我正在使用Kera的函数API创建一个人工神经网络(ANN)。链接到数据csv文件:https://github.com/dpintof/SPX_Options_ANN/blob/master/MLP3/call_df.csv。再现问题的代码的相关部分:
import pandas as pd
from sklearn.model_selection import train_test_split
from tensorflow import keras
import tensorflow as tf
from tensorflow.keras import layers
# Data
call_df = pd.read_csv("call_df.csv")
call_X_train, call_X_test, call_y_train, call_y_test = train_test_split(call_df.drop(["Option_Average_Price"],
axis = 1), call_df.Option_Average_Price, test_size = 0.01)
# Hyperparameters
n_hidden_layers = 2 # Number of hidden layers.
n_units = 128 # Number of neurons of the hidden layers.
# Create input layer
inputs = keras.Input(shape = (call_X_train.shape[1],))
x = layers.LeakyReLU(alpha = 1)(inputs)
"""
Function that creates a hidden layer by taking a tensor as input and applying a
modified ELU (MELU) activation function.
"""
def hl(tensor):
# Create custom MELU activation function
def melu(z):
return tf.cond(z > 0, lambda: ((z**2)/2 + 0.02*z) / (z - 2 + 1/0.49),
lambda: 0.49*(keras.activations.exponential(z)-1))
y = layers.Dense(n_units, activation = melu)(tensor)
return y
# Create hidden layers
for _ in range(n_hidden_layers):
x = hl(x)
# Create output layer
outputs = layers.Dense(1, activation = keras.activations.softplus)(x)
# Actually create the model
model = keras.Model(inputs=inputs, outputs=outputs)
# QUICK TEST
model.compile(loss = "mse", optimizer = keras.optimizers.Adam())
history = model.fit(call_X_train, call_y_train,
batch_size = 4096, epochs = 1,
validation_split = 0.01, verbose = 1)
这是我在执行model.fit(…)时遇到的错误(请注意,4096是我的批处理大小,128是隐藏层的神经元数):
InvalidArgumentError: The second input must be a scalar, but it has shape [4096,128]
[[{{node dense/cond/dense/BiasAdd/_5}}]] [Op:__inference_keras_scratch_graph_1074]
Function call stack:
keras_scratch_graph
我知道问题与自定义激活函数有关,因为如果我使用以下hl函数,程序运行正常:
def hl(tensor):
lr = layers.Dense(n_units, activation = layers.LeakyReLU())(tensor)
return lr
我在尝试这样定义melu(z)时遇到了相同的错误:
@tf.function
def melu(z):
if z > 0:
return ((z**2)/2 + 0.02*z) / (z - 2 + 1/0.49)
else:
return 0.49*(keras.activations.exponential(z)-1)
从How do you create a custom activation function with Keras?开始,我也尝试了以下方法,但没有成功:
def hl(tensor):
# Create custom MELU activation function
def melu(z):
return tf.cond(z > 0, lambda: ((z**2)/2 + 0.02*z) / (z - 2 + 1/0.49),
lambda: 0.49*(keras.activations.exponential(z)-1))
from keras.utils.generic_utils import get_custom_objects
get_custom_objects().update({'melu': layers.Activation(melu)})
x = layers.Dense(n_units)(tensor)
y = layers.Activation(melu)(x)
return y
发生此问题的原因是^{} 要求条件参数使用标量(而不是多维张量)。相反,您可以使用^{} 来应用条件元素
例如,您可以如下定义
melu
:注意:未测试
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