import os import csv from collections import defaultdict from glob import glob from datetime import datetime from multiprocessing import Manager, freeze_support, Process import numpy as np import scipy.stats from scipy.special import psi, polygamma from sklearn.metrics import roc_auc_score from sklearn.svm import OneClassSVM from sklearn.model_selection import ParameterGrid from sklearn.externals.joblib import Parallel, delayed from keras.models import Model, Input, Sequential from keras.layers import Dense, Dropout from keras.utils import to_categorical from utils import load_cifar10, load_cats_vs_dogs, load_fashion_mnist, load_cifar100 from utils import save_roc_pr_curve_data, get_class_name_from_index, get_channels_axis from transformations import Transformer from models.wide_residual_network import create_wide_residual_network from models.encoders_decoders import conv_encoder, conv_decoder from models import dsebm, dagmm, adgan import keras.backend as K RESULTS_DIR = '' def _transformations_experiment(dataset_load_fn, dataset_name, single_class_ind, gpu_q): gpu_to_use = gpu_q.get() os.environ["CUDA_VISIBLE_DEVICES"] = gpu_to_use (x_train, y_train), (x_test, y_test) = dataset_load_fn() if dataset_name in ['cats-vs-dogs']: transformer = Transformer(16, 16) n, k = (16, 8) else: transformer = Transformer(8, 8) n, k = (10, 4) mdl = create_wide_residual_network(x_train.shape[1:], transformer.n_transforms, n, k) mdl.compile('adam', 'categorical_crossentropy', ['acc']) x_train_task = x_train[y_train.flatten() == single_class_ind] transformations_inds = np.tile(np.arange(transformer.n_transforms), len(x_train_task)) x_train_task_transformed = transformer.transform_batch(np.repeat(x_train_task, transformer.n_transforms, axis=0), transformations_inds) batch_size = 128 mdl.fit(x=x_train_task_transformed, y=to_categorical(transformations_inds), batch_size=batch_size, epochs=int(np.ceil(200/transformer.n_transforms)) ) ################################################################################################# # simplified normality score ################################################################################################# # preds = np.zeros((len(x_test), transformer.n_transforms)) # for t in range(transformer.n_transforms): # preds[:, t] = mdl.predict(transformer.transform_batch(x_test, [t] * len(x_test)), # batch_size=batch_size)[:, t] # # labels = y_test.flatten() == single_class_ind # scores = preds.mean(axis=-1) ################################################################################################# def calc_approx_alpha_sum(observations): N = len(observations) f = np.mean(observations, axis=0) return (N * (len(f) - 1) * (-psi(1))) / ( N * np.sum(f * np.log(f)) - np.sum(f * np.sum(np.log(observations), axis=0))) def inv_psi(y, iters=5): # initial estimate cond = y >= -2.22 x = cond * (np.exp(y) + 0.5) + (1 - cond) * -1 / (y - psi(1)) for _ in range(iters): x = x - (psi(x) - y) / polygamma(1, x) return x def fixed_point_dirichlet_mle(alpha_init, log_p_hat, max_iter=1000): alpha_new = alpha_old = alpha_init for _ in range(max_iter): alpha_new = inv_psi(psi(np.sum(alpha_old)) + log_p_hat) if np.sqrt(np.sum((alpha_old - alpha_new) ** 2)) < 1e-9: break alpha_old = alpha_new return alpha_new def dirichlet_normality_score(alpha, p): return np.sum((alpha - 1) * np.log(p), axis=-1) scores = np.zeros((len(x_test),)) observed_data = x_train_task for t_ind in range(transformer.n_transforms): observed_dirichlet = mdl.predict(transformer.transform_batch(observed_data, [t_ind] * len(observed_data)), batch_size=1024) log_p_hat_train = np.log(observed_dirichlet).mean(axis=0) alpha_sum_approx = calc_approx_alpha_sum(observed_dirichlet) alpha_0 = observed_dirichlet.mean(axis=0) * alpha_sum_approx mle_alpha_t = fixed_point_dirichlet_mle(alpha_0, log_p_hat_train) x_test_p = mdl.predict(transformer.transform_batch(x_test, [t_ind] * len(x_test)), batch_size=1024) scores += dirichlet_normality_score(mle_alpha_t, x_test_p) scores /= transformer.n_transforms labels = y_test.flatten() == single_class_ind res_file_name = '{}_transformations_{}_{}.npz'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) res_file_path = os.path.join(RESULTS_DIR, dataset_name, res_file_name) save_roc_pr_curve_data(scores, labels, res_file_path) mdl_weights_name = '{}_transformations_{}_{}_weights.h5'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) mdl_weights_path = os.path.join(RESULTS_DIR, dataset_name, mdl_weights_name) mdl.save_weights(mdl_weights_path) gpu_q.put(gpu_to_use) def _train_ocsvm_and_score(params, xtrain, test_labels, xtest): return roc_auc_score(test_labels, OneClassSVM(**params).fit(xtrain).decision_function(xtest)) def _raw_ocsvm_experiment(dataset_load_fn, dataset_name, single_class_ind): (x_train, y_train), (x_test, y_test) = dataset_load_fn() x_train = x_train.reshape((len(x_train), -1)) x_test = x_test.reshape((len(x_test), -1)) x_train_task = x_train[y_train.flatten() == single_class_ind] if dataset_name in ['cats-vs-dogs']: # OC-SVM is quadratic on the number of examples, so subsample training set subsample_inds = np.random.choice(len(x_train_task), 5000, replace=False) x_train_task = x_train_task[subsample_inds] pg = ParameterGrid({'nu': np.linspace(0.1, 0.9, num=9), 'gamma': np.logspace(-7, 2, num=10, base=2)}) results = Parallel(n_jobs=6)( delayed(_train_ocsvm_and_score)(d, x_train_task, y_test.flatten() == single_class_ind, x_test) for d in pg) best_params, best_auc_score = max(zip(pg, results), key=lambda t: t[-1]) best_ocsvm = OneClassSVM(**best_params).fit(x_train_task) scores = best_ocsvm.decision_function(x_test) labels = y_test.flatten() == single_class_ind res_file_name = '{}_raw-oc-svm_{}_{}.npz'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) res_file_path = os.path.join(RESULTS_DIR, dataset_name, res_file_name) save_roc_pr_curve_data(scores, labels, res_file_path) def _cae_ocsvm_experiment(dataset_load_fn, dataset_name, single_class_ind, gpu_q): gpu_to_use = gpu_q.get() os.environ["CUDA_VISIBLE_DEVICES"] = gpu_to_use (x_train, y_train), (x_test, y_test) = dataset_load_fn() n_channels = x_train.shape[get_channels_axis()] input_side = x_train.shape[2] # channel side will always be at shape[2] enc = conv_encoder(input_side, n_channels) dec = conv_decoder(input_side, n_channels) x_in = Input(shape=x_train.shape[1:]) x_rec = dec(enc(x_in)) cae = Model(x_in, x_rec) cae.compile('adam', 'mse') x_train_task = x_train[y_train.flatten() == single_class_ind] x_test_task = x_test[y_test.flatten() == single_class_ind] # This is just for visual monitoring cae.fit(x=x_train_task, y=x_train_task, batch_size=128, epochs=200, validation_data=(x_test_task, x_test_task)) x_train_task_rep = enc.predict(x_train_task, batch_size=128) if dataset_name in ['cats-vs-dogs']: # OC-SVM is quadratic on the number of examples, so subsample training set subsample_inds = np.random.choice(len(x_train_task_rep), 2500, replace=False) x_train_task_rep = x_train_task_rep[subsample_inds] x_test_rep = enc.predict(x_test, batch_size=128) pg = ParameterGrid({'nu': np.linspace(0.1, 0.9, num=9), 'gamma': np.logspace(-7, 2, num=10, base=2)}) results = Parallel(n_jobs=6)( delayed(_train_ocsvm_and_score)(d, x_train_task_rep, y_test.flatten() == single_class_ind, x_test_rep) for d in pg) best_params, best_auc_score = max(zip(pg, results), key=lambda t: t[-1]) print(best_params) best_ocsvm = OneClassSVM(**best_params).fit(x_train_task_rep) scores = best_ocsvm.decision_function(x_test_rep) labels = y_test.flatten() == single_class_ind res_file_name = '{}_cae-oc-svm_{}_{}.npz'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) res_file_path = os.path.join(RESULTS_DIR, dataset_name, res_file_name) save_roc_pr_curve_data(scores, labels, res_file_path) gpu_q.put(gpu_to_use) def _dsebm_experiment(dataset_load_fn, dataset_name, single_class_ind, gpu_q): gpu_to_use = gpu_q.get() os.environ["CUDA_VISIBLE_DEVICES"] = gpu_to_use (x_train, y_train), (x_test, y_test) = dataset_load_fn() n_channels = x_train.shape[get_channels_axis()] input_side = x_train.shape[2] # image side will always be at shape[2] encoder_mdl = conv_encoder(input_side, n_channels, representation_activation='relu') energy_mdl = dsebm.create_energy_model(encoder_mdl) reconstruction_mdl = dsebm.create_reconstruction_model(energy_mdl) # optimization parameters batch_size = 128 epochs = 200 reconstruction_mdl.compile('adam', 'mse') x_train_task = x_train[y_train.flatten() == single_class_ind] x_test_task = x_test[y_test.flatten() == single_class_ind] # This is just for visual monitoring reconstruction_mdl.fit(x=x_train_task, y=x_train_task, batch_size=batch_size, epochs=epochs, validation_data=(x_test_task, x_test_task)) scores = -energy_mdl.predict(x_test, batch_size) labels = y_test.flatten() == single_class_ind res_file_name = '{}_dsebm_{}_{}.npz'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) res_file_path = os.path.join(RESULTS_DIR, dataset_name, res_file_name) save_roc_pr_curve_data(scores, labels, res_file_path) gpu_q.put(gpu_to_use) def _dagmm_experiment(dataset_load_fn, dataset_name, single_class_ind, gpu_q): gpu_to_use = gpu_q.get() os.environ["CUDA_VISIBLE_DEVICES"] = gpu_to_use (x_train, y_train), (x_test, y_test) = dataset_load_fn() n_channels = x_train.shape[get_channels_axis()] input_side = x_train.shape[2] # image side will always be at shape[2] enc = conv_encoder(input_side, n_channels, representation_dim=5, representation_activation='linear') dec = conv_decoder(input_side, n_channels=n_channels, representation_dim=enc.output_shape[-1]) n_components = 3 estimation = Sequential([Dense(64, activation='tanh', input_dim=enc.output_shape[-1] + 2), Dropout(0.5), Dense(10, activation='tanh'), Dropout(0.5), Dense(n_components, activation='softmax')] ) batch_size = 256 epochs = 200 lambda_diag = 0.0005 lambda_energy = 0.01 dagmm_mdl = dagmm.create_dagmm_model(enc, dec, estimation, lambda_diag) dagmm_mdl.compile('adam', ['mse', lambda y_true, y_pred: lambda_energy*y_pred]) x_train_task = x_train[y_train.flatten() == single_class_ind] x_test_task = x_test[y_test.flatten() == single_class_ind] # This is just for visual monitoring dagmm_mdl.fit(x=x_train_task, y=[x_train_task, np.zeros((len(x_train_task), 1))], # second y is dummy batch_size=batch_size, epochs=epochs, validation_data=(x_test_task, [x_test_task, np.zeros((len(x_test_task), 1))]), # verbose=0 ) energy_mdl = Model(dagmm_mdl.input, dagmm_mdl.output[-1]) scores = -energy_mdl.predict(x_test, batch_size) scores = scores.flatten() if not np.all(np.isfinite(scores)): min_finite = np.min(scores[np.isfinite(scores)]) scores[~np.isfinite(scores)] = min_finite - 1 labels = y_test.flatten() == single_class_ind res_file_name = '{}_dagmm_{}_{}.npz'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) res_file_path = os.path.join(RESULTS_DIR, dataset_name, res_file_name) save_roc_pr_curve_data(scores, labels, res_file_path) gpu_q.put(gpu_to_use) def _adgan_experiment(dataset_load_fn, dataset_name, single_class_ind, gpu_q): gpu_to_use = gpu_q.get() os.environ["CUDA_VISIBLE_DEVICES"] = gpu_to_use (x_train, y_train), (x_test, y_test) = dataset_load_fn() if len(x_test) > 5000: # subsample x_test due to runtime complexity chosen_inds = np.random.choice(len(x_test), 5000, replace=False) x_test = x_test[chosen_inds] y_test = y_test[chosen_inds] n_channels = x_train.shape[get_channels_axis()] input_side = x_train.shape[2] # image side will always be at shape[2] critic = conv_encoder(input_side, n_channels, representation_dim=1, representation_activation='linear') noise_size = 256 generator = conv_decoder(input_side, n_channels=n_channels, representation_dim=noise_size) def prior_gen(b_size): return np.random.normal(size=(b_size, noise_size)) batch_size = 128 epochs = 100 x_train_task = x_train[y_train.flatten() == single_class_ind] def data_gen(b_size): chosen_inds = np.random.choice(len(x_train_task), b_size, replace=False) return x_train_task[chosen_inds] adgan.train_wgan_with_grad_penalty(prior_gen, generator, data_gen, critic, batch_size, epochs, grad_pen_coef=20) scores = adgan.scores_from_adgan_generator(x_test, prior_gen, generator) labels = y_test.flatten() == single_class_ind res_file_name = '{}_adgan_{}_{}.npz'.format(dataset_name, get_class_name_from_index(single_class_ind, dataset_name), datetime.now().strftime('%Y-%m-%d-%H%M')) res_file_path = os.path.join(RESULTS_DIR, dataset_name, res_file_name) save_roc_pr_curve_data(scores, labels, res_file_path) gpu_q.put(gpu_to_use) def run_experiments(load_dataset_fn, dataset_name, q, n_classes): # CAE OC-SVM processes = [Process(target=_cae_ocsvm_experiment, args=(load_dataset_fn, dataset_name, c, q)) for c in range(n_classes)] for p in processes: p.start() p.join() # Raw OC-SVM for c in range(n_classes): _raw_ocsvm_experiment(load_dataset_fn, dataset_name, c) n_runs = 5 # Transformations for _ in range(n_runs): processes = [Process(target=_transformations_experiment, args=(load_dataset_fn, dataset_name, c, q)) for c in range(n_classes)] if dataset_name in ['cats-vs-dogs']: # Self-labeled set is memory consuming for p in processes: p.start() p.join() else: for p in processes: p.start() for p in processes: p.join() # DSEBM for _ in range(n_runs): processes = [Process(target=_dsebm_experiment, args=(load_dataset_fn, dataset_name, c, q)) for c in range(n_classes)] for p in processes: p.start() for p in processes: p.join() # DAGMM for _ in range(n_runs): processes = [Process(target=_dagmm_experiment, args=(load_dataset_fn, dataset_name, c, q)) for c in range(n_classes)] for p in processes: p.start() for p in processes: p.join() # ADGAN processes = [Process(target=_adgan_experiment, args=(load_dataset_fn, dataset_name, c, q)) for c in range(n_classes)] for p in processes: p.start() for p in processes: p.join() def create_auc_table(metric='roc_auc'): file_path = glob(os.path.join(RESULTS_DIR, '*', '*.npz')) results = defaultdict(lambda: defaultdict(lambda: defaultdict(list))) methods = set() for p in file_path: _, f_name = os.path.split(p) dataset_name, method, single_class_name = f_name.split(sep='_')[:3] methods.add(method) npz = np.load(p) roc_auc = npz[metric] results[dataset_name][single_class_name][method].append(roc_auc) for ds_name in results: for sc_name in results[ds_name]: for method_name in results[ds_name][sc_name]: roc_aucs = results[ds_name][sc_name][method_name] results[ds_name][sc_name][method_name] = [np.mean(roc_aucs), 0 if len(roc_aucs) == 1 else scipy.stats.sem(np.array(roc_aucs)) ] with open('results-{}.csv'.format(metric), 'w') as csvfile: fieldnames = ['dataset', 'single class name'] + sorted(list(methods)) writer = csv.DictWriter(csvfile, fieldnames=fieldnames) writer.writeheader() for ds_name in sorted(results.keys()): for sc_name in sorted(results[ds_name].keys()): row_dict = {'dataset': ds_name, 'single class name': sc_name} row_dict.update({method_name: '{:.3f} ({:.3f})'.format(*results[ds_name][sc_name][method_name]) for method_name in results[ds_name][sc_name]}) writer.writerow(row_dict) if __name__ == '__main__': freeze_support() N_GPUS = 2 man = Manager() q = man.Queue(N_GPUS) for g in range(N_GPUS): q.put(str(g)) experiments_list = [ (load_cifar10, 'cifar10', 10), (load_cifar100, 'cifar100', 20), (load_fashion_mnist, 'fashion-mnist', 10), (load_cats_vs_dogs, 'cats-vs-dogs', 2), ] for data_load_fn, dataset_name, n_classes in experiments_list: run_experiments(data_load_fn, dataset_name, q, n_classes)