gn: Fix ratspub python error.

We are using an older version of python-keras and tensorflow
and therefore need to backport the AUC optimizations from 2.3.1

2 files changed, 1150 insertions, 2 deletions

diff --git a/gn/packages/ratspub.scm b/gn/packages/ratspub.scm
index 882a6bd..9dd9745 100644
--- a/gn/packages/ratspub.scm
+++ b/gn/packages/ratspub.scm
@@ -1,6 +1,7 @@
 (define-module (gn packages ratspub)
   #:use-module ((guix licenses) #:prefix license:)
   #:use-module (guix utils)
+  #:use-module (gnu packages)
   #:use-module (guix packages)
   #:use-module (guix git-download)
   #:use-module (guix build-system python)
@@ -25,7 +26,15 @@
               (file-name (git-file-name name version))
               (sha256
                (base32
-                "1ii3721mqd3dbpjkhqi7yqjd9bqcf0g19kdbb8265pmbfjjsg164"))))
+                "1ii3721mqd3dbpjkhqi7yqjd9bqcf0g19kdbb8265pmbfjjsg164"))
+              (modules '((guix build utils)))
+              (snippet
+               '(begin (substitute* "server.py"
+                         ;; Keep the service running on port 4200
+                         (("4201") "4200")
+                         ;; Backport to python-keras-2.2.4
+                         (("learning_rate") "lr") )
+                       #t))))
     (build-system python-build-system)
     (arguments
      `(#:tests? #f  ; no test suite
@@ -130,11 +139,17 @@ Studies} catalog are also included in the search to better answer this
 question.")
     (license license:expat)))
 
-;; We want a copy of python-keras without tests.
+;; We want a copy of python-keras with the AUC optimizer backported.
+;; We skip the tests because we "test in production".
+;; That's a lie. The test suite just takes a long time to run.
 (define-public python-keras-for-ratspub
   (hidden-package
     (package
       (inherit python-keras)
+      (source
+        (origin
+          (inherit (package-source python-keras))
+          (patches (search-patches "keras-auc-optimizer.patch"))))
       (arguments
        (substitute-keyword-arguments (package-arguments python-keras)
          ((#:phases phases)
diff --git a/keras-auc-optimizer.patch b/keras-auc-optimizer.patch
new file mode 100644
index 0000000..bbc6924
--- /dev/null
+++ b/keras-auc-optimizer.patch
@@ -0,0 +1,1133 @@
+From 901159da45695da24a5206125910f02fc50169ce Mon Sep 17 00:00:00 2001
+From: Efraim Flashner <efraim@flashner.co.il>
+Date: Thu, 23 Apr 2020 15:50:37 +0300
+Subject: [PATCH] add keras metrics
+
+---
+ keras/backend/tensorflow_backend.py |  12 +
+ keras/metrics.py                    | 584 ++++++++++++++++++++++++++++
+ keras/utils/__init__.py             |   2 +
+ keras/utils/losses_utils.py         | 177 +++++++++
+ keras/utils/metrics_utils.py        | 278 +++++++++++++
+ 5 files changed, 1053 insertions(+)
+ create mode 100644 keras/utils/losses_utils.py
+ create mode 100644 keras/utils/metrics_utils.py
+
+diff --git a/keras/backend/tensorflow_backend.py b/keras/backend/tensorflow_backend.py
+index bcb8be0..a2870f5 100644
+--- a/keras/backend/tensorflow_backend.py
++++ b/keras/backend/tensorflow_backend.py
+@@ -4453,3 +4453,15 @@ def local_conv2d(inputs, kernel, kernel_size, strides, output_shape, data_format
+     else:
+         output = permute_dimensions(output, (2, 0, 1, 3))
+     return output
++
++#get_graph = tf_keras_backend.get_graph
++
++#def is_symbolic(x):
++#    return isinstance(x, tf.Tensor) and hasattr(x, 'op')
++
++def size(x, name=None):
++#    if is_symbolic(x):
++#        with get_graph().as_default():
++#            return tf.size(x)
++    return tf.size(x, name=name)
++
+diff --git a/keras/metrics.py b/keras/metrics.py
+index 8e3df1f..8f57910 100644
+--- a/keras/metrics.py
++++ b/keras/metrics.py
+@@ -4,8 +4,12 @@ from __future__ import absolute_import
+ from __future__ import division
+ from __future__ import print_function
+ 
++import abc
+ import six
++import types
++
+ from . import backend as K
++from .engine.base_layer import Layer
+ from .losses import mean_squared_error
+ from .losses import mean_absolute_error
+ from .losses import mean_absolute_percentage_error
+@@ -19,10 +23,201 @@ from .losses import binary_crossentropy
+ from .losses import kullback_leibler_divergence
+ from .losses import poisson
+ from .losses import cosine_proximity
++from .utils import losses_utils
++from .utils import metrics_utils
+ from .utils.generic_utils import deserialize_keras_object
+ from .utils.generic_utils import serialize_keras_object
+ 
+ 
++@six.add_metaclass(abc.ABCMeta)
++class Metric(Layer):
++    """Encapsulates metric logic and state.
