_1(i)}log\,Q_1(i) \ & =-log\,0.98 \ & approx{0.02} end{aligned} ]

    tf.losses.categorical_crossentropy([0, 1, 0, 0], [0.25, 0.25, 0.25, 0.25])
    
    <tf.Tensor: id=186, shape=(), dtype=float32, numpy=1.3862944>
    
    tf.losses.categorical_crossentropy([0, 1, 0, 0], [0.1, 0.1, 0.8, 0.1])
    
    <tf.Tensor: id=205, shape=(), dtype=float32, numpy=2.3978953>
    
    tf.losses.categorical_crossentropy([0, 1, 0, 0], [0.1, 0.7, 0.1, 0.1])
    
    <tf.Tensor: id=243, shape=(), dtype=float32, numpy=0.35667497>
    
    tf.losses.categorical_crossentropy([0, 1, 0, 0], [0.01, 0.97, 0.01, 0.01])
    
    <tf.Tensor: id=262, shape=(), dtype=float32, numpy=0.030459179>
    
    tf.losses.BinaryCrossentropy()([1],[0.1])
    
    <tf.Tensor: id=306, shape=(), dtype=float32, numpy=2.3025842>
    
    tf.losses.binary_crossentropy([1],[0.1])
    
    <tf.Tensor: id=333, shape=(), dtype=float32, numpy=2.3025842>
    

    Why not MSE?

    • sigmoid + MSE

      • gradient vanish
    • converge slower

    • However

      • e.g. meta-learning

    logits-->CrossEntropy

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  • 原文地址:https://www.cnblogs.com/nickchen121/p/10901445.html
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