An end-to-end machine learning library to directly optimize AUC loss

Overview

LibAUC

An end-to-end machine learning library for AUC optimization.

Why LibAUC?

Deep AUC Maximization (DAM) is a paradigm for learning a deep neural network by maximizing the AUC score of the model on a dataset. There are several benefits of maximizing AUC score over minimizing the standard losses, e.g., cross-entropy.

  • In many domains, AUC score is the default metric for evaluating and comparing different methods. Directly maximizing AUC score can potentially lead to the largest improvement in the model’s performance.
  • Many real-world datasets are usually imbalanced . AUC is more suitable for handling imbalanced data distribution since maximizing AUC aims to rank the predication score of any positive data higher than any negative data

Links

Installation

$ pip install libauc

Usage

Official Tutorials:

  • 01.Creating Imbalanced Benchmark Datasets [Notebook][Script]
  • 02.Training ResNet20 with Imbalanced CIFAR10 [Notebook][Script]
  • 03.Training with Pytorch Learning Rate Scheduling [Notebook][Script]
  • 04.Training with Imbalanced Datasets on Distributed Setting [Coming soon]

Quickstart for beginner:

>>> #import library
>>> from libauc.losses import AUCMLoss
>>> from libauc.optimizers import PESG
...
>>> #define loss
>>> Loss = AUCMLoss(imratio=0.1)
>>> optimizer = PESG(imratio=0.1)
...
>>> #training
>>> model.train()    
>>> for data, targets in trainloader:
>>>	data, targets  = data.cuda(), targets.cuda()
        preds = model(data)
        loss = Loss(preds, targets) 
        optimizer.zero_grad()
        loss.backward(retain_graph=True)
        optimizer.step()
...	
>>> #restart stage
>>> optimizer.update_regularizer()		
...   
>>> #evaluation
>>> model.eval()    
>>> for data, targets in testloader:
	data, targets  = data.cuda(), targets.cuda()
        preds = model(data)

Please visit our website or github for more examples.

Citation

If you find LibAUC useful in your work, please cite the following paper:

@article{yuan2020robust,
title={Robust Deep AUC Maximization: A New Surrogate Loss and Empirical Studies on Medical Image Classification},
author={Yuan, Zhuoning and Yan, Yan and Sonka, Milan and Yang, Tianbao},
journal={arXiv preprint arXiv:2012.03173},
year={2020}
}

Contact

If you have any questions, please contact us @ Zhuoning Yuan [[email protected]] and Tianbao Yang [[email protected]] or please open a new issue in the Github.

Comments
  • Only compatible with Nvidia GPU

    Only compatible with Nvidia GPU

    I tried running the example tutorial but I got the following error. ''' AssertionError: Found no NVIDIA driver on your system. Please check that you have an NVIDIA GPU and installed a driver from http://www.nvidia.com/Download/index.aspx '''

    opened by Beckham45 2
  • Extend to Multi-class Classification Task and Be compatible with PyTorch scheduler

    Extend to Multi-class Classification Task and Be compatible with PyTorch scheduler

    Hi Zhuoning,

    This is an interesting work! I am wondering if the DAM method can be extended to a multi-class classification task with long-tailed imbalanced data. Intuitively, this should be possible as the famous sklearn tool provides auc score for multi-class setting by using one-versus-rest or one-versus-one technique.

    Besides, it seems that optimizer.update_regularizer() is called only when the learning rate is reduced, thus it would be more elegant to incorporate this functional call into a pytorch lr scheduler. E.g.,

    scheduler = torch.optim.lr_scheduler.ReduceLROnPlateau(optimizer)
    scheduler.step()    # override the step to fulfill: optimizer.update_regularizer()
    
    

    For current libauc version, the PESG optimizer is not compatible with schedulers in torch.optim.lr_scheduler . It would be great if this feature can be supported in the future.

    Thanks for your work!

    opened by Cogito2012 2
  • When to use retain_graph=True?

    When to use retain_graph=True?

    Hi,

    When to use retain_graph=True in the loss backward function?

    In 2 examples (2 and 4), it is True. But not in the other examples.

    I appreciate your time.

    opened by dfrahman 1
  • Using AUCMLoss with imratio>1

    Using AUCMLoss with imratio>1

    I'm not very familiar with the maths in the paper so please forgive me if i'm asking something obvious.

