Using sample_weight in Keras for sequence labelling

Question

I am working on a sequential labeling problem with unbalanced classes and I would like to use sample_weight to resolve the unbalance issue. Basically if I train

Answer 1

I think you are confusing sample_weights and class_weights. Checking the docs a bit we can see the differences between them:

sample_weights is used to provide a weight for each training sample. That means that you should pass a 1D array with the same number of elements as your training samples (indicating the weight for each of those samples). In case you are using temporal data you may instead pass a 2D array, enabling you to give weight to each timestep of each sample.

class_weights is used to provide a weight or bias for each output class. This means you should pass a weight for each class that you are trying to classify. Furthermore, this parameter expects a dictionary to be passed to it (not an array, that is why you got that error). For example consider this situation:

class_weight = {0 : 1. , 1: 50.}

In this case (a binary classification problem) you are giving 50 times as much weight (or "relevance") to your samples of class 1 compared to class 0. This way you can compensate for imbalanced datasets. Here is another useful post explaining more about this and other options to consider when dealing with imbalanced datasets.

If I train for more epochs, val_loss keeps dropping, but I get worse results.

Probably you are over-fitting, and something that may be contributing to that is the imbalanced classes your dataset has, as you correctly suspected. Compensating the class weights should help mitigate this, however there may still be other factors that can cause over-fitting that escape the scope of this question/answer (so make sure to watch out for those after solving this question).

---

Judging by your post, seems to me that what you need is to use class_weight to balance your dataset for training, for which you will need to pass a dictionary indicating the weight ratios between your 7 classes. Consider using sample_weight only if you want to give each sample a custom weight for consideration.

If you want a more detailed comparison between those two consider checking this answer I posted on a related question. Spoiler: sample_weight overrides class_weight, so you have to use one or the other, but not both, so be careful with not mixing them.

---

Update: As of the moment of this edit (March 27, 2020), looking at the source code of training_utils.standardize_weights() we can see that it now supports both class_weights and sample_weights:

Everything gets normalized to a single sample-wise (or timestep-wise) weight array. If both sample_weights and class_weights are provided, the weights are multiplied together.