t81_558_class_05_4_dropout.ipynb

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    "# T81-558: Applications of Deep Neural Networks\n",
    "**Module 5: Regularization and Dropout**\n",
    "* Instructor: [Jeff Heaton](https://sites.wustl.edu/jeffheaton/), McKelvey School of Engineering, [Washington University in St. Louis](https://engineering.wustl.edu/Programs/Pages/default.aspx)\n",
    "* For more information visit the [class website](https://sites.wustl.edu/jeffheaton/t81-558/)."
   ]
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   "source": [
    "# Module 5 Material\n",
    "\n",
    "* Part 5.1: Part 5.1: Introduction to Regularization: Ridge and Lasso [[Video]](https://www.youtube.com/watch?v=jfgRtCYjoBs&list=PLjy4p-07OYzulelvJ5KVaT2pDlxivl_BN) [[Notebook]](t81_558_class_05_1_reg_ridge_lasso.ipynb)\n",
    "* Part 5.2: Using K-Fold Cross Validation with Keras [[Video]](https://www.youtube.com/watch?v=maiQf8ray_s&list=PLjy4p-07OYzulelvJ5KVaT2pDlxivl_BN) [[Notebook]](t81_558_class_05_2_kfold.ipynb)\n",
    "* Part 5.3: Using L1 and L2 Regularization with Keras to Decrease Overfitting [[Video]](https://www.youtube.com/watch?v=JEWzWv1fBFQ&list=PLjy4p-07OYzulelvJ5KVaT2pDlxivl_BN) [[Notebook]](t81_558_class_05_3_keras_l1_l2.ipynb)\n",
    "* **Part 5.4: Drop Out for Keras to Decrease Overfitting** [[Video]](https://www.youtube.com/watch?v=bRyOi0L6Rs8&list=PLjy4p-07OYzulelvJ5KVaT2pDlxivl_BN) [[Notebook]](t81_558_class_05_4_dropout.ipynb)\n",
    "* Part 5.5: Benchmarking Keras Deep Learning Regularization Techniques [[Video]](https://www.youtube.com/watch?v=1NLBwPumUAs&list=PLjy4p-07OYzulelvJ5KVaT2pDlxivl_BN) [[Notebook]](t81_558_class_05_5_bootstrap.ipynb)\n"
   ]
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   "metadata": {},
   "source": [
    "# Part 5.4: Drop Out for Keras to Decrease Overfitting"
   ]
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   "source": [
    "Srivastava, N., Hinton, G. E., Krizhevsky, A., Sutskever, I., & Salakhutdinov, R. (2014). [Dropout: a simple way to prevent neural networks from overfitting.](https://www.cs.toronto.edu/~hinton/absps/JMLRdropout.pdf) *Journal of Machine Learning Research*, 15(1), 1929-1958.\n",
    "\n",
    "Most neural network frameworks implement dropout as a separate layer.  Dropout layers function as a regular, densely connected neural network layer.  The only difference is that the dropout layers will periodically drop some of their neurons during training.  You can use dropout layers on regular feedforward neural networks. \n",
    "\n",
    "![Dropout Regularization](https://raw.githubusercontent.com/jeffheaton/t81_558_deep_learning/master/images/class_9_dropout.png \"Dropout Regularization\")\n",
    "\n",
    "A certain percentage of neurons will be masked during each training step.  All neurons return after training is complete.  To make use of dropout in Keras use the **Dropout** layer and specify a dropout probability.  This is the percent of neurons to be dropped.  Typically, this is a low value, such as 0.1.\n",
    "\n",
    "Animation that shows how [dropout works](https://yusugomori.com/projects/deep-learning/dropout-relu)"
   ]
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    "import pandas as pd\n",
    "from scipy.stats import zscore\n",
    "\n",
    "# Read the data set\n",
    "df = pd.read_csv(\n",
    "    \"https://data.heatonresearch.com/data/t81-558/jh-simple-dataset.csv\",\n",
    "    na_values=['NA','?'])\n",
    "\n",
    "# Generate dummies for job\n",
    "df = pd.concat([df,pd.get_dummies(df['job'],prefix=\"job\")],axis=1)\n",
    "df.drop('job', axis=1, inplace=True)\n",
    "\n",
    "# Generate dummies for area\n",
    "df = pd.concat([df,pd.get_dummies(df['area'],prefix=\"area\")],axis=1)\n",
    "df.drop('area', axis=1, inplace=True)\n",
    "\n",
    "# Missing values for income\n",
    "med = df['income'].median()\n",
    "df['income'] = df['income'].fillna(med)\n",
    "\n",
    "# Standardize ranges\n",
    "df['income'] = zscore(df['income'])\n",
    "df['aspect'] = zscore(df['aspect'])\n",
    "df['save_rate'] = zscore(df['save_rate'])\n",
    "df['age'] = zscore(df['age'])\n",
    "df['subscriptions'] = zscore(df['subscriptions'])\n",
    "\n",
    "# Convert to numpy - Classification\n",