++
++    Standalone usage:
++    ```python
++    m = SomeMetric(...)
++    for input in ...:
++        m.update_state(input)
++    m.result()
++    ```
++
++    Usage with the `compile` API:
++    ```python
++    model.compile(optimizer='rmsprop',
++                  loss=keras.losses.categorical_crossentropy,
++                  metrics=[keras.metrics.CategoricalAccuracy()])
++    ```
++
++    To be implemented by subclasses:
++    * `__init__()`: All state variables should be created in this method by
++        calling `self.add_weight()` like: `self.var = self.add_weight(...)`
++    * `update_state()`: Has all updates to the state variables like:
++        self.var.assign_add(...).
++    * `result()`: Computes and returns a value for the metric
++        from the state variables.
++    """
++
++    def __init__(self, name=None, dtype=None, **kwargs):
++        super(Metric, self).__init__(name=name, dtype=dtype, **kwargs)
++        self.stateful = True  # All metric layers are stateful.
++        self.built = True
++        self.dtype = K.floatx() if dtype is None else dtype
++
++    def __new__(cls, *args, **kwargs):
++        obj = super(Metric, cls).__new__(cls)
++        update_state_fn = obj.update_state
++
++        obj.update_state = types.MethodType(
++            metrics_utils.update_state_wrapper(update_state_fn), obj)
++        return obj
++
++    def __call__(self, *args, **kwargs):
++        """Accumulates statistics and then computes metric result value."""
++        update_op = self.update_state(*args, **kwargs)
++        return self.result()
++
++    def get_config(self):
++        """Returns the serializable config of the metric."""
++        return {'name': self.name, 'dtype': self.dtype}
++
++    def reset_states(self):
++        """Resets all of the metric state variables.
++        This function is called between epochs/steps,
++        when a metric is evaluated during training.
++        """
++        K.batch_set_value([(v, 0) for v in self.weights])
++
++    @abc.abstractmethod
++    def update_state(self, *args, **kwargs):
++        """Accumulates statistics for the metric. """
++        raise NotImplementedError('Must be implemented in subclasses.')
++
++    @abc.abstractmethod
++    def result(self):
++        """Computes and returns the metric value tensor.
++        Result computation is an idempotent operation that simply calculates the
++        metric value using the state variables.
++        """
++        raise NotImplementedError('Must be implemented in subclasses.')
++
++    # For use by subclasses #
++    def add_weight(self,
++                   name,
++                   shape=(),
++                   initializer=None,
++                   dtype=None):
++        """Adds state variable. Only for use by subclasses."""
++        return super(Metric, self).add_weight(
++            name=name,
++            shape=shape,
++            dtype=self.dtype if dtype is None else dtype,
++            trainable=False,
++            initializer=initializer)
++
++    # End: For use by subclasses ###
++
++
++class Reduce(Metric):
++    """Encapsulates metrics that perform a reduce operation on the values."""
++
++    def __init__(self, reduction, name, dtype=None):
++        """Creates a `Reduce` instance.
++        # Arguments
++            reduction: a metrics `Reduction` enum value.
++            name: string name of the metric instance.
++            dtype: (Optional) data type of the metric result.
++        """
++        super(Reduce, self).__init__(name=name, dtype=dtype)
++        self.reduction = reduction
++        self.total = self.add_weight('total', initializer='zeros')
++        if reduction in [metrics_utils.Reduction.SUM_OVER_BATCH_SIZE,
++                         metrics_utils.Reduction.WEIGHTED_MEAN]:
++            self.count = self.add_weight('count', initializer='zeros')
++
++    def update_state(self, values, sample_weight=None):
++        """Accumulates statistics for computing the reduction metric.
++        For example, if `values` is [1, 3, 5, 7] and reduction=SUM_OVER_BATCH_SIZE,
++        then the value of `result()` is 4. If the `sample_weight` is specified as
++        [1, 1, 0, 0] then value of `result()` would be 2.
++        # Arguments
++            values: Per-example value.
++            sample_weight: Optional weighting of each example. Defaults to 1.
++        """
++        values = K.cast(values, self.dtype)
++        if sample_weight is not None:
++            sample_weight = K.cast(sample_weight, self.dtype)
++            # Update dimensions of weights to match with values if possible.
