Learn Keras by Example – k-Fold Cross-Validating Neural Networks

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k-Fold Cross-Validating Neural Networks

If we have smaller data it can be useful to benefit from k-fold cross-validation to maximize our ability to evaluate the neural network’s performance. This is possible in Keras because we can “wrap” any neural network such that it can use the evaluation features available in scikit-learn, including k-fold cross-validation. To accomplish this, we first have to create a function that returns a compiled neural network. Next we use KerasClassifier (if we have a classifier, if we have a regressor we can use KerasRegressor) to wrap the model so it can be used by scikit-learn. After this, we can use our neural network like any other scikit-learn learning algorithm (e.g. random forests, logistic regression). In our solution, we used cross_val_score to run a 3-fold cross-validation on our neural network.

Preliminaries


/* Load libraries */
import numpy as np
from keras import models
from keras import layers
from keras.wrappers.scikit_learn import KerasClassifier
from sklearn.model_selection import cross_val_score
from sklearn.datasets import make_classification

/* Set random seed */
np.random.seed(0)
Using TensorFlow backend.

Create Feature And Target Data


/* Number of features */
number_of_features = 100

/* Generate features matrix and target vector */
features, target = make_classification(n_samples = 10000,
                                       n_features = number_of_features,
                                       n_informative = 3,
                                       n_redundant = 0,
                                       n_classes = 2,
                                       weights = [.5, .5],
                                       random_state = 0)

Create Function That Constructs Neural Network


/* Create function returning a compiled network */
def create_network():
    
    /* Start neural network */
    network = models.Sequential()

    /* Add fully connected layer with a ReLU activation function */
    network.add(layers.Dense(units=16, activation='relu', input_shape=(number_of_features,)))

    /* Add fully connected layer with a ReLU activation function */
    network.add(layers.Dense(units=16, activation='relu'))

    /* Add fully connected layer with a sigmoid activation function */
    network.add(layers.Dense(units=1, activation='sigmoid'))

    /* Compile neural network */
    network.compile(loss='binary_crossentropy', /* Cross-entropy */
                    optimizer='rmsprop', /* Root Mean Square Propagation */
                    metrics=['accuracy']) /* Accuracy performance metric */
    
    /* Return compiled network */
    return network

Wrap Function In KerasClassifier


/* Wrap Keras model so it can be used by scikit-learn */
neural_network = KerasClassifier(build_fn=create_network, 
                                 epochs=10, 
                                 batch_size=100, 
                                 verbose=0)

Conduct k-Fold Cross-Validation Using scikit-learn


/* Evaluate neural network using three-fold cross-validation */
cross_val_score(neural_network, features, target, cv=3)
array([ 0.90491901,  0.77827782,  0.87038704])

 

Python Example for Beginners

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