您可以编写自定义损失函数并临时用零替换缺失值。然后在计算交叉熵损失后,用零替换标签丢失的地方的损失值。
import numpy as np
import tensorflow as tf
tf.enable_eager_execution()
def missing_values_cross_entropy_loss(y_true, y_pred):
# We're adding a small epsilon value to prevent computing logarithm of 0 (consider y_hat == 0.0 or y_hat == 1.0).
epsilon = tf.constant(1.0e-30, dtype=np.float32)
# Check that there are no NaN values in predictions (neural network shouldn't output NaNs).
y_pred = tf.debugging.assert_all_finite(y_pred, 'y_pred contains NaN')
# Temporarily replace missing values with zeroes, storing the missing values mask for later.
y_true_not_nan_mask = tf.logical_not(tf.math.is_nan(y_true))
y_true_nan_replaced = tf.where(tf.math.is_nan(y_true), tf.zeros_like(y_true), y_true)
# Cross entropy, but split into multiple lines for readability:
# y * log(y_hat)
positive_predictions_cross_entropy = y_true_nan_replaced * tf.math.log(y_pred + epsilon)
# (1 - y) * log(1 - y_hat)
negative_predictions_cross_entropy = (1.0 - y_true_nan_replaced) * tf.math.log(1.0 - y_pred + epsilon)
# c(y, y_hat) = -(y * log(y_hat) + (1 - y) * log(1 - y_hat))
cross_entropy_loss = -(positive_predictions_cross_entropy + negative_predictions_cross_entropy)
# Use the missing values mask for replacing loss values in places in which the label was missing with zeroes.
# (y_true_not_nan_mask is a boolean which when casted to float will take values of 0.0 or 1.0)
cross_entropy_loss_discarded_nan_labels = cross_entropy_loss * tf.cast(y_true_not_nan_mask, tf.float32)
mean_loss_per_row = tf.reduce_mean(cross_entropy_loss_discarded_nan_labels, axis=1)
mean_loss = tf.reduce_mean(mean_loss_per_row)
return mean_loss
y_true = tf.constant([
[0, 1, np.nan, 0],
[0, 1, 1, 0],
[np.nan, 1, np.nan, 0],
[1, 1, 0, np.nan],
])
y_pred = tf.constant([
[0.1, 0.7, 0.1, 0.3],
[0.2, 0.6, 0.1, 0],
[0.1, 0.9, 0.3, 0.2],
[0.1, 0.4, 0.4, 0.2],
])
loss = weighted_cross_entropy_loss(y_true, y_pred)
# Extract value from EagerTensor.
print(loss.numpy())
输出:
0.4945919
编译文档中指定的 keras 模型时使用损失函数:
model.compile(loss=missing_values_cross_entropy_loss, optimizer='sgd')