import torch from torch import nn, optim from torch.nn import functional as F class ModelWithTemperature(nn.Module): """ A thin decorator, which wraps a model with temperature scaling model (nn.Module): A classification neural network NB: Output of the neural network should be the classification logits, NOT the softmax (or log softmax)! """ def __init__(self, model): super(ModelWithTemperature, self).__init__() self.model = model self.temperature = nn.Parameter(torch.ones(1) * 0.5) def forward(self, input): logits = self.model(input) return self.temperature_scale(logits) def temperature_scale(self, logits): """ Perform temperature scaling on logits """ # Expand temperature to match the size of logits temperature = self.temperature.unsqueeze(1).expand(logits.size(0), logits.size(1)) return logits / temperature # This function probably should live outside of this class, but whatever def set_temperature(self, valid_loader): """ Tune the tempearature of the model (using the validation set). We're going to set it to optimize NLL. valid_loader (DataLoader): validation set loader """ self.cuda() nll_criterion = nn.CrossEntropyLoss().cuda() ece_criterion = _ECELoss().cuda() # First: collect all the logits and labels for the validation set logits_list = [] labels_list = [] with torch.no_grad(): for input, label in valid_loader: input = input.cuda() logits = self.model(input) logits_list.append(logits) labels_list.append(label) logits = torch.cat(logits_list).cuda() labels = torch.cat(labels_list).cuda() # Calculate NLL and ECE before temperature scaling before_temperature_nll = nll_criterion(logits, labels).item() before_temperature_ece = ece_criterion(logits, labels).item() print('Before temperature - NLL: %.3f, ECE: %.3f' % (before_temperature_nll, before_temperature_ece)) # Next: optimize the temperature w.r.t. NLL optimizer = optim.LBFGS([self.temperature], lr=0.0001, max_iter=50000) def eval(): loss = nll_criterion(self.temperature_scale(logits), labels) loss.backward() return loss optimizer.step(eval) # Calculate NLL and ECE after temperature scaling after_temperature_nll = nll_criterion(self.temperature_scale(logits), labels).item() after_temperature_ece = ece_criterion(self.temperature_scale(logits), labels).item() print('Optimal temperature: %.3f' % self.temperature.item()) print('After temperature - NLL: %.3f, ECE: %.3f' % (after_temperature_nll, after_temperature_ece)) return self class _ECELoss(nn.Module): """ Calculates the Expected Calibration Error of a model. (This isn't necessary for temperature scaling, just a cool metric). The input to this loss is the logits of a model, NOT the softmax scores. This divides the confidence outputs into equally-sized interval bins. In each bin, we compute the confidence gap: bin_gap = | avg_confidence_in_bin - accuracy_in_bin | We then return a weighted average of the gaps, based on the number of samples in each bin See: Naeini, Mahdi Pakdaman, Gregory F. Cooper, and Milos Hauskrecht. "Obtaining Well Calibrated Probabilities Using Bayesian Binning." AAAI. 2015. """ def __init__(self, n_bins=15): """ n_bins (int): number of confidence interval bins """ super(_ECELoss, self).__init__() bin_boundaries = torch.linspace(0, 1, n_bins + 1) self.bin_lowers = bin_boundaries[:-1] self.bin_uppers = bin_boundaries[1:] def forward(self, logits, labels): softmaxes = F.softmax(logits, dim=1) confidences, predictions = torch.max(softmaxes, 1) accuracies = predictions.eq(labels) ece = torch.zeros(1, device=logits.device) for bin_lower, bin_upper in zip(self.bin_lowers, self.bin_uppers): # Calculated |confidence - accuracy| in each bin in_bin = confidences.gt(bin_lower.item()) * confidences.le(bin_upper.item()) prop_in_bin = in_bin.float().mean() if prop_in_bin.item() > 0: accuracy_in_bin = accuracies[in_bin].float().mean() avg_confidence_in_bin = confidences[in_bin].mean() ece += torch.abs(avg_confidence_in_bin - accuracy_in_bin) * prop_in_bin return ece