++            values, _, sample_weight = losses_utils.squeeze_or_expand_dimensions(
++                values, sample_weight=sample_weight)
++
++            # Broadcast weights if possible.
++            sample_weight = losses_utils.broadcast_weights(sample_weight, values)
++            values = values * sample_weight
++
++        value_sum = K.sum(values)
++        update_total_op = K.update_add(self.total, value_sum)
++
++        # Exit early if the reduction doesn't have a denominator.
++        if self.reduction == metrics_utils.Reduction.SUM:
++            return update_total_op
++
++        # Update `count` for reductions that require a denominator.
++        if self.reduction == metrics_utils.Reduction.SUM_OVER_BATCH_SIZE:
++            num_values = K.cast(K.size(values), self.dtype)
++        elif self.reduction == metrics_utils.Reduction.WEIGHTED_MEAN:
++            if sample_weight is None:
++                num_values = K.cast(K.size(values), self.dtype)
++            else:
++                num_values = K.sum(sample_weight)
++        else:
++            raise NotImplementedError(
++                'reduction [%s] not implemented' % self.reduction)
++
++        with K.control_dependencies([update_total_op]):
++            return K.update_add(self.count, num_values)
++
++    def result(self):
++        if self.reduction == metrics_utils.Reduction.SUM:
++            return self.total
++        elif self.reduction in [
++            metrics_utils.Reduction.WEIGHTED_MEAN,
++            metrics_utils.Reduction.SUM_OVER_BATCH_SIZE
++        ]:
++            return self.total / self.count
++        else:
++            raise NotImplementedError(
++                'reduction [%s] not implemented' % self.reduction)
++
++
++class Sum(Reduce):
++    """Computes the (weighted) sum of the given values.
++
++    For example, if values is [1, 3, 5, 7] then the sum is 16.
++    If the weights were specified as [1, 1, 0, 0] then the sum would be 4.
++
++    This metric creates one variable, `total`, that is used to compute the sum of
++    `values`. This is ultimately returned as `sum`.
++    If `sample_weight` is `None`, weights default to 1.  Use `sample_weight` of 0
++    to mask values.
++
++    Standalone usage:
++    ```python
++    m = keras.metrics.Sum()
++    m.update_state([1, 3, 5, 7])
++    m.result()
++    ```
++    """
++
++    def __init__(self, name='sum', dtype=None):
++        """Creates a `Sum` instance.
++        # Arguments
++            name: (Optional) string name of the metric instance.
++            dtype: (Optional) data type of the metric result.
++        """
++        super(Sum, self).__init__(reduction=metrics_utils.Reduction.SUM,
++                                  name=name, dtype=dtype)
++
++
+ def binary_accuracy(y_true, y_pred):
+     return K.mean(K.equal(y_true, K.round(y_pred)), axis=-1)
+ 
+@@ -49,6 +244,395 @@ def sparse_top_k_categorical_accuracy(y_true, y_pred, k=5):
+     return K.mean(K.in_top_k(y_pred, K.cast(K.flatten(y_true), 'int32'), k),
+                   axis=-1)
+ 
++class SensitivitySpecificityBase(Metric):
++    """Abstract base class for computing sensitivity and specificity.
++
++    For additional information about specificity and sensitivity, see the
++    following: https://en.wikipedia.org/wiki/Sensitivity_and_specificity
++    """
++
++    def __init__(self, value, num_thresholds=200, name=None, dtype=None):
++        super(SensitivitySpecificityBase, self).__init__(name=name, dtype=dtype)
++        if num_thresholds <= 0:
++            raise ValueError('`num_thresholds` must be > 0.')
