HyperParameter Tuning

`keras.wrappers.scikit_learn`

Example adapted from: https://github.com/fchollet/keras/blob/master/examples/mnist_sklearn_wrapper.py

Problem:

Builds simple CNN models on MNIST and uses sklearn's GridSearchCV to find best model



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import numpy as np
np.random.seed(1337)  # for reproducibility



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from keras.datasets import mnist
from keras.models import Sequential
from keras.layers import Dense, Dropout, Activation, Flatten
from keras.layers import Conv2D, MaxPooling2D
from keras.utils import np_utils
from keras.wrappers.scikit_learn import KerasClassifier
from keras import backend as K



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from sklearn.model_selection import GridSearchCV

Data Preparation



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nb_classes = 10

# input image dimensions
img_rows, img_cols = 28, 28



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# load training data and do basic data normalization
(X_train, y_train), (X_test, y_test) = mnist.load_data()

if K.image_dim_ordering() == 'th':
    X_train = X_train.reshape(X_train.shape[0], 1, img_rows, img_cols)
    X_test = X_test.reshape(X_test.shape[0], 1, img_rows, img_cols)
    input_shape = (1, img_rows, img_cols)
else:
    X_train = X_train.reshape(X_train.shape[0], img_rows, img_cols, 1)
    X_test = X_test.reshape(X_test.shape[0], img_rows, img_cols, 1)
    input_shape = (img_rows, img_cols, 1)



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X_train = X_train.astype('float32')
X_test = X_test.astype('float32')
X_train /= 255
X_test /= 255

# convert class vectors to binary class matrices
y_train = np_utils.to_categorical(y_train, nb_classes)
y_test = np_utils.to_categorical(y_test, nb_classes)

Build Model



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def make_model(dense_layer_sizes, nb_filters, nb_conv, nb_pool):
    '''Creates model comprised of 2 convolutional layers followed by dense layers

    dense_layer_sizes: List of layer sizes. This list has one number for each layer
    nb_filters: Number of convolutional filters in each convolutional layer
    nb_conv: Convolutional kernel size
    nb_pool: Size of pooling area for max pooling
    '''

    model = Sequential()

    model.add(Conv2D(nb_filters, (nb_conv, nb_conv),
                     padding='valid', input_shape=input_shape))
    model.add(Activation('relu'))
    model.add(Conv2D(nb_filters, (nb_conv, nb_conv)))
    model.add(Activation('relu'))
    model.add(MaxPooling2D(pool_size=(nb_pool, nb_pool)))
    model.add(Dropout(0.25))

    model.add(Flatten())
    for layer_size in dense_layer_sizes:
        model.add(Dense(layer_size))
    model.add(Activation('relu'))
    model.add(Dropout(0.5))
    model.add(Dense(nb_classes))
    model.add(Activation('softmax'))

    model.compile(loss='categorical_crossentropy',
                  optimizer='adadelta',
                  metrics=['accuracy'])

    return model



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dense_size_candidates = [[32], [64], [32, 32], [64, 64]]
my_classifier = KerasClassifier(make_model, batch_size=32)

GridSearch HyperParameters



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validator = GridSearchCV(my_classifier,
                         param_grid={'dense_layer_sizes': dense_size_candidates,
                                     # nb_epoch is avail for tuning even when not
                                     # an argument to model building function
                                     'nb_epoch': [3, 6],
                                     'nb_filters': [8],
                                     'nb_conv': [3],
                                     'nb_pool': [2]},
                         scoring='neg_log_loss',
                         n_jobs=1)
validator.fit(X_train, y_train)



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print('The parameters of the best model are: ')
print(validator.best_params_)

# validator.best_estimator_ returns sklearn-wrapped version of best model.
# validator.best_estimator_.model returns the (unwrapped) keras model
best_model = validator.best_estimator_.model
metric_names = best_model.metrics_names
metric_values = best_model.evaluate(X_test, y_test)
for metric, value in zip(metric_names, metric_values):
    print(metric, ': ', value)



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