How to create ensemble in tensorflow?

Question

I am trying to create an ensemble of many trained models. All models have the same graph and just differ by its weights. I am creating the model graph using tf.get_var

Answer 1

This requires a few hacks. Let us save a few simple models

#! /usr/bin/env python
# -*- coding: utf-8 -*-

import argparse
import tensorflow as tf


def build_graph(init_val=0.0):
    x = tf.placeholder(tf.float32)
    w = tf.get_variable('w', initializer=init_val)
    y = x + w
    return x, y


if __name__ == '__main__':
    parser = argparse.ArgumentParser()
    parser.add_argument('--init', help='dummy string', type=float)
    parser.add_argument('--path', help='dummy string', type=str)
    args = parser.parse_args()

    x1, y1 = build_graph(args.init)

    saver = tf.train.Saver()
    with tf.Session() as sess:
        sess.run(tf.global_variables_initializer())
        print(sess.run(y1, {x1: 10}))  # outputs: 10 + i

        save_path = saver.save(sess, args.path)
        print("Model saved in path: %s" % save_path)

# python ensemble.py --init 1 --path ./models/model1.chpt
# python ensemble.py --init 2 --path ./models/model2.chpt
# python ensemble.py --init 3 --path ./models/model3.chpt

These models produce outputs of "10 + i" where i=1, 2, 3. Note this script creates, runs and saves multiple times the same graph-structure. Loading these values and restoring each graph individually is folklore and can be done by

#! /usr/bin/env python
# -*- coding: utf-8 -*-

import argparse
import tensorflow as tf


def build_graph(init_val=0.0):
    x = tf.placeholder(tf.float32)
    w = tf.get_variable('w', initializer=init_val)
    y = x + w
    return x, y


if __name__ == '__main__':
    parser = argparse.ArgumentParser()
    parser.add_argument('--path', help='dummy string', type=str)
    args = parser.parse_args()

    x1, y1 = build_graph(-5.)

    saver = tf.train.Saver()
    with tf.Session() as sess:
        sess.run(tf.global_variables_initializer())

        saver.restore(sess, args.path)
        print("Model loaded from path: %s" % args.path)

        print(sess.run(y1, {x1: 10}))

# python ensemble_load.py --path ./models/model1.chpt  # gives 11
# python ensemble_load.py --path ./models/model2.chpt  # gives 12
# python ensemble_load.py --path ./models/model3.chpt  # gives 13

These produce again the outputs 11,12,13 like expected. Now the trick is to create for each model from the ensemble its own scope like

def build_graph(x, init_val=0.0):
    w = tf.get_variable('w', initializer=init_val)
    y = x + w
    return x, y


if __name__ == '__main__':
    models = ['./models/model1.chpt', './models/model2.chpt', './models/model3.chpt']
    x = tf.placeholder(tf.float32)
    outputs = []
    for k, path in enumerate(models):
        # THE VARIABLE SCOPE IS IMPORTANT
        with tf.variable_scope('model_%03i' % (k + 1)):
            outputs.append(build_graph(x, -100 * np.random.rand())[1])

Hence each model lives under a different variable-scope, ie. we have variables 'model_001/w:0, model_002/w:0, model_003/w:0' although they have a similar (not the same) sub-graph, these variables are indeed different objects. Now, the trick is to manage two sets of variables (those of the graph under the current scope and those from the checkpoint):

def restore_collection(path, scopename, sess):
    # retrieve all variables under scope
    variables = {v.name: v for v in tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scopename)}
    # retrieves all variables in checkpoint
    for var_name, _ in tf.contrib.framework.list_variables(path):
        # get the value of the variable
        var_value = tf.contrib.framework.load_variable(path, var_name)
        # construct expected variablename under new scope
        target_var_name = '%s/%s:0' % (scopename, var_name)
        # reference to variable-tensor
        target_variable = variables[target_var_name]
        # assign old value from checkpoint to new variable
        sess.run(target_variable.assign(var_value))

The full solution would be

#! /usr/bin/env python
# -*- coding: utf-8 -*-

import numpy as np
import tensorflow as tf


def restore_collection(path, scopename, sess):
    # retrieve all variables under scope
    variables = {v.name: v for v in tf.get_collection(tf.GraphKeys.GLOBAL_VARIABLES, scopename)}
    # retrieves all variables in checkpoint
    for var_name, _ in tf.contrib.framework.list_variables(path):
        # get the value of the variable
        var_value = tf.contrib.framework.load_variable(path, var_name)
        # construct expected variablename under new scope
        target_var_name = '%s/%s:0' % (scopename, var_name)
        # reference to variable-tensor
        target_variable = variables[target_var_name]
        # assign old value from checkpoint to new variable
        sess.run(target_variable.assign(var_value))


def build_graph(x, init_val=0.0):
    w = tf.get_variable('w', initializer=init_val)
    y = x + w
    return x, y


if __name__ == '__main__':
    models = ['./models/model1.chpt', './models/model2.chpt', './models/model3.chpt']
    x = tf.placeholder(tf.float32)
    outputs = []
    for k, path in enumerate(models):
        with tf.variable_scope('model_%03i' % (k + 1)):
            outputs.append(build_graph(x, -100 * np.random.rand())[1])

    with tf.Session() as sess:
        sess.run(tf.global_variables_initializer())

        print(sess.run(outputs[0], {x: 10}))  # random output -82.4929
        print(sess.run(outputs[1], {x: 10}))  # random output -63.65792
        print(sess.run(outputs[2], {x: 10}))  # random output -19.888203

        print(sess.run(W[0]))  # randomly initialize value -92.4929
        print(sess.run(W[1]))  # randomly initialize value -73.65792
        print(sess.run(W[2]))  # randomly initialize value -29.888203

        restore_collection(models[0], 'model_001', sess)  # restore all variables from different checkpoints
        restore_collection(models[1], 'model_002', sess)  # restore all variables from different checkpoints
        restore_collection(models[2], 'model_003', sess)  # restore all variables from different checkpoints

        print(sess.run(W[0]))  # old values from different checkpoints: 1.0
        print(sess.run(W[1]))  # old values from different checkpoints: 2.0
        print(sess.run(W[2]))  # old values from different checkpoints: 3.0

        print(sess.run(outputs[0], {x: 10}))  # what we expect: 11.0
        print(sess.run(outputs[1], {x: 10}))  # what we expect: 12.0
        print(sess.run(outputs[2], {x: 10}))  # what we expect: 13.0

# python ensemble_load_all.py

Now having a list of outputs, you can average these values within TensorFlow or do some other ensemble predictions.

edit:

• It is way easier to store the model as a numpy dictionary using NumPy (npz) and load these values, like in my answer here: https://stackoverflow.com/a/50181741/7443104
• The code above just illustrates a solution. It does not feature sanity checks (like does the variable really exists). A try-catch might help.