++        self.value = value
++        self.true_positives = self.add_weight(
++            'true_positives',
++            shape=(num_thresholds,),
++            initializer='zeros')
++        self.true_negatives = self.add_weight(
++            'true_negatives',
++            shape=(num_thresholds,),
++            initializer='zeros')
++        self.false_positives = self.add_weight(
++            'false_positives',
++            shape=(num_thresholds,),
++            initializer='zeros')
++        self.false_negatives = self.add_weight(
++            'false_negatives',
++            shape=(num_thresholds,),
++            initializer='zeros')
++
++        # Compute `num_thresholds` thresholds in [0, 1]
++        if num_thresholds == 1:
++            self.thresholds = [0.5]
++        else:
++            thresholds = [(i + 1) * 1.0 / (num_thresholds - 1)
++                          for i in range(num_thresholds - 2)]
++            self.thresholds = [0.0] + thresholds + [1.0]
++
++    def update_state(self, y_true, y_pred, sample_weight=None):
++        return metrics_utils.update_confusion_matrix_variables(
++            {
++                metrics_utils.ConfusionMatrix.TRUE_POSITIVES: self.true_positives,
++                metrics_utils.ConfusionMatrix.TRUE_NEGATIVES: self.true_negatives,
++                metrics_utils.ConfusionMatrix.FALSE_POSITIVES: self.false_positives,
++                metrics_utils.ConfusionMatrix.FALSE_NEGATIVES: self.false_negatives,
++            },
++            y_true,
++            y_pred,
++            thresholds=self.thresholds,
++            sample_weight=sample_weight)
++
++    def reset_states(self):
++        num_thresholds = len(self.thresholds)
++        K.batch_set_value(
++            [(v, np.zeros((num_thresholds,))) for v in self.variables])
++
++
++class SensitivityAtSpecificity(SensitivitySpecificityBase):
++    """Computes the sensitivity at a given specificity.
++
++    `Sensitivity` measures the proportion of actual positives that are correctly
++    identified as such (tp / (tp + fn)).
++    `Specificity` measures the proportion of actual negatives that are correctly
++    identified as such (tn / (tn + fp)).
++
++    This metric creates four local variables, `true_positives`, `true_negatives`,
++    `false_positives` and `false_negatives` that are used to compute the
++    sensitivity at the given specificity. The threshold for the given specificity
++    value is computed and used to evaluate the corresponding sensitivity.
++
++    If `sample_weight` is `None`, weights default to 1.
++    Use `sample_weight` of 0 to mask values.
++
++    For additional information about specificity and sensitivity, see the
++    following: https://en.wikipedia.org/wiki/Sensitivity_and_specificity
++
++    Usage with the compile API:
++
++    ```python
++    model = keras.Model(inputs, outputs)
++    model.compile(
++        'sgd',
++        loss='mse',
++        metrics=[keras.metrics.SensitivityAtSpecificity()])
++    ```
++
++    # Arguments
++        specificity: A scalar value in range `[0, 1]`.
++        num_thresholds: (Optional) Defaults to 200. The number of thresholds to
++            use for matching the given specificity.
++        name: (Optional) string name of the metric instance.
++        dtype: (Optional) data type of the metric result.
++    """
++
++    def __init__(self, specificity, num_thresholds=200, name=None, dtype=None):
++        if specificity < 0 or specificity > 1:
++            raise ValueError('`specificity` must be in the range [0, 1].')
++        self.specificity = specificity
++        self.num_thresholds = num_thresholds
++        super(SensitivityAtSpecificity, self).__init__(
++            specificity, num_thresholds=num_thresholds, name=name, dtype=dtype)
++
++    def result(self):
++        # Calculate specificities at all the thresholds.
++        specificities = K.switch(
++            K.greater(self.true_negatives + self.false_positives, 0),
++            (self.true_negatives / (self.true_negatives + self.false_positives)),
++            K.zeros_like(self.thresholds))
++
++        # Find the index of the threshold where the specificity is closest to the
++        # given specificity.
++        min_index = K.argmin(
++            K.abs(specificities - self.value), axis=0)
++        min_index = K.cast(min_index, 'int32')
++
++        # Compute sensitivity at that index.
++        return K.switch(
++            K.greater((self.true_positives[min_index] +
++                       self.false_negatives[min_index]), 0),
++            (self.true_positives[min_index] /
++                (self.true_positives[min_index] + self.false_negatives[min_index])),
++            K.zeros_like(self.true_positives[min_index]))
++
++    def get_config(self):
++        config = {
++            'num_thresholds': self.num_thresholds,
++            'specificity': self.specificity
++        }
++        base_config = super(SensitivityAtSpecificity, self).get_config()
++        return dict(list(base_config.items()) + list(config.items()))
++
++
++class AUC(Metric):
++    """Computes the approximate AUC (Area under the curve) via a Riemann sum.
++
++    This metric creates four local variables, `true_positives`, `true_negatives`,
++    `false_positives` and `false_negatives` that are used to compute the AUC.
++    To discretize the AUC curve, a linearly spaced set of thresholds is used to
++    compute pairs of recall and precision values. The area under the ROC-curve is
++    therefore computed using the height of the recall values by the false positive
++    rate, while the area under the PR-curve is the computed using the height of
++    the precision values by the recall.
++
++    This value is ultimately returned as `auc`, an idempotent operation that
++    computes the area under a discretized curve of precision versus recall values
++    (computed using the aforementioned variables). The `num_thresholds` variable
++    controls the degree of discretization with larger numbers of thresholds more
++    closely approximating the true AUC. The quality of the approximation may vary
++    dramatically depending on `num_thresholds`. The `thresholds` parameter can be
++    used to manually specify thresholds which split the predictions more evenly.
