Callback Function

This tutorial provides guidelines for using and writing callback functions, which can very useful in model training.

Model Training Example

Let's begin with a small example. We can build and train a model with the following code:

    library(mxnet)
    data(BostonHousing, package="mlbench")
    train.ind = seq(1, 506, 3)
    train.x = data.matrix(BostonHousing[train.ind, -14])
    train.y = BostonHousing[train.ind, 14]
    test.x = data.matrix(BostonHousing[-train.ind, -14])
    test.y = BostonHousing[-train.ind, 14]
    data <- mx.symbol.Variable("data")
    fc1 <- mx.symbol.FullyConnected(data, num_hidden=1)
    lro <- mx.symbol.LinearRegressionOutput(fc1)
    mx.set.seed(0)
    model <- mx.model.FeedForward.create(
      lro, X=train.x, y=train.y,
      eval.data=list(data=test.x, label=test.y),
      ctx=mx.cpu(), num.round=10, array.batch.size=20,
      learning.rate=2e-6, momentum=0.9, eval.metric=mx.metric.rmse)

    ## Auto detect layout of input matrix, use row major..
    ## Start training with 1 devices
    ## [1] Train-rmse=16.063282524034
    ## [1] Validation-rmse=10.1766446093622
    ## [2] Train-rmse=12.2792375712573
    ## [2] Validation-rmse=12.4331776190813
    ## [3] Train-rmse=11.1984634005885
    ## [3] Validation-rmse=10.3303041888193
    ## [4] Train-rmse=10.2645236892904
    ## [4] Validation-rmse=8.42760407903415
    ## [5] Train-rmse=9.49711005504284
    ## [5] Validation-rmse=8.44557808483234
    ## [6] Train-rmse=9.07733734175182
    ## [6] Validation-rmse=8.33225500266177
    ## [7] Train-rmse=9.07884450847991
    ## [7] Validation-rmse=8.38827833418459
    ## [8] Train-rmse=9.10463850277417
    ## [8] Validation-rmse=8.37394452365264
    ## [9] Train-rmse=9.03977049028532
    ## [9] Validation-rmse=8.25927979725672
    ## [10] Train-rmse=8.96870685004475
    ## [10] Validation-rmse=8.19509291481822

We also provide two optional parameters, batch.end.callback and epoch.end.callback, which can provide great flexibility in model training.

How to Use Callback Functions

This package provides two callback functions:

  • mx.callback.save.checkpoint saves a checkpoint to files during each period iteration.
         model <- mx.model.FeedForward.create(
           lro, X=train.x, y=train.y,
           eval.data=list(data=test.x, label=test.y),
           ctx=mx.cpu(), num.round=10, array.batch.size=20,
           learning.rate=2e-6, momentum=0.9, eval.metric=mx.metric.rmse,
           epoch.end.callback = mx.callback.save.checkpoint("boston"))

          ## Auto detect layout of input matrix, use row major..
          ## Start training with 1 devices
          ## [1] Train-rmse=19.1621424021617
          ## [1] Validation-rmse=20.721515592165
          ## Model checkpoint saved to boston-0001.params
          ## [2] Train-rmse=13.5127391952367
          ## [2] Validation-rmse=14.1822123675007
          ## Model checkpoint saved to boston-0002.params
  • mx.callback.log.train.metric logs a training metric each period. You can use it either as a batch.end.callback or an epoch.end.callback.
         model <- mx.model.FeedForward.create(
           lro, X=train.x, y=train.y,
           eval.data=list(data=test.x, label=test.y),
           ctx=mx.cpu(), num.round=10, array.batch.size=20,
           learning.rate=2e-6, momentum=0.9, eval.metric=mx.metric.rmse,
           batch.end.callback = mx.callback.log.train.metric(5))

         ## Auto detect layout of input matrix, use row major..
         ## Start training with 1 devices
         ## Batch [5] Train-rmse=17.6514558545416
         ## [1] Train-rmse=15.2879610219001
         ## [1] Validation-rmse=12.3332062820921
         ## Batch [5] Train-rmse=11.939392828565
         ## [2] Train-rmse=11.4382242547217
         ## [2] Validation-rmse=9.91176550103181
         ............

