Add Soft Weighted Kappa Loss (tensorflow#762)

* add weighted kappa loss

* add unit tests

* change some docs

* change python files format

* shorten some lines

* rename and update README and BUILD

* resolve conversations

* resolve converstions

* remove escape

* reformat tensorflow_addons/losses/kappa_loss* with black

* reformat code

* reformat code

* reformat code with black

* Update tensorflow_addons/losses/kappa_loss.py

Co-Authored-By: Gabriel de Marmiesse <gabrieldemarmiesse@gmail.com>

* [KappaLoss] change according to review

* Update tensorflow_addons/losses/kappa_loss.py

Co-Authored-By: Gabriel de Marmiesse <gabrieldemarmiesse@gmail.com>

* Update tensorflow_addons/losses/kappa_loss.py

Co-Authored-By: Gabriel de Marmiesse <gabrieldemarmiesse@gmail.com>

* [KappaLoss] change accroding to code review

* [KappaLoss] change code format

* [SoftKappaLoss] mv kappa_loss_test.py to losses/tests

* Update .github/CODEOWNERS

Co-Authored-By: Gabriel de Marmiesse <gabrieldemarmiesse@gmail.com>

* [SoftKappaLoss] refine codes according to code review

* [SoftKappaLoss] reformat codes

* [SoftKappaLoss] fix np_deep not defined

* [SoftKappaLoss] fix tests problem

* [SoftKappaLoss] unnecessary change to tigger CI

* Default value for the seed is not needed.

Co-authored-by: gabrieldemarmiesse <gabrieldemarmiesse@gmail.com>

.github/CODEOWNERS

@@ -111,6 +111,8 @@
 /tensorflow_addons/losses/tests/sparsemax_loss_test.py @andreasmadsen
 /tensorflow_addons/losses/triplet.py @lc0
 /tensorflow_addons/losses/tests/triplet_test.py @lc0
+/tensorflow_addons/losses/kappa_loss.py @wenmin-wu
+/tensorflow_addons/losses/tests/kappa_loss_test.py @wenmin-wu
 
 /tensorflow_addons/metrics/cohens_kappa.py @aakashkumarnain
 /tensorflow_addons/metrics/tests/cohens_kappa_test.py @aakashkumarnain

tensorflow_addons/losses/__init__.py

@@ -37,3 +37,4 @@
     npairs_multilabel_loss,
     NpairsMultilabelLoss,
 )
+from tensorflow_addons.losses.kappa_loss import WeightedKappaLoss

