duhaime / keras-mdn-layer

An MDN Layer for Keras using TensorFlow's distributions module

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Keras Mixture Density Network Layer

A mixture density network (MDN) Layer for Keras using TensorFlow's distributions module. This makes it a bit more simple to experiment with neural networks that predict multiple real-valued variables that can take on multiple equally likely values.

This layer can help build MDN-RNNs similar to those used in RoboJam, Sketch-RNN, handwriting generation, and maybe even world models. You can do a lot of cool stuff with MDNs!

One benefit of this implementation is that you can predict any number of real-values. TensorFlow's Mixture, Categorical, and MultivariateNormalDiag distribution functions are used to generate the loss function (the probability density function of a mixture of multivariate normal distributions with a diagonal covariance matrix). In previous work, the loss function has often been specified by hand which is fine for 1D or 2D prediction, but becomes a bit more annoying after that.

Two important functions are provided for training and prediction:

  • get_mixture_loss_func(output_dim, num_mixtures): This function generates a loss function with the correct output dimensiona and number of mixtures.
  • sample_from_output(params, num_mixtures, output_dim, temp=1.0): This functions samples from the mixture distribution output by the model.

Examples

Some examples are provided in the notebooks directory.

There's scripts for fitting multivalued functions, a standard MDN toy problem:

Keras MDN Demo

There's also a script for generating fake kanji characters:

kanji test 1

And finally, for learning how to generate musical touch-screen performances with a temporal component:

Robojam Model Examples

How to use

The MDN layer should be the last in your network and you should use get_mixture_loss_func to generate a loss function. Here's an example of a simple network with one Dense layer followed by the MDN.

import keras
import mdn

N_HIDDEN = 15  # number of hidden units in the Dense layer
N_MIXES = 10  # number of mixture components
OUTPUT_DIMS = 2  # number of real-values predicted by each mixture component

model = keras.Sequential()
model.add(keras.layers.Dense(N_HIDDEN, batch_input_shape=(None, 1), activation='relu'))
model.add(mdn.MDN(OUTPUT_DIMS, N_MIXES))
model.compile(loss=mdn.get_mixture_loss_func(OUTPUT_DIMS,N_MIXES), optimizer=keras.optimizers.Adam())
model.summary()

Fit as normal:

history = model.fit(x=x_train, y=y_train)

The predictions from the network are parameters of the mixture models, so you have to apply the sample_from_output function to generate samples.

y_test = model.predict(x_test)
y_samples = np.apply_along_axis(sample_from_output, 1, y_test, N_MIXES,OUTPUT_DIMS,temp=1.0)

See the notebooks directory for examples in jupyter notebooks!

Acknowledgements

References

  1. Christopher M. Bishop. 1994. Mixture Density Networks. Technical Report NCRG/94/004. Neural Computing Research Group, Aston University. http://publications.aston.ac.uk/373/
  2. Axel Brando. 2017. Mixture Density Networks (MDN) for distribution and uncertainty estimation. Master’s thesis. Universitat Politècnica de Catalunya.
  3. A. Graves. 2013. Generating Sequences With Recurrent Neural Networks. ArXiv e-prints (Aug. 2013). https://arxiv.org/abs/1308.0850
  4. David Ha and Douglas Eck. 2017. A Neural Representation of Sketch Drawings. ArXiv e-prints (April 2017). https://arxiv.org/abs/1704.03477
  5. Charles P. Martin and Jim Torresen. 2018. RoboJam: A Musical Mixture Density Network for Collaborative Touchscreen Interaction. In Evolutionary and Biologically Inspired Music, Sound, Art and Design: EvoMUSART ’18, A. Liapis et al. (Ed.). Lecture Notes in Computer Science, Vol. 10783. Springer International Publishing. DOI:10.1007/9778-3-319-77583-8_11

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An MDN Layer for Keras using TensorFlow's distributions module


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