I want to set the same weight for parts of positive samples. However,tf.nn.weighted_cross_entropy_with_logits
can only set the weight for all positive samples in my opinion.
for example, in the ctr predicition, I want set 10 weights for the order samples, and the weight of click samples and the unclick sample is still 1.
Here is my unweighted code
def my_model(features, labels, mode, params):
net = tf.feature_column.input_layer(features, params['feature_columns'])
for units in params['hidden_units']:
net = tf.layers.dense(net, units=units, activation=params["activation"])
logits = tf.layers.dense(net, params['n_classes'], activation=None)
predicted_classes = tf.argmax(logits, 1)
if mode == tf.estimator.ModeKeys.PREDICT:
predictions = {
'class_ids': predicted_classes, #predicted_classes[:, tf.newaxis],
'probabilities': tf.nn.softmax(logits),
'logits': logits,
}
return tf.estimator.EstimatorSpec(mode, predictions=predictions)
loss = tf.losses.sparse_softmax_cross_entropy(labels=labels, logits=logits)
metrics = {'auc': tf.metrics.auc(labels=labels, predictions=tf.nn.softmax(logits)[:,1])}
if mode == tf.estimator.ModeKeys.EVAL:
return tf.estimator.EstimatorSpec(mode, loss=loss, eval_metric_ops=metrics)
assert mode == tf.estimator.ModeKeys.TRAIN
optimizer = tf.train.AdagradOptimizer(learning_rate=0.1)
train_op = optimizer.minimize(loss, global_step=tf.train.get_global_step())
return tf.estimator.EstimatorSpec(mode, loss=loss, train_op=train_op)
Train
train_input_fn = tf.estimator.inputs.pandas_input_fn(x=data_train, y=data_train_click, batch_size = 1024, num_epochs=1, shuffle=False)
classifier.train(input_fn=train_input_fn)
Here data_train_click
is a Series, which the click samples are 1 and the unclicked samples are 0. And I have a Series named data_train_order
, which the order samples are 1 and the others are 0
The easiest way to do this is by using keras
https://keras.io/models/model/
The fit function has a sample_weight parameter.
You can weigh each samples differently by passing a weight parameter to the loss function which is a tensor of shape [batch_size] containing corresponding weights for each samples.