    The AUCMLoss uses the "imbalance ratio" between positive and negative samples. The ratio is defined as

    the ratio of # of positive examples to the # of negative examples

    Or imratio=#pos/#neg

    When #pos<#neg, imratio is some value between 0 and 1. But when #pos>#neg, imratio>1

    Will this break the loss calculations? I have a feeling it would invalidate the many 1-self.p calculations in the LibAUC implementation, but as i'm not familiar with the maths I can't say for sure.

    Also, is there a problem (mathematically speaking) with calculating imratio=#pos/#total_samples, to avoid the problem above? When #pos<<#neg, #neg approximates #total_samples.

    opened by ayhyap 1
  • AUCMLoss does not use margin argument

    AUCMLoss does not use margin argument

    I noticed in the AUCMLoss class that the margin argument is not used. Following the formulation in the paper, the forward function should be changed in line 20 from 2*self.alpha*(self.p*(1-self.p) + \ to 2*self.alpha*(self.p*(1-self.p)*self.margin + \

    opened by ayhyap 1
  • How to train multi-label classification tasks? (like chexpert)

    How to train multi-label classification tasks? (like chexpert)

    I have started using this library and I've read your paper Robust Deep AUC Maximization: A New Surrogate Loss and Empirical Studies on Medical Image Classification, and I'm still not sure how to train a multi-label classification (MLC) model.

    Specifically, how did you fine-tune for the Chexpert multi-label classification task? (i.e. classify 5 diseases, where each image may have presence of 0, 1 or more diseases)

    • The first step pre-training with Cross-entropy loss seems clear to me
    • You mention: "In the second step of AUC maximization, we replace the last classifier layer trained in the first step by random weights and use our DAM method to optimize the last classifier layer and all previous layers.". The new classifier layer is a single or multi-label classifier?
    • In the Appendix I, figure 7 shows only one score as output for Deep AUC maximization (i.e. only one disease)
    • In the code, both AUCMLoss() and APLoss_SH() receive single-label outputs, not multi-label outputs, apparently

    How do you train for the 5 diseases? Train sequentially Cardiomegaly, then Edema, and so on? or with 5 losses added up? or something else?

    opened by pdpino 4
  • Example for tensorflow

    Example for tensorflow

    Thank you for the great library. Does it currently support tensorflow? If so, could you provide an example of how it can be used with tensorflow? Thank you very much

    opened by Kokkini 1
Releases(1.1.4)
  • 1.1.4(Jul 26, 2021)

    What's New

    • Added PyTorch dataloader for CheXpert dataset. Tutorial for training CheXpert is available here.
    • Added support for training AUC loss on CPU machines. Note that please remove lines with .cuda() from the code.
    • Fixed some bugs and improved the training stability
    Source code(tar.gz)
    Source code(zip)
  • 1.1.3(Jun 16, 2021)

  • 1.1.2(Jun 14, 2021)

    What's New

    1. Add SOAP optimizer contributed by @qiqi-helloworld @yzhuoning for optimizing AUPRC. Please check the tutorial here.
    2. Update ResNet18, ResNet34 with pretrained models on ImageNet1K
    3. Add new strategy for AUCM Loss: imratio is calculated over a mini-batch if initial value is not given
    4. Fixed some bugs and improved the training stability
    Source code(tar.gz)
    Source code(zip)
  • V1.1.0(May 10, 2021)

    What's New:

    • Fixed some bugs and improved the training stability
    • Changed default settings in loss function for binary labels to be 0 and 1
    • Added Pytorch dataloaders for CIFAR10, CIFAR100, CAT_vs_Dog, STL10
    • Enabled training DAM with Pytorch leanring scheduler, e.g., ReduceLROnPlateau, CosineAnnealingLR
    Source code(tar.gz)
    Source code(zip)
A modification of Daniel Russell's notebook merged with Katherine Crowson's hq-skip-net changes

Edits made to this repo by Katherine Crowson I have added several features to this repository for use in creating higher quality generative art (featu

Paul Fishwick 10 May 07, 2022
Meta Language-Specific Layers in Multilingual Language Models

Meta Language-Specific Layers in Multilingual Language Models This repo contains the source codes for our paper On Negative Interference in Multilingu

Zirui Wang 20 Feb 13, 2022
Official PyTorch code for the paper: "Point-Based Modeling of Human Clothing" (ICCV 2021)

Point-Based Modeling of Human Clothing Paper | Project page | Video This is an official PyTorch code repository of the paper "Point-Based Modeling of

