Keras train and validation metric values are different even when using same data (Logistic regression)

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I have been trying to better understand the train/validation sequence in the keras model fit() loop. So I tried out a simple training loop where I attempted to fit a simple logistic regression model with input data consisting of a single feature.

I feed the same data for both training and validation. Under those conditions, and by specifying batch size to be the same and total data size, one would expect to obtain exactly the same loss and accuracy. But this is not the case.

Here is my code:

Generate some two random data with two classes:

N = 100
x = np.concatenate([np.random.randn(N//2, 1), np.random.randn(N//2, 1)+2])
y = np.concatenate([np.zeros(N//2), np.ones(N//2)])

And plotting the two class data distribution (one feature x):

data = pd.DataFrame({'x': x.ravel(), 'y': y})
sns.violinplot(x='x', y='y', inner='point', data=data, orient='h')
pyplot.tight_layout(0)
pyplot.show()

enter image description here

Build and fit the keras model:

model = tf.keras.Sequential([tf.keras.layers.Dense(1, activation='sigmoid', input_dim=1)])
model.compile(optimizer=tf.keras.optimizers.SGD(2), loss='binary_crossentropy', metrics=['accuracy'])
model.fit(x, y, epochs=10, validation_data=(x, y), batch_size=N)

Notice that I have specified the data x and targets y for both training and for validation_data. Also, the batch_size is same as total size batch_size=N.

The training results are:

100/100 [==============================] - 1s 5ms/step - loss: 1.4500 - acc: 0.2300 - val_loss: 0.5439 - val_acc: 0.7200
Epoch 2/10
100/100 [==============================] - 0s 18us/step - loss: 0.5439 - acc: 0.7200 - val_loss: 0.4408 - val_acc: 0.8000
Epoch 3/10
100/100 [==============================] - 0s 16us/step - loss: 0.4408 - acc: 0.8000 - val_loss: 0.3922 - val_acc: 0.8300
Epoch 4/10
100/100 [==============================] - 0s 16us/step - loss: 0.3922 - acc: 0.8300 - val_loss: 0.3659 - val_acc: 0.8400
Epoch 5/10
100/100 [==============================] - 0s 17us/step - loss: 0.3659 - acc: 0.8400 - val_loss: 0.3483 - val_acc: 0.8500
Epoch 6/10
100/100 [==============================] - 0s 16us/step - loss: 0.3483 - acc: 0.8500 - val_loss: 0.3356 - val_acc: 0.8600
Epoch 7/10
100/100 [==============================] - 0s 17us/step - loss: 0.3356 - acc: 0.8600 - val_loss: 0.3260 - val_acc: 0.8600
Epoch 8/10
100/100 [==============================] - 0s 18us/step - loss: 0.3260 - acc: 0.8600 - val_loss: 0.3186 - val_acc: 0.8600
Epoch 9/10
100/100 [==============================] - 0s 18us/step - loss: 0.3186 - acc: 0.8600 - val_loss: 0.3127 - val_acc: 0.8700
Epoch 10/10
100/100 [==============================] - 0s 23us/step - loss: 0.3127 - acc: 0.8700 - val_loss: 0.3079 - val_acc: 0.8800

The results show that val_loss and loss are not the same at the end of each epoch, and also acc and val_acc are not exactly the same. However, based on this setup, one would expect them to be the same.

I have been going through the code in keras, particularly this part: https://github.com/tensorflow/tensorflow/blob/master/tensorflow/python/keras/engine/training.py#L1364

and so far, all I can say that the difference is due to some different computation through the computation graph.

Does anyone has any idea why there would be such difference?

keras tensorflow deep-learning machine-learning python
1 Answers

So after looking more closely at the results, the loss and acc values from the training step are computed BEFORE the current batch is used to update the model.

Thus, in the case of a single batch per epoch, the train acc and loss are evaluated when the batch is fed in, then the model parameters are updated based on the provided optimizer. After the train step is finished, we compute loss and accuracy by feeding in the validation data, which is now evaluated using a new updated model.

This is evident from the training results output, where validation accuracy and loss are in epoch 1 are equal to train accuracy and loss in epoch 2, etc...

A quick check using tensorflow confirmed that values are fetched before variables are updated: 

import tensorflow as tf
import numpy as np
np.random.seed(1)

x = tf.placeholder(dtype=tf.float32, shape=(None, 1), name="x")
y = tf.placeholder(dtype=tf.float32, shape=(None), name="y")

W = tf.get_variable(name="W", shape=(1, 1), dtype=tf.float32, initializer=tf.constant_initializer(0))
b = tf.get_variable(name="b", shape=1, dtype=tf.float32, initializer=tf.constant_initializer(0))
z = tf.matmul(x, W) + b

error = tf.square(z - y)
obj = tf.reduce_mean(error, name="obj")

opt = tf.train.MomentumOptimizer(learning_rate=0.025, momentum=0.9)
grads = opt.compute_gradients(obj)
train_step = opt.apply_gradients(grads)

N = 100
x_np = np.random.randn(N).reshape(-1, 1)
y_np = 2*x_np + 3 + np.random.randn(N)

with tf.Session() as sess:
    sess.run(tf.global_variables_initializer())
    for i in range(2):
        res = sess.run([obj, W, b, train_step], feed_dict={x: x_np, y: y_np})
        print('MSE: {}, W: {}, b: {}'.format(res[0], res[1][0, 0], res[2][0]))

Output:

MSE: 14.721437454223633, W: 0.0, b: 0.0
MSE: 13.372591018676758, W: 0.08826743811368942, b: 0.1636980175971985

Since the parameters W and b were initialized to 0, then it is clear that the fetched values is still 0 even though session was run with gradient update request...

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