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TensorFlowを使用してAUCを計算する方法は?

Tensorflowを使用してバイナリ分類器を構築しましたが、AUCと精度を使用して分類器を評価したいと思います。

精度に関する限り、私は次のように簡単に行うことができます。

X = tf.placeholder('float', [None, n_input])
y = tf.placeholder('float', [None, n_classes])
pred = mlp(X, weights, biases, dropout_keep_prob)
correct_prediction = tf.equal(tf.argmax(pred, 1), tf.argmax(y, 1))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, "float"))

AUCを計算するとき、私は以下を使用します。

print(tf.argmax(pred, 1).dtype.name)
print(tf.argmax(pred, 1).dtype.name)

a = tf.cast(tf.argmax(pred, 1),tf.float32)
b = tf.cast(tf.argmax(y,1),tf.float32)

auc = tf.contrib.metrics.streaming_auc(a, b)

トレーニングループ内:

train_acc = sess.run(accuracy, feed_dict={X: batch_xs, y: batch_ys, dropout_keep_prob:1.})
train_auc = sess.run(auc, feed_dict={X: batch_xs, y: batch_ys, dropout_keep_prob:1.})

これにより、次の出力(およびエラー)エラーが発生します。

int64
int64
/usr/local/lib/python3.5/dist-packages/tensorflow/python/ops/array_ops.py:1197: VisibleDeprecationWarning: converting an array with ndim > 0 to an index will result in an error in the future
  result_shape.insert(dim, 1)
Net built successfully...

Starting training...

Epoch: 000/300 cost: 0.618990561
Traceback (most recent call last):
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/client/session.py", line 715, in _do_call
    return fn(*args)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/client/session.py", line 697, in _run_fn
    status, run_metadata)
  File "/usr/lib/python3.5/contextlib.py", line 66, in __exit__
    next(self.gen)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/framework/errors.py", line 450, in raise_exception_on_not_ok_status
    pywrap_tensorflow.TF_GetCode(status))
tensorflow.python.framework.errors.FailedPreconditionError: Attempting to use uninitialized value auc/false_positives
     [[Node: auc/false_positives/read = Identity[T=DT_FLOAT, _class=["loc:@auc/false_positives"], _device="/job:localhost/replica:0/task:0/cpu:0"](auc/false_positives)]]

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
  File "./mlp_.py", line 152, in <module>
    train_auc = sess.run(auc, feed_dict={X: batch_xs, y: batch_ys, dropout_keep_prob:1.})
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/client/session.py", line 372, in run
    run_metadata_ptr)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/client/session.py", line 636, in _run
    feed_dict_string, options, run_metadata)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/client/session.py", line 708, in _do_run
    target_list, options, run_metadata)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/client/session.py", line 728, in _do_call
    raise type(e)(node_def, op, message)
tensorflow.python.framework.errors.FailedPreconditionError: Attempting to use uninitialized value auc/false_positives
     [[Node: auc/false_positives/read = Identity[T=DT_FLOAT, _class=["loc:@auc/false_positives"], _device="/job:localhost/replica:0/task:0/cpu:0"](auc/false_positives)]]
Caused by op 'auc/false_positives/read', defined at:
  File "./mlp_.py", line 121, in <module>
    auc = tf.contrib.metrics.streaming_auc(a, b)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/contrib/metrics/python/ops/metric_ops.py", line 718, in streaming_auc
    predictions, labels, thresholds, ignore_mask)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/contrib/metrics/python/ops/metric_ops.py", line 603, in _tp_fn_tn_fp
    false_positives = _create_local('false_positives', shape=[num_thresholds])
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/contrib/metrics/python/ops/metric_ops.py", line 75, in _create_local
    collections=collections)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/ops/variables.py", line 211, in __init__
    dtype=dtype)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/ops/variables.py", line 319, in _init_from_args
    self._snapshot = array_ops.identity(self._variable, name="read")
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/ops/gen_array_ops.py", line 831, in identity
    result = _op_def_lib.apply_op("Identity", input=input, name=name)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/ops/op_def_library.py", line 704, in apply_op
    op_def=op_def)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/framework/ops.py", line 2260, in create_op
    original_op=self._default_original_op, op_def=op_def)
  File "/usr/local/lib/python3.5/dist-packages/tensorflow/python/framework/ops.py", line 1230, in __init__
    self._traceback = _extract_stack()

何が間違っているのか、精度を使用するとコードのみが正常に実行されるのに、AUCを使用するとこのエラーがスローされる理由がわかりません。これを修正する方法を理解するために正しい方向に私をほのめかしていただけませんか?

私の目的は、二項分類器のパフォーマンスをより適切に評価するためにAUCとROCを計算することです。

8
mickkk

github でも同じ問題が見つかりました。現時点では、sess.run(tf.initialize_local_variables())を機能させるには、tf.contrib.metrics.streaming_auc()も実行する必要があるようです。彼らはそれに取り組んでいます。

ここに、この問題を解決する方法を示す例があります。

import tensorflow as tf

a = tf.Variable([0.1, 0.5])
b = tf.Variable([0.2, 0.6])

auc = tf.contrib.metrics.streaming_auc(a, b)

sess = tf.Session()
sess.run(tf.initialize_all_variables())
sess.run(tf.initialize_local_variables()) # try commenting this line and you'll get the error
train_auc = sess.run(auc)

print(train_auc)
12
rvinas