CancelOut

TL;DR

CancelOut is a layer for deep neural networks, that can help identify a subset of relevant input features for streaming or static data.

TAGS: Feature Importance, Feature Ranking, Feature Selection, Deep Learning Sensitivity Analysis.

Intuition

The main idea is to update weights (W) of CancelOut during a training stage, so that ''noisy'' or less essential features will be canceled out with a negative weight. Otherwise, the best features, which contribute more to a learning process is going to be passed through with a positive weight. One can see CancelOut is a "gate" input, there NN decides who is going to pass through (see the equation below).

Example

For examples, please refer to the <framework>_example.ipynb files.

Or just copy the code:

PyTorch implementation:

class CancelOut(nn.Module):
    '''
    CancelOut Layer
    
    x - an input data (vector, matrix, tensor)
    '''
    def __init__(self,inp, *kargs, **kwargs):
        super(CancelOut, self).__init__()
        self.weights = nn.Parameter(torch.zeros(inp,requires_grad = True) + 4)
    def forward(self, x):
        return (x * torch.sigmoid(self.weights.float()))

Keras/TensorFlow implementation:

class CancelOut(keras.layers.Layer):
    '''
    CancelOut Layer
    '''
    def __init__(self, activation='sigmoid', cancelout_loss=True, lambda_1=0.002, lambda_2=0.001):
        super(CancelOut, self).__init__()
        self.lambda_1 = lambda_1
        self.lambda_2 = lambda_2
        self.cancelout_loss = cancelout_loss
        
        if activation == 'sigmoid': self.activation = tf.sigmoid
        if activation == 'softmax': self.activation = tf.nn.softmax

    def build(self, input_shape):
        self.w = self.add_weight(
            shape=(input_shape[-1],),
            initializer=tf.keras.initializers.Constant(1),
            trainable=True)
        
    def call(self, inputs):
        if self.cancelout_loss:
            self.add_loss( self.lambda_1 * tf.norm(self.w, ord=1) + self.lambda_2 * tf.norm(self.w, ord=2))
        return tf.math.multiply(inputs, self.activation(self.w))
    
    def get_config(self):
        return {"activation": self.activation}    

* Work in progress. *