    "x_columns = df.columns.drop('product').drop('id')\n",
    "x = df[x_columns].values\n",
    "dummies = pd.get_dummies(df['product']) # Classification\n",
    "products = dummies.columns\n",
    "y = dummies.values"
   ]
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   "execution_count": 2,
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     "name": "stderr",
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     "text": [
      "WARNING: Logging before flag parsing goes to stderr.\n",
      "W0819 13:06:21.297075 140736216040320 deprecation.py:323] From /Users/jheaton/miniconda3/envs/tensorflow/lib/python3.6/site-packages/tensorflow/python/ops/math_grad.py:1250: add_dispatch_support.<locals>.wrapper (from tensorflow.python.ops.array_ops) is deprecated and will be removed in a future version.\n",
      "Instructions for updating:\n",
      "Use tf.where in 2.0, which has the same broadcast rule as np.where\n"
     ]
    },
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Fold #1\n",
      "Fold score (accuracy): 0.6675\n",
      "Fold #2\n",
      "Fold score (accuracy): 0.7075\n",
      "Fold #3\n",
      "Fold score (accuracy): 0.695\n",
      "Fold #4\n",
      "Fold score (accuracy): 0.7075\n",
      "Fold #5\n",
      "Fold score (accuracy): 0.6725\n",
      "Final score (accuracy): 0.69\n"
     ]
    }
   ],
   "source": [
    "########################################\n",
    "# Keras with dropout for Regression\n",
    "########################################\n",
    "\n",
    "import pandas as pd\n",
    "import os\n",
    "import numpy as np\n",
    "from sklearn import metrics\n",
    "from sklearn.model_selection import KFold\n",
    "from tensorflow.keras.models import Sequential\n",
    "from tensorflow.keras.layers import Dense, Activation, Dropout\n",
    "from tensorflow.keras import regularizers\n",
    "\n",
    "# Cross-validate\n",
    "kf = KFold(5, shuffle=True, random_state=42)\n",
    "    \n",
    "oos_y = []\n",
    "oos_pred = []\n",
    "fold = 0\n",
    "\n",
    "for train, test in kf.split(x):\n",
    "    fold+=1\n",
    "    print(f\"Fold #{fold}\")\n",
    "        \n",
    "    x_train = x[train]\n",
    "    y_train = y[train]\n",
    "    x_test = x[test]\n",
    "    y_test = y[test]\n",
    "    \n",
    "    #kernel_regularizer=regularizers.l2(0.01),\n",
    "    \n",
    "    model = Sequential()\n",
    "    model.add(Dense(50, input_dim=x.shape[1], activation='relu')) # Hidden 1\n",
    "    model.add(Dropout(0.5))\n",
    "    model.add(Dense(25, activation='relu', activity_regularizer=regularizers.l1(1e-4))) # Hidden 2\n",
    "    #model.add(Dropout(0.5)) # Usually do not add a dropout after final hidden layer\n",
    "    model.add(Dense(y.shape[1],activation='softmax')) # Output\n",
    "    model.compile(loss='categorical_crossentropy', optimizer='adam')\n",
    "\n",
    "    model.fit(x_train,y_train,validation_data=(x_test,y_test),verbose=0,epochs=500)\n",
    "    \n",
    "    pred = model.predict(x_test)\n",
    "    \n",
    "    oos_y.append(y_test)\n",
    "    pred = np.argmax(pred,axis=1) # raw probabilities to chosen class (highest probability)\n",
    "    oos_pred.append(pred)        \n",
    "\n",
    "    # Measure this fold's accuracy\n",
    "    y_compare = np.argmax(y_test,axis=1) # For accuracy calculation\n",
    "    score = metrics.accuracy_score(y_compare, pred)\n",
    "    print(f\"Fold score (accuracy): {score}\")\n",
    "\n",
    "\n",
    "# Build the oos prediction list and calculate the error.\n",
    "oos_y = np.concatenate(oos_y)\n",
    "oos_pred = np.concatenate(oos_pred)\n",
    "oos_y_compare = np.argmax(oos_y,axis=1) # For accuracy calculation\n",
    "\n",
    "score = metrics.accuracy_score(oos_y_compare, oos_pred)\n",
    "print(f\"Final score (accuracy): {score}\")    \n",
    "    \n",
    "# Write the cross-validated prediction\n",
    "oos_y = pd.DataFrame(oos_y)\n",
    "oos_pred = pd.DataFrame(oos_pred)\n",
    "oosDF = pd.concat( [df, oos_y, oos_pred],axis=1 )\n",
    "#oosDF.to_csv(filename_write,index=False)"
   ]
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   "cell_type": "code",
   "execution_count": null,
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