++
++    For best results, `predictions` should be distributed approximately uniformly
++    in the range [0, 1] and not peaked around 0 or 1. The quality of the AUC
++    approximation may be poor if this is not the case. Setting `summation_method`
++    to 'minoring' or 'majoring' can help quantify the error in the approximation
++    by providing lower or upper bound estimate of the AUC.
++
++    If `sample_weight` is `None`, weights default to 1.
++    Use `sample_weight` of 0 to mask values.
++
++    Usage with the compile API:
++
++    ```python
++    model = keras.Model(inputs, outputs)
++    model.compile('sgd', loss='mse', metrics=[keras.metrics.AUC()])
++    ```
++
++    # Arguments
++        num_thresholds: (Optional) Defaults to 200. The number of thresholds to
++            use when discretizing the roc curve. Values must be > 1.
++            curve: (Optional) Specifies the name of the curve to be computed, 'ROC'
++            [default] or 'PR' for the Precision-Recall-curve.
++        summation_method: (Optional) Specifies the Riemann summation method used
++            (https://en.wikipedia.org/wiki/Riemann_sum): 'interpolation' [default],
++              applies mid-point summation scheme for `ROC`. For PR-AUC, interpolates
++              (true/false) positives but not the ratio that is precision (see Davis
++              & Goadrich 2006 for details); 'minoring' that applies left summation
++              for increasing intervals and right summation for decreasing intervals;
++              'majoring' that does the opposite.
++        name: (Optional) string name of the metric instance.
++        dtype: (Optional) data type of the metric result.
++        thresholds: (Optional) A list of floating point values to use as the
++            thresholds for discretizing the curve. If set, the `num_thresholds`
++            parameter is ignored. Values should be in [0, 1]. Endpoint thresholds
++            equal to {-epsilon, 1+epsilon} for a small positive epsilon value will
++            be automatically included with these to correctly handle predictions
++            equal to exactly 0 or 1.
++    """
++
++    def __init__(self,
++                 num_thresholds=200,
++                 curve='ROC',
++                 summation_method='interpolation',
++                 name=None,
++                 dtype=None,
++                 thresholds=None):
++        # Validate configurations.
++        if (isinstance(curve, metrics_utils.AUCCurve) and
++                curve not in list(metrics_utils.AUCCurve)):
++            raise ValueError('Invalid curve: "{}". Valid options are: "{}"'.format(
++                curve, list(metrics_utils.AUCCurve)))
++        if isinstance(
++            summation_method,
++            metrics_utils.AUCSummationMethod) and summation_method not in list(
++                metrics_utils.AUCSummationMethod):
++            raise ValueError(
++                'Invalid summation method: "{}". Valid options are: "{}"'.format(
++                    summation_method, list(metrics_utils.AUCSummationMethod)))
++
++        # Update properties.
++        if thresholds is not None:
++            # If specified, use the supplied thresholds.
++            self.num_thresholds = len(thresholds) + 2
++            thresholds = sorted(thresholds)
++        else:
++            if num_thresholds <= 1:
++                raise ValueError('`num_thresholds` must be > 1.')
++
++            # Otherwise, linearly interpolate (num_thresholds - 2) thresholds in
++            # (0, 1).
++            self.num_thresholds = num_thresholds
++            thresholds = [(i + 1) * 1.0 / (num_thresholds - 1)
++                          for i in range(num_thresholds - 2)]
++
++        # Add an endpoint "threshold" below zero and above one for either
++        # threshold method to account for floating point imprecisions.
++        self.thresholds = [0.0 - K.epsilon()] + thresholds + [1.0 + K.epsilon()]
++
++        if isinstance(curve, metrics_utils.AUCCurve):
++            self.curve = curve
++        else:
++            self.curve = metrics_utils.AUCCurve.from_str(curve)
++        if isinstance(summation_method, metrics_utils.AUCSummationMethod):
++            self.summation_method = summation_method
++        else:
++            self.summation_method = metrics_utils.AUCSummationMethod.from_str(
++                summation_method)
++        super(AUC, self).__init__(name=name, dtype=dtype)
++
++        # Create metric variables
++        self.true_positives = self.add_weight(
++            'true_positives',
++            shape=(self.num_thresholds,),
++            initializer='zeros')
++        self.true_negatives = self.add_weight(
++            'true_negatives',
++            shape=(self.num_thresholds,),
++            initializer='zeros')
++        self.false_positives = self.add_weight(
++            'false_positives',
++            shape=(self.num_thresholds,),
++            initializer='zeros')
++        self.false_negatives = self.add_weight(
++            'false_negatives',
++            shape=(self.num_thresholds,),
++            initializer='zeros')
++
++    def update_state(self, y_true, y_pred, sample_weight=None):
++        return metrics_utils.update_confusion_matrix_variables({
++            metrics_utils.ConfusionMatrix.TRUE_POSITIVES: self.true_positives,
++            metrics_utils.ConfusionMatrix.TRUE_NEGATIVES: self.true_negatives,
++            metrics_utils.ConfusionMatrix.FALSE_POSITIVES: self.false_positives,
++            metrics_utils.ConfusionMatrix.FALSE_NEGATIVES: self.false_negatives,
++        }, y_true, y_pred, self.thresholds, sample_weight=sample_weight)
++
++    def interpolate_pr_auc(self):
++        """Interpolation formula inspired by section 4 of Davis & Goadrich 2006.