tensorflow_addons/losses/kappa_loss.py

@@ -0,0 +1,132 @@
+# Copyright 2019 The TensorFlow Authors. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ==============================================================================
+"""Implements Weighted kappa loss."""
+
+import tensorflow as tf
+from tensorflow_addons.utils.types import Number
+from typeguard import typechecked
+from typing import Optional
+
+
+@tf.keras.utils.register_keras_serializable(package="Addons")
+class WeightedKappaLoss(tf.keras.losses.Loss):
+    """Implements the Weighted Kappa loss function.
+
+    Weighted Kappa loss was introduced in the
+    [Weighted kappa loss function for multi-class classification
+    of ordinal data in deep learning]
+    (https://www.sciencedirect.com/science/article/abs/pii/S0167865517301666).
+    Weighted Kappa is widely used in Ordinal Classification Problems.
+    The loss value lies in [-inf, log 2], where log 2
+     means the random prediction.
+
+    Usage:
+
+    ```python
+    kappa_loss = WeightedKappaLoss(num_classes=4)
+    y_true = tf.constant([[0, 0, 1, 0], [0, 1, 0, 0],
+                          [1, 0, 0, 0], [0, 0, 0, 1]])
+    y_pred = tf.constant([[0.1, 0.2, 0.6, 0.1], [0.1, 0.5, 0.3, 0.1],
+                          [0.8, 0.05, 0.05, 0.1], [0.01, 0.09, 0.1, 0.8]])
+    loss = kappa_loss(y_true, y_pred)
+    print('Loss: ', loss.numpy())  # Loss: -1.1611923
+    ```
+
+    Usage with `tf.keras` API:
+    ```python
+    # outputs should be softmax results
+    # if you want to weight the samples, just multiply the outputs
+    # by the sample weight.
+    model = tf.keras.Model(inputs, outputs)
+    model.compile('sgd', loss=tfa.losses.WeightedKappa(num_classes=4))
+    ```
+    """
+
+    @typechecked
+    def __init__(
+        self,
+        num_classes: int,
+        weightage: Optional[str] = "quadratic",
+        name: Optional[str] = "cohen_kappa_loss",
+        epsilon: Optional[Number] = 1e-6,
+        dtype: Optional[tf.DType] = tf.float32,
+        reduction: str = tf.keras.losses.Reduction.NONE,
+    ):
+        """Creates a `WeightedKappa` instance.
+
+        Args:
+          num_classes: Number of unique classes in your dataset.
+          weightage: (Optional) Weighting to be considered for calculating
+            kappa statistics. A valid value is one of
+            ['linear', 'quadratic']. Defaults to `quadratic` since it's
+            mostly used.
+          name: (Optional) String name of the metric instance.
+          epsilon: (Optional) increment to avoid log zero,
+            so the loss will be log(1 - k + epsilon), where k belongs to
+            [-1, 1], usually you can use the default value which is 1e-6.
+          dtype: (Optional) Data type of the metric result.
+            Defaults to `tf.float32`.
+        Raises:
+          ValueError: If the value passed for `weightage` is invalid
+            i.e. not any one of ['linear', 'quadratic']
+        """
+
+        super().__init__(name=name, reduction=reduction)
+
+        if weightage not in ("linear", "quadratic"):
+            raise ValueError("Unknown kappa weighting type.")
+
+        self.weightage = weightage
+        self.num_classes = num_classes
+        self.epsilon = epsilon
+        self.dtype = dtype
+        label_vec = tf.range(num_classes, dtype=dtype)
+        self.row_label_vec = tf.reshape(label_vec, [1, num_classes])
+        self.col_label_vec = tf.reshape(label_vec, [num_classes, 1])
+        col_mat = tf.tile(self.col_label_vec, [1, num_classes])
+        row_mat = tf.tile(self.row_label_vec, [num_classes, 1])
+        if weightage == "linear":
+            self.weight_mat = tf.abs(col_mat - row_mat)
+        else:
+            self.weight_mat = (col_mat - row_mat) ** 2
+
+    def call(self, y_true, y_pred):
+        y_true = tf.cast(y_true, dtype=self.dtype)
+        batch_size = tf.shape(y_true)[0]
+        cat_labels = tf.matmul(y_true, self.col_label_vec)
+        cat_label_mat = tf.tile(cat_labels, [1, self.num_classes])
+        row_label_mat = tf.tile(self.row_label_vec, [batch_size, 1])
+        if self.weightage == "linear":
+            weight = tf.abs(cat_label_mat - row_label_mat)
+        else:
+            weight = (cat_label_mat - row_label_mat) ** 2
+        numerator = tf.reduce_sum(weight * y_pred)
+        label_dist = tf.reduce_sum(y_true, axis=0, keepdims=True)
+        pred_dist = tf.reduce_sum(y_pred, axis=0, keepdims=True)
+        w_pred_dist = tf.matmul(self.weight_mat, pred_dist, transpose_b=True)
+        denominator = tf.reduce_sum(tf.matmul(label_dist, w_pred_dist))
+        denominator /= tf.cast(batch_size, dtype=self.dtype)
+        loss = tf.math.divide_no_nan(numerator, denominator)
+        return tf.math.log(loss + self.epsilon)
+
+    def get_config(self):
+        config = {
+            "num_classes": self.num_classes,
+            "weightage": self.weightage,
+            "epsilon": self.epsilon,
+            "dtype": self.dtype,
+        }
+        base_config = super().get_config()
+        return {**base_config, **config}