Visual Understanding Lab @ Samsung AI Center Moscow 64 Nov 22, 2022
Lux AI environment interface for RLlib multi-agents

Lux AI interface to RLlib MultiAgentsEnv For Lux AI Season 1 Kaggle competition. LuxAI repo RLlib-multiagents docs Kaggle environments repo Please let

Jaime 12 Nov 07, 2022
Structured Edge Detection Toolbox

################################################################### # # # Structure

Piotr Dollar 779 Jan 02, 2023
Leveraging Social Influence based on Users Activity Centers for Point-of-Interest Recommendation

SUCP Leveraging Social Influence based on Users Activity Centers for Point-of-Interest Recommendation () Direct Friends (i.e., users who follow each o

Kosar 8 Nov 26, 2022
Breast cancer is been classified into benign tumour and malignant tumour.

Breast cancer is been classified into benign tumour and malignant tumour. Logistic regression is applied in this model.

1 Feb 04, 2022
How the Deep Q-learning method works and discuss the new ideas that makes the algorithm work

Deep Q-Learning Recommend papers The first step is to read and understand the method that you will implement. It was first introduced in a 2013 paper

1 Jan 25, 2022
M2MRF: Many-to-Many Reassembly of Features for Tiny Lesion Segmentation in Fundus Images

M2MRF: Many-to-Many Reassembly of Features for Tiny Lesion Segmentation in Fundus Images This repo is the official implementation of paper "M2MRF: Man

12 Dec 14, 2022
STYLER: Style Factor Modeling with Rapidity and Robustness via Speech Decomposition for Expressive and Controllable Neural Text to Speech

STYLER: Style Factor Modeling with Rapidity and Robustness via Speech Decomposition for Expressive and Controllable Neural Text to Speech Keon Lee, Ky

Keon Lee 114 Dec 12, 2022
The repository includes the code for training cell counting applications. (Keras + Tensorflow)

cell_counting_v2 The repository includes the code for training cell counting applications. (Keras + Tensorflow) Dataset can be downloaded here : http:

Weidi 113 Oct 06, 2022
A tool to estimate time varying instantaneous reproduction number during epidemics

EpiEstim A tool to estimate time varying instantaneous reproduction number during epidemics. It is described in the following paper: @article{Cori2013

MRC Centre for Global Infectious Disease Analysis 78 Dec 19, 2022
Robustness between the worst and average case

Robustness between the worst and average case A repository that implements intermediate robustness training and evaluation from the NeurIPS 2021 paper

CMU Locus Lab 16 Dec 02, 2022
Code for EMNLP 2021 main conference paper "Text AutoAugment: Learning Compositional Augmentation Policy for Text Classification"

Text-AutoAugment (TAA) This repository contains the code for our paper Text AutoAugment: Learning Compositional Augmentation Policy for Text Classific

LancoPKU 105 Jan 03, 2023
It is modified Tensorflow 2.x version of Mask R-CNN

[TF 2.X] Mask R-CNN for Object Detection and Segmentation [Notice] : The original mask-rcnn uses the tensorflow 1.X version. I modified it for tensorf

Milner 34 Nov 09, 2022
Styled text-to-drawing synthesis method. Featured at the 2021 NeurIPS Workshop on Machine Learning for Creativity and Design

Styled text-to-drawing synthesis method. Featured at the 2021 NeurIPS Workshop on Machine Learning for Creativity and Design

Peter Schaldenbrand 247 Dec 23, 2022
This repository is all about spending some time the with the original problem posed by Minsky and Papert

This repository is all about spending some time the with the original problem posed by Minsky and Papert. Working through this problem is a great way to begin learning computer vision.

Jaissruti Nanthakumar 1 Jan 23, 2022
Baselines for TrajNet++

TrajNet++ : The Trajectory Forecasting Framework PyTorch implementation of Human Trajectory Forecasting in Crowds: A Deep Learning Perspective TrajNet

VITA lab at EPFL 183 Jan 05, 2023
Alpha-Zero - Telegram Group Manager Bot Written In Python Using Pyrogram

✨ Alpha Zero Bot ✨ Telegram Group Manager Bot + Userbot Written In Python Using

1 Feb 17, 2022
A Python Package for Portfolio Optimization using the Critical Line Algorithm

PyCLA A Python Package for Portfolio Optimization using the Critical Line Algorithm Getting started To use PyCLA, clone the repo and install the requi

19 Oct 11, 2022