python - Multiple outputs in Keras

Question

I have a problem which deals with predicting two outputs when given a vector of predictors. Assume that a predictor vector looks like x1, y1, att1, att2, ..., attn, which says x1, y1 are coordinates and att's are the other attributes attached to the occurrence of x1, y1 coordinates. Based on this predictor set I want to predict x2, y2. This is a time series problem, which I am trying to solve using multiple regresssion. My question is how do I setup keras, which can give me 2 outputs in the final layer.

Answer 1

from keras.models import Model
from keras.layers import *    

#inp is a "tensor", that can be passed when calling other layers to produce an output 
inp = Input((10,)) #supposing you have ten numeric values as input 


#here, SomeLayer() is defining a layer, 
#and calling it with (inp) produces the output tensor x
x = SomeLayer(blablabla)(inp) 
x = SomeOtherLayer(blablabla)(x) #here, I just replace x, because this intermediate output is not interesting to keep


#here, I want to keep the two different outputs for defining the model
#notice that both left and right are called with the same input x, creating a fork
out1 = LeftSideLastLayer(balbalba)(x)    
out2 = RightSideLastLayer(banblabala)(x)


#here, you define which path you will follow in the graph you've drawn with layers
#notice the two outputs passed in a list, telling the model I want it to have two outputs.
model = Model(inp, [out1,out2])
model.compile(optimizer = ...., loss = ....) #loss can be one for both sides or a list with different loss functions for out1 and out2    

model.fit(inputData,[outputYLeft, outputYRight], epochs=..., batch_size=...)

Answer 2

You can make a model with multiple output with

1. the Functional API

2. by subclassing tf.keras.Model.

Here's an example of dual inputs (regression and classification) on the Iris Dataset, using the Functional API:

from sklearn.datasets import load_iris
from tensorflow.keras.layers import Dense
from tensorflow.keras import Input, Model
import tensorflow as tf

data, target = load_iris(return_X_y=True)
X = data[:, (0, 1, 2)]
Y = data[:, 3]
Z = target

inputs = Input(shape=(3,), name='input')
x = Dense(16, activation='relu', name='16')(inputs)
x = Dense(32, activation='relu', name='32')(x)
output1 = Dense(1, name='cont_out')(x)
output2 = Dense(3, activation='softmax', name='cat_out')(x)

model = Model(inputs=inputs, outputs=[output1, output2])

model.compile(loss={'cont_out': 'mean_absolute_error', 
                    'cat_out': 'sparse_categorical_crossentropy'},
              optimizer='adam',
              metrics={'cat_out': tf.metrics.SparseCategoricalAccuracy(name='acc')})

history = model.fit(X, {'cont_out': Y, 'cat_out': Z}, epochs=10, batch_size=8)

Here's a simplified version:

from sklearn.datasets import load_iris
from tensorflow.keras.layers import Dense
from tensorflow.keras import Input, Model

data, target = load_iris(return_X_y=True)
X = data[:, (0, 1, 2)]
Y = data[:, 3]
Z = target

inputs = Input(shape=(3,))
x = Dense(16, activation='relu')(inputs)
x = Dense(32, activation='relu')(x)
output1 = Dense(1)(x)
output2 = Dense(3, activation='softmax')(x)

model = Model(inputs=inputs, outputs=[output1, output2])

model.compile(loss=['mae', 'sparse_categorical_crossentropy'], optimizer='adam')

history = model.fit(X, [Y, Z], epochs=10, batch_size=8)

Here's the same example, subclassing tf.keras.Model and with a custom training loop:

import tensorflow as tf
from tensorflow.keras.layers import Dense
from tensorflow.keras import Model
from sklearn.datasets import load_iris
tf.keras.backend.set_floatx('float64')
iris, target = load_iris(return_X_y=True)

X = iris[:, :3]
y = iris[:, 3]
z = target

ds = tf.data.Dataset.from_tensor_slices((X, y, z)).shuffle(150).batch(8)

class MyModel(Model):
    def __init__(self):
        super(MyModel, self).__init__()
        self.d0 = Dense(16, activation='relu')
        self.d1 = Dense(32, activation='relu')
        self.d2 = Dense(1)
        self.d3 = Dense(3, activation='softmax')

    def call(self, x, training=None, **kwargs):
        x = self.d0(x)
        x = self.d1(x)
        a = self.d2(x)
        b = self.d3(x)
        return a, b

model = MyModel()

loss_obj_reg = tf.keras.losses.MeanAbsoluteError()
loss_obj_cat = tf.keras.losses.SparseCategoricalCrossentropy()

optimizer = tf.keras.optimizers.Adam(learning_rate=1e-3)

loss_reg = tf.keras.metrics.Mean(name='regression loss')
loss_cat = tf.keras.metrics.Mean(name='categorical loss')

error_reg = tf.keras.metrics.MeanAbsoluteError()
error_cat = tf.keras.metrics.SparseCategoricalAccuracy()

@tf.function
def train_step(inputs, y_reg, y_cat):
    with tf.GradientTape() as tape:
        pred_reg, pred_cat = model(inputs)
        reg_loss = loss_obj_reg(y_reg, pred_reg)
        cat_loss = loss_obj_cat(y_cat, pred_cat)

    gradients = tape.gradient([reg_loss, cat_loss], model.trainable_variables)
    optimizer.apply_gradients(zip(gradients, model.trainable_variables))
    loss_reg(reg_loss)
    loss_cat(cat_loss)

    error_reg(y_reg, pred_reg)
    error_cat(y_cat, pred_cat)


for epoch in range(50):
    for xx, yy, zz in ds:
        train_step(xx, yy, zz)

    template = 'Epoch {:>2}, SCCE: {:>5.2f},' \
               ' MAE: {:>4.2f}, SAcc: {:>5.1%}'
    print(template.format(epoch+1,
                        loss_cat.result(),
                        error_reg.result(),
                        error_cat.result()))

    loss_reg.reset_states()
    loss_cat.reset_states()

    error_reg.reset_states()
    error_cat.reset_states()