tensorflow_addons/losses/tests/kappa_loss_test.py

@@ -0,0 +1,92 @@
+# Copyright 2019 The TensorFlow Authors. All Rights Reserved.
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ==============================================================================
+"""Tests for Weighted Kappa Loss."""
+
+import pytest
+import numpy as np
+import tensorflow as tf
+from tensorflow_addons.losses.kappa_loss import WeightedKappaLoss
+
+
+def weighted_kappa_loss_np(y_true, y_pred, weightage="quadratic", eps=1e-6):
+    num_samples, num_classes = y_true.shape
+    cat_labels = y_true.argmax(axis=1).reshape((-1, 1))
+    label_mat = np.tile(cat_labels, (1, num_classes))
+    row_label_vec = np.arange(num_classes).reshape((1, num_classes))
+    label_mat_ = np.tile(row_label_vec, (num_samples, 1))
+    if weightage == "linear":
+        weight = np.abs(label_mat - label_mat_)
+    else:
+        weight = (label_mat - label_mat_) ** 2
+    numerator = (y_pred * weight).sum()
+    label_dist = y_true.sum(axis=0, keepdims=True)
+    pred_dist = y_pred.sum(axis=0, keepdims=True)
+
+    col_label_vec = row_label_vec.T
+    row_mat = np.tile(row_label_vec, (num_classes, 1))
+    col_mat = np.tile(col_label_vec, (1, num_classes))
+    if weightage == "quadratic":
+        weight_ = (col_mat - row_mat) ** 2
+    else:
+        weight_ = np.abs(col_mat - row_mat)
+    weighted_pred_dist = np.matmul(weight_, pred_dist.T)
+    denominator = np.matmul(label_dist, weighted_pred_dist).sum()
+    denominator /= num_samples
+    return np.log(np.nan_to_num(numerator / denominator) + eps)
+
+
+def gen_labels_and_preds(num_samples, num_classes, seed):
+    np.random.seed(seed)
+    rands = np.random.uniform(size=(num_samples, num_classes))
+    cat_labels = rands.argmax(axis=1)
+    y_true = np.eye(num_classes, dtype="int")[cat_labels]
+    y_pred = np.random.uniform(size=(num_samples, num_classes))
+    y_pred /= y_pred.sum(axis=1, keepdims=True)
+    return y_true, y_pred
+
+
+@pytest.mark.parametrize("np_seed", [0, 1, 2, 3])
+def test_linear_weighted_kappa_loss(np_seed):
+    y_true, y_pred = gen_labels_and_preds(50, 4, np_seed)
+    kappa_loss = WeightedKappaLoss(num_classes=4, weightage="linear")
+    y_pred = y_pred.astype(kappa_loss.dtype.as_numpy_dtype)
+    loss = kappa_loss(y_true, y_pred)
+    loss_np = weighted_kappa_loss_np(y_true, y_pred, weightage="linear")
+    np.testing.assert_allclose(loss, loss_np, rtol=1e-5, atol=1e-5)
+
+
+@pytest.mark.parametrize("np_seed", [0, 1, 2, 3])
+def test_quadratic_weighted_kappa_loss(np_seed):
+    y_true, y_pred = gen_labels_and_preds(100, 3, np_seed)
+    kappa_loss = WeightedKappaLoss(num_classes=3)
+    y_pred = y_pred.astype(kappa_loss.dtype.as_numpy_dtype)
+    loss = kappa_loss(y_true, y_pred)
+    loss_np = weighted_kappa_loss_np(y_true, y_pred)
+    np.testing.assert_allclose(loss, loss_np, rtol=1e-5, atol=1e-5)
+
+
+def test_config():
+    kappa_loss = WeightedKappaLoss(
+        num_classes=4, weightage="linear", name="kappa_loss", epsilon=0.001,
+    )
+    assert kappa_loss.num_classes == 4
+    assert kappa_loss.weightage == "linear"
+    assert kappa_loss.name == "kappa_loss"
+    np.testing.assert_allclose(kappa_loss.epsilon, 0.001, 1e-6)
+
+
+def test_serialization():
+    loss = WeightedKappaLoss(num_classes=3)
+    tf.keras.losses.deserialize(tf.keras.losses.serialize(loss))