++
++        https://www.biostat.wisc.edu/~page/rocpr.pdf
++
++        Note here we derive & use a closed formula not present in the paper
++        as follows:
++
++          Precision = TP / (TP + FP) = TP / P
++
++        Modeling all of TP (true positive), FP (false positive) and their sum
++        P = TP + FP (predicted positive) as varying linearly within each interval
++        [A, B] between successive thresholds, we get
++
++          Precision slope = dTP / dP
++                          = (TP_B - TP_A) / (P_B - P_A)
++                          = (TP - TP_A) / (P - P_A)
++          Precision = (TP_A + slope * (P - P_A)) / P
++
++        The area within the interval is (slope / total_pos_weight) times
++
++          int_A^B{Precision.dP} = int_A^B{(TP_A + slope * (P - P_A)) * dP / P}
++          int_A^B{Precision.dP} = int_A^B{slope * dP + intercept * dP / P}
++
++        where intercept = TP_A - slope * P_A = TP_B - slope * P_B, resulting in
++
++          int_A^B{Precision.dP} = TP_B - TP_A + intercept * log(P_B / P_A)
++
++        Bringing back the factor (slope / total_pos_weight) we'd put aside, we get
++
++          slope * [dTP + intercept *  log(P_B / P_A)] / total_pos_weight
++
++        where dTP == TP_B - TP_A.
++
++        Note that when P_A == 0 the above calculation simplifies into
++
++          int_A^B{Precision.dTP} = int_A^B{slope * dTP} = slope * (TP_B - TP_A)
++
++        which is really equivalent to imputing constant precision throughout the
++        first bucket having >0 true positives.
++
++        # Returns
++            pr_auc: an approximation of the area under the P-R curve.
++        """
++        dtp = self.true_positives[:self.num_thresholds -
++                                  1] - self.true_positives[1:]
++        p = self.true_positives + self.false_positives
++        dp = p[:self.num_thresholds - 1] - p[1:]
++
++        prec_slope = dtp / K.maximum(dp, 0)
++        intercept = self.true_positives[1:] - (prec_slope * p[1:])
++
++        # Logical and
++        pMin = K.expand_dims(p[:self.num_thresholds - 1] > 0, 0)
++        pMax = K.expand_dims(p[1:] > 0, 0)
++        are_different = K.concatenate([pMin, pMax], axis=0)
++        switch_condition = K.all(are_different, axis=0)
++
++        safe_p_ratio = K.switch(
++            switch_condition,
++            p[:self.num_thresholds - 1] / K.maximum(p[1:], 0),
++            K.ones_like(p[1:]))
++
++        numer = prec_slope * (dtp + intercept * K.log(safe_p_ratio))
++        denom = K.maximum(self.true_positives[1:] + self.false_negatives[1:], 0)
++        return K.sum((numer / denom))
++
++    def result(self):
++        if (self.curve == metrics_utils.AUCCurve.PR and
++                (self.summation_method ==
++                 metrics_utils.AUCSummationMethod.INTERPOLATION)):
++            # This use case is different and is handled separately.
++            return self.interpolate_pr_auc()
++
++        # Set `x` and `y` values for the curves based on `curve` config.
++        recall = K.switch(
++            K.greater((self.true_positives), 0),
++            (self.true_positives /
++                (self.true_positives + self.false_negatives)),
++            K.zeros_like(self.true_positives))
++        if self.curve == metrics_utils.AUCCurve.ROC:
++            fp_rate = K.switch(
++                K.greater((self.false_positives), 0),
++                (self.false_positives /
++                    (self.false_positives + self.true_negatives)),
++                K.zeros_like(self.false_positives))
++            x = fp_rate
++            y = recall
++        else:  # curve == 'PR'.