You also can save the training and evaluation errors for later use by passing a reference class:

    logger <- mx.metric.logger$new()
    model <- mx.model.FeedForward.create(
      lro, X=train.x, y=train.y,
      eval.data=list(data=test.x, label=test.y),
      ctx=mx.cpu(), num.round=10, array.batch.size=20,
      learning.rate=2e-6, momentum=0.9, eval.metric=mx.metric.rmse,
      epoch.end.callback = mx.callback.log.train.metric(5, logger))

    ## Auto detect layout of input matrix, use row major..
    ## Start training with 1 devices
    ## [1] Train-rmse=19.1083228733256
    ## [1] Validation-rmse=12.7150687428974
    ## [2] Train-rmse=15.7684378116157
    ## [2] Validation-rmse=14.8105319420491
    ............

    head(logger$train)

    ## [1] 19.108323 15.768438 13.531470 11.386050  9.555477  9.351324

    head(logger$eval)

    ## [1] 12.715069 14.810532 15.840361 10.898733  9.349706  9.363087

How to Write Your Own Callback Functions

You can find the source code for the two callback functions on GitHub and use it as a template:

Basically, all callback functions follow the following structure:

    mx.callback.fun <- function() {
      function(iteration, nbatch, env) {
      }
    }

The following mx.callback.save.checkpoint function is stateless. It gets the model from the environment and saves it:.

    mx.callback.save.checkpoint <- function(prefix, period=1) {
      function(iteration, nbatch, env) {
      if (iteration %% period == 0) {
      mx.model.save(env$model, prefix, iteration)
      cat(sprintf("Model checkpoint saved to %s-%04d.params\n", prefix, iteration))
    }
    return(TRUE)
      }
    }

The mx.callback.log.train.metric is a little more complex. It holds a reference class and updates it during the training process:

    mx.callback.log.train.metric <- function(period, logger=NULL) {
      function(iteration, nbatch, env) {
    if (nbatch %% period == 0 && !is.null(env$metric)) {
      result <- env$metric$get(env$train.metric)
      if (nbatch != 0)
        cat(paste0("Batch [", nbatch, "] Train-", result$name, "=", result$value, "\n"))
      if (!is.null(logger)) {
        if (class(logger) != "mx.metric.logger") {
          stop("Invalid mx.metric.logger.")
        }
        logger$train <- c(logger$train, result$value)
        if (!is.null(env$eval.metric)) {
          result <- env$metric$get(env$eval.metric)
          if (nbatch != 0)
            cat(paste0("Batch [", nbatch, "] Validation-", result$name, "=", result$value, "\n"))
          logger$eval <- c(logger$eval, result$value)
        }
      }
    }
    return(TRUE)
      }
    }

Now you might be curious why both callback functions return(TRUE).

Can we return(FALSE)?

Yes! You can stop the training early with return(FALSE). See the following examples.

     mx.callback.early.stop <- function(eval.metric) {
      function(iteration, nbatch, env) {
    if (!is.null(env$metric)) {
      if (!is.null(eval.metric)) {
        result <- env$metric$get(env$eval.metric)
        if (result$value < eval.metric) {
          return(FALSE)
        }
      }
    }
    return(TRUE)
      }
    }
    model <- mx.model.FeedForward.create(
      lro, X=train.x, y=train.y,
      eval.data=list(data=test.x, label=test.y),
      ctx=mx.cpu(), num.round=10, array.batch.size=20,
      learning.rate=2e-6, momentum=0.9, eval.metric=mx.metric.rmse,
      epoch.end.callback = mx.callback.early.stop(10))

    ## Auto detect layout of input matrix, use row major..
    ## Start training with 1 devices
    ## [1] Train-rmse=18.5897984387033
    ## [1] Validation-rmse=13.5555213820571
    ## [2] Train-rmse=12.5867564040256
    ## [2] Validation-rmse=9.76304967080928

When the validation metric dips below the threshold we set, the training process stops.

Next Steps