MLP in tensorflow for regression… not converging

Hello it is my first time working with tensorflow, i try to adapt the example here TensorFlow-Examples to use this code for regression problems with boston database. Basically, i only change the cost function ,the database, the inputs number, and the target number but when i run the MPL doesn't converge (i use a very low rate). I test it with Adam Optimization and descend gradient optimization but i have the same behavior. I appreciate your suggestions and ideas...!!!

Observation: When i ran this program without the modifications described above, the cost function value always decrease.

Here the evolution when i run the model, the cost function oscillated even with a very low learning rate.In the worst case, i hope the model converge in a value, for example the epoch 944 shows a value 0.2267548 if not other better value is find then this value must stay until the optimization is finished.

Epoch: 0942 cost= 0.445707272

Epoch: 0943 cost= 0.389314095

Epoch: 0944 cost= 0.226754842

Epoch: 0945 cost= 0.404150135

Epoch: 0946 cost= 0.382190095

Epoch: 0947 cost= 0.897880572

Epoch: 0948 cost= 0.481954243

Epoch: 0949 cost= 0.269408980

Epoch: 0950 cost= 0.427961614

Epoch: 0951 cost= 1.206053280

Epoch: 0952 cost= 0.834200084

from __future__ import print_function

# Import MNIST data
#from tensorflow.examples.tutorials.mnist import input_data
#mnist = input_data.read_data_sets("/tmp/data/", one_hot=True)

import tensorflow as tf
import  ToolInputData as input_data

ALL_DATA_FILE_NAME = "boston_normalized.csv"



##Load complete database, then this database is splitted in training,   validation and test set
completedDatabase = input_data.Databases(databaseFileName=ALL_DATA_FILE_NAME,     targetLabel="MEDV", trainPercentage=0.70, valPercentage=0.20, testPercentage=0.10,
                  randomState=42, inputdataShuffle=True, batchDataShuffle=True)


# Parameters
learning_rate = 0.0001
training_epochs = 1000
batch_size = 5
display_step = 1

# Network Parameters
n_hidden_1 = 10 # 1st layer number of neurons
n_hidden_2 = 10 # 2nd layer number of neurons

n_input = 13 # number of features of my database
n_classes = 1 # one target value (float)

# tf Graph input
x = tf.placeholder("float", [None, n_input])
y = tf.placeholder("float", [None, n_classes])


# Create model
def multilayer_perceptron(x, weights, biases):
    # Hidden layer with RELU activation
    layer_1 = tf.add(tf.matmul(x, weights['h1']), biases['b1'])
    layer_1 = tf.nn.relu(layer_1)
    # Hidden layer with RELU activation
    layer_2 = tf.add(tf.matmul(layer_1, weights['h2']), biases['b2'])
    layer_2 = tf.nn.relu(layer_2)
    # Output layer with linear activation
    out_layer = tf.matmul(layer_2, weights['out']) + biases['out']
   return out_layer

# Store layers weight & bias
weights = {
    'h1': tf.Variable(tf.random_normal([n_input, n_hidden_1])),
    'h2': tf.Variable(tf.random_normal([n_hidden_1, n_hidden_2])),
    'out': tf.Variable(tf.random_normal([n_hidden_2, n_classes]))
}
biases = {
    'b1': tf.Variable(tf.random_normal([n_hidden_1])),
    'b2': tf.Variable(tf.random_normal([n_hidden_2])),
    'out': tf.Variable(tf.random_normal([n_classes]))
}

# Construct model
pred = multilayer_perceptron(x, weights, biases)

# Define loss and optimizer
cost = tf.reduce_mean(tf.square(pred-y))
#cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(pred, y))
optimizer =  tf.train.AdamOptimizer(learning_rate=learning_rate).minimize(cost)

# Initializing the variables
init = tf.initialize_all_variables()

# Launch the graph
with tf.Session() as sess:
    sess.run(init)

    # Training cycle
    for epoch in range(training_epochs):
        avg_cost = 0.
        total_batch = int(completedDatabase.train.num_examples/batch_size)
        # Loop over all batches
        for i in range(total_batch):
            batch_x, batch_y = completedDatabase.train.next_batch(batch_size)
            # Run optimization op (backprop) and cost op (to get loss value)
            _, c = sess.run([optimizer, cost], feed_dict={x: batch_x,
                                                      y: batch_y})
            # Compute average loss
            avg_cost += c / total_batch
        # Display logs per epoch step
        if epoch % display_step == 0:
            print("Epoch:", '%04d' % (epoch+1), "cost=", \
                "{:.9f}".format(avg_cost))
    print("Optimization Finished!")

回答1:

A couple of points.

Your model is quite shallow being only two layers. Granted you'll need more data to train a larger model so I don't know how much data you have in the Boston data set.

What are your labels? That would better inform whether squared error is better for your model.

Also your learning rate is quite low.

回答2:

You stated that your labels are in the range [0,1], but I cannot see that the predictions are in the same range. In order to make them comparable to the labels, you should transform them to the same range before returning, for example using the sigmoid function:

out_layer = tf.matmul(...)
out = tf.sigmoid(out_layer)
return out

Maybe this fixes the problem with the stability. You might also want to increase the batch size a bit, for example 20 examples per batch. If this improves the performance, you can probably increase the learning rate a bit.