++            precision = K.switch(
++                K.greater((self.true_positives), 0),
++                (self.true_positives / (self.true_positives + self.false_positives)),
++                K.zeros_like(self.true_positives))
++            x = recall
++            y = precision
++
++        # Find the rectangle heights based on `summation_method`.
++        if self.summation_method == metrics_utils.AUCSummationMethod.INTERPOLATION:
++            # Note: the case ('PR', 'interpolation') has been handled above.
++            heights = (y[:self.num_thresholds - 1] + y[1:]) / 2.
++        elif self.summation_method == metrics_utils.AUCSummationMethod.MINORING:
++            heights = K.minimum(y[:self.num_thresholds - 1], y[1:])
++        else:  # self.summation_method = metrics_utils.AUCSummationMethod.MAJORING:
++            heights = K.maximum(y[:self.num_thresholds - 1], y[1:])
++
++        # Sum up the areas of all the rectangles.
++        return K.sum((x[:self.num_thresholds - 1] - x[1:]) * heights)
++
++    def reset_states(self):
++        K.batch_set_value(
++            [(v, np.zeros((self.num_thresholds,))) for v in self.variables])
++
++    def get_config(self):
++        config = {
++            'num_thresholds': self.num_thresholds,
++            'curve': self.curve.value,
++            'summation_method': self.summation_method.value,
++            # We remove the endpoint thresholds as an inverse of how the thresholds
++            # were initialized. This ensures that a metric initialized from this
++            # config has the same thresholds.
++            'thresholds': self.thresholds[1:-1],
++        }
++        base_config = super(AUC, self).get_config()
++        return dict(list(base_config.items()) + list(config.items()))
++
+ 
+ # Aliases
+ 
+diff --git a/keras/utils/__init__.py b/keras/utils/__init__.py
+index 8cc39d5..65af329 100644
+--- a/keras/utils/__init__.py
++++ b/keras/utils/__init__.py
+@@ -4,6 +4,8 @@ from . import generic_utils
+ from . import data_utils
+ from . import io_utils
+ from . import conv_utils
++from . import losses_utils
++from . import metrics_utils
+ 
+ # Globally-importable utils.
+ from .io_utils import HDF5Matrix
+diff --git a/keras/utils/losses_utils.py b/keras/utils/losses_utils.py
+new file mode 100644
+index 0000000..617ebb7
+--- /dev/null
++++ b/keras/utils/losses_utils.py
+@@ -0,0 +1,177 @@
++"""Utilities related to losses."""
++from __future__ import absolute_import
++from __future__ import division
++from __future__ import print_function
++
++import numpy as np
++
++from .. import backend as K
++
++
++class Reduction(object):
++    """Types of loss reduction.
++
++    Contains the following values:
++
++    * `NONE`: Un-reduced weighted losses with the same shape as input. When this
++        reduction type used with built-in Keras training loops like
++        `fit`/`evaluate`, the unreduced vector loss is passed to the optimizer but
++        the reported loss will be a scalar value.
++    * `SUM`: Scalar sum of weighted losses.
++    * `SUM_OVER_BATCH_SIZE`: Scalar `SUM` divided by number of elements in losses.
++    """
++
++    NONE = 'none'
++    SUM = 'sum'
++    SUM_OVER_BATCH_SIZE = 'sum_over_batch_size'
++
++    @classmethod
++    def all(cls):
++        return (cls.NONE, cls.SUM, cls.SUM_OVER_BATCH_SIZE)
++
++    @classmethod
++    def validate(cls, key):
++        if key not in cls.all():
++            raise ValueError('Invalid Reduction Key %s.' % key)
++
++
++def squeeze_or_expand_dimensions(y_pred, y_true=None, sample_weight=None):
++    """Squeeze or expand last dimension if needed.
++
++    1. Squeezes last dim of `y_pred` or `y_true` if their rank differs by 1.
++    2. Squeezes or expands last dim of `sample_weight` if its rank differs by 1
++    from the new rank of `y_pred`.
++    If `sample_weight` is scalar, it is kept scalar.
++
++    # Arguments
++    y_pred: Predicted values, a `Tensor` of arbitrary dimensions.
++    y_true: Optional label `Tensor` whose dimensions match `y_pred`.
++    sample_weight: Optional weight scalar or `Tensor` whose dimensions match
++    `y_pred`.
++
++    # Returns
++    Tuple of `y_pred`, `y_true` and `sample_weight`. Each of them possibly has
++    the last dimension squeezed, `sample_weight` could be extended by one
++    dimension.
