python - 将计算值缓存为 TensorFlow 中的常量

Question

假设我想使用封闭形式的解决方案在 TensorFlow 中计算最小二乘系数。通常，我会这样做，

beta_hat = tf.matmul(
           tf.matmul(tf.matrix_inverse(tf.matmul(tf.transpose(X), X)), tf.transpose(X)), y
)

其中X和y分别是对应协变量和目标变量的TensorFlow占位符。

如果我想进行预测，我会做类似的事情，

y_pred = tf.matmul(X, beta_hat)

如果我要执行，

sess.run(y_pred, feed_dict={X: data_X})

我当然会得到一个错误，因为我没有为占位符 y 提供必要的值。我希望在计算完 beta_hat 之后可以灵活地将其视为常量(这样我就不需要为新的协变量矩阵定义新的占位符来进行预测)。实现此目的的一种方法是，

# Make it constant.
beta_hat = sess.run(beta_hat, feed_dict={X: data_X, y: data_y})
y_pred = tf.matmul(X, beta_hat)

我想知道是否有更优雅的方法将张量视为常量，这样我既不需要执行 session 并获取常量，也不需要为要用于预测的传入数据创建单独的占位符。

下面是一些示例代码，演示了我正在描述的情况。

import numpy as np
import tensorflow as tf


n, k = 100, 5
X = tf.placeholder(dtype=tf.float32, shape=[None, k])
y = tf.placeholder(dtype=tf.float32, shape=[None, 1])

beta = np.random.normal(size=(k, ))
data_X = np.random.normal(size=(n, k))

data_y = data_X.dot(beta)
data_y += np.random.normal(size=data_y.shape) / 3.0
data_y = np.atleast_2d(data_y).T

# Convert to 32-bit precision.
data_X, data_y = np.float32(data_X), np.float32(data_y)

# Compute the least squares solution.
beta_hat = tf.matmul(
    tf.matmul(tf.matrix_inverse(tf.matmul(tf.transpose(X), X)),
              tf.transpose(X)), y
)

# Launch the graph
sess = tf.Session()
sess.run(tf.initialize_all_variables())

print "True beta: {}".format(beta)
print "Est. beta: {}".format(
    sess.run(beta_hat, feed_dict={X: data_X, y: data_y}).ravel()
)

# # This would error.
# y_pred = tf.matmul(X, beta_hat)
# print "Predictions:"
# print sess.run(y_pred, feed_dict={X: data_X})

# Make it constant.
beta_hat = sess.run(beta_hat, feed_dict={X: data_X, y: data_y})

# This will no longer error.
y_pred = tf.matmul(X, beta_hat)
print "Predictions:"
print sess.run(y_pred, feed_dict={X: data_X})

Answer 1

也许与直觉相反，在后续步骤中将 beta_hat 重新用作常量的最简单方法是将其分配给 tf.Variable。 :

n, k = 100, 5
X = tf.placeholder(dtype=tf.float32, shape=[None, k])
y = tf.placeholder(dtype=tf.float32, shape=[None, 1])

beta = np.random.normal(size=(k, ))
data_X = np.random.normal(size=(n, k))

data_y = data_X.dot(beta)
data_y += np.random.normal(size=data_y.shape) / 3.0
data_y = np.atleast_2d(data_y).T

# Convert to 32-bit precision.
data_X, data_y = np.float32(data_X), np.float32(data_y)

# Compute the least squares solution.
beta_hat = tf.matmul(
    tf.matmul(tf.matrix_inverse(tf.matmul(tf.transpose(X), X)),
              tf.transpose(X)), y
)

beta_hat_cached = tf.Variable(beta_hat)

# Launch the graph
sess = tf.Session()

print "True beta: {}".format(beta)
# Run the initializer, which computes `beta_hat` once:
sess.run(beta_hat_cached.initializer, feed_dict={X: data_X, y: data_y})
# To access the value of `beta_hat`, "run" the variable to read its contents.
print "Est. beta: {}".format(beta_hat_cached.ravel())

# Use the cached version to compute predictions.
y_pred = tf.matmul(X, beta_hat_cached)
print "Predictions:"
print sess.run(y_pred, feed_dict={X: data_X})