[learning torch] 4. Criterion (loss function)

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ref: http://rnduja.github.io/2015/10/05/deep_learning_with_torch_step_3_nn_criterions/
doc: https://github.com/torch/nn/blob/master/doc/criterion.md

Criterion: abstract class, given input and target(true label), a Criterion can compute the gradient according to a certain loss function.

Criterion class

important methods:

  • forward(input, target): compute the loss function, the input is usually the prediction/log-probability prediction of the network, target is the truth label of training data.
  • backward(input, target): compute gradient of the loss function.

subclasses of Criterion:

  • classification critierions: cross-entropy, neg loglikelihood, ...
  • regression criterions: MSE, Abs, KL divergence, ...
  • embedding criterions
  • misc criterions

Classification criterion examples

ClassNLLCriterion

negative log likelihood criterion

https://github.com/torch/nn/blob/master/doc/criterion.md#nn.ClassNLLCriterion

crt = nn.ClassNLLCriterion([weights])

optional argument weights is to assign class weights (1D tensor), which is useful for unbalanced dataset.

For NLL criterion, the input given through a forward(input, target) is expected to be the log-probabilities of each class. The target is expected to be a class index (1 to n).

The probabilities of each class can be computed by applying softmax on logits, the log-proba is just to take the log of the probabilities. Can use directly logsoftmax layer to achieve this (ex. add nn.LogSoftMax as last layer of a sequential container).

If the input x is log-proba of each class, the loss is just:

loss = forward(x, target) = -x[target_class]

CrossEntropyCriterion

https://github.com/torch/nn/blob/master/doc/criterion.md#nn.CrossEntropyCriterion

This combines a logsoftmax and a NLLcriterion, so the input is expected to be logits (scores)

MarginCriterion

https://github.com/torch/nn/blob/master/doc/criterion.md#margincriterion

computes hinge loss of binary classification problem.

input x is expected to be svm scores, target y is expected to be ±1 labels.

Regression criterion examples

MSECriterion

https://github.com/torch/nn/blob/master/doc/criterion.md#nn.MSECriterion

criterion = nn.MSECriterion()

the loss is just MSE, input and target both have n elements:

loss = forward(x,y) = sum[ (xi-yi)^2 ] / n

AbsCriterion

L1 distance between x and y.

DistKLDivCriterion

KL divergence for class probabilities

A Complete Example

updating function

First write a function for grad-desc updating for a model, input to the model is x, truth label is y.

    function gradientUpdate(model, x, y, criterion, learningRate)  
        local pred = model:forward(x) -- assumes pred is what criterion expects as input  
        local loss = criterion:forward(pred, y)  
        model:zeroGradParameters()  
        local grad_cri = criterion:backward(pred, y)  
        model:backward(x, grad_cri)  
        model:updateParameters(learningRate)  
    end  

This function implements an update step, given a training sample (x,y):

  1. the model computes its output by model:forward(x)
  2. criterion takes model's output, and computes loss bycriterion:forward(pred, y), note: the output of model shall be what criterion expects, e.g. pred=log-class-proba for NLL criterion.
  3. criterion gives the gradient of loss function wrt the model output by cri:backward(pred, y)
  4. model computes the gradient of its parameters using the gradient from criterion by model:backward(x, grad_cri)
  5. the model do a gradient descent step to modify its parameters by model:updateParameters(learningRate)

This is the function that we should pass to an optimizer.

model, criterion and data

  • the model is just a linear layer (5 inputs, 1 output ), output = Ax+b

lua model = nn.Sequential() model:add(nn.Linear(5,1))

  • the criterion is just hinge loss:

criterion = nn.MarginCriterion(1)

  • For the data, just use 2 datapoints:

lua x1 = torch.rand(5) y1 = torch.Tensor({1}) x2 = torch.rand(5) y2 = torch.Tensor({-1})

training

To train the model, we run the update funcion on the data points 1000 times (epochs):

lua for i = 1,1000 do gradientUpdate(model, x1, y1, criterion, 0.01) gradientUpdate(model, x1, y1, criterion, 0.01) end

evaluating

to see the prediciton, just use model:forward(x)

lua print('prediction for x1='..model:forward(x1)[1]..' expected value='..y1[1]) print('prediction for x2='..model:forward(x2)[1]..' expected value='..y2[1])

to see loss, use criterion:forward(model_out, y)

lua print('loss after training for x1 = ' .. criterion:forward(model:forward(x1), y1)) print('loss after training for x2 = ' .. criterion:forward(model:forward(x2), y2))

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