++    """
++    if y_true is not None:
++        y_pred_rank = K.ndim(y_pred)
++        y_pred_shape = K.int_shape(y_pred)
++        y_true_rank = K.ndim(y_true)
++        y_true_shape = K.int_shape(y_true)
++
++        if (y_pred_rank - y_true_rank == 1) and (y_pred_shape[-1] == 1):
++            y_pred = K.squeeze(y_pred, -1)
++        elif (y_true_rank - y_pred_rank == 1) and (y_true_shape[-1] == 1):
++            y_true = K.squeeze(y_true, -1)
++
++    if sample_weight is None:
++        return y_pred, y_true
++
++    y_pred_rank = K.ndim(y_pred)
++    weights_rank = K.ndim(sample_weight)
++    if weights_rank != 0:
++        if weights_rank - y_pred_rank == 1:
++            sample_weight = K.squeeze(sample_weight, -1)
++        elif y_pred_rank - weights_rank == 1:
++           sample_weight = K.expand_dims(sample_weight, -1)
++    return y_pred, y_true, sample_weight
++
++
++def _num_elements(losses):
++    """Computes the number of elements in `losses` tensor."""
++    with K.name_scope('num_elements') as scope:
++        return K.cast(K.size(losses, name=scope), losses.dtype)
++
++
++def reduce_weighted_loss(weighted_losses, reduction=Reduction.SUM_OVER_BATCH_SIZE):
++    """Reduces the individual weighted loss measurements."""
++    if reduction == Reduction.NONE:
++        loss = weighted_losses
++    else:
++        loss = K.sum(weighted_losses)
++        if reduction == Reduction.SUM_OVER_BATCH_SIZE:
++            loss = loss / _num_elements(weighted_losses)
++    return loss
++
++
++def broadcast_weights(values, sample_weight):
++    # Broadcast weights if possible.
++    weights_shape = K.int_shape(sample_weight)
++    values_shape = K.int_shape(values)
++
++    if values_shape != weights_shape:
++        weights_rank = K.ndim(sample_weight)
++        values_rank = K.ndim(values)
++
++        # Raise error if ndim of weights is > values.
++        if weights_rank > values_rank:
++            raise ValueError(
++                'Incompatible shapes: `values` {} vs `sample_weight` {}'.format(
++                    values_shape, weights_shape))
++
++        # Expand dim of weights to match ndim of values, if required.
++            for i in range(weights_rank, values_rank):
++                sample_weight = K.expand_dims(sample_weight, axis=i)
++
++        if weights_shape is not None and values_shape is not None:
++            for i in range(weights_rank):
++                if (weights_shape[i] is not None and
++                   values_shape[i] is not None and
++                       weights_shape[i] != values_shape[i]):
++                   # Cannot be broadcasted.
++                   if weights_shape[i] != 1:
++                       raise ValueError(
++                           'Incompatible shapes: `values` {} vs '
++                           '`sample_weight` {}'.format(
++                               values_shape, weights_shape))
++                   sample_weight = K.repeat_elements(
++                       sample_weight, values_shape[i], axis=i)
++    return sample_weight
++
++
++def compute_weighted_loss(losses,
++                          sample_weight=None,
++                          reduction=Reduction.SUM_OVER_BATCH_SIZE,
++                          name=None):
++    """Computes the weighted loss.
++
++    # Arguments
++        losses: `Tensor` of shape `[batch_size, d1, ... dN]`.
++        sample_weight: Optional `Tensor` whose rank is either 0, or the same rank as
++        `   losses`, or be broadcastable to `losses`.
++        reduction: (Optional) Type of Reduction to apply to loss.
++            Default value is `SUM_OVER_BATCH_SIZE`.
++        name: Optional name for the op.
++
++    # Raises
++        ValueError: If the shape of `sample_weight` is not compatible with `losses`.
++
++    # Returns
++        Weighted loss `Tensor` of the same type as `losses`. If `reduction` is
++            `NONE`, this has the same shape as `losses`; otherwise, it is scalar.
++    """
++    Reduction.validate(reduction)
++    if sample_weight is None:
++        sample_weight = 1.0
++    with K.name_scope(name or 'weighted_loss'):
++        input_dtype = K.dtype(losses)
++        losses = K.cast(losses, K.floatx())
++        sample_weight = K.cast(sample_weight, K.floatx())
++
++        # Update dimensions of `sample_weight` to match with `losses` if possible.
++        losses, _, sample_weight = squeeze_or_expand_dimensions(
++            losses, None, sample_weight)
++
++        # Broadcast weights if possible.
++        sample_weight = broadcast_weights(losses, sample_weight)
++
++        # Apply weights to losses.
++        weighted_losses = sample_weight * losses
++
++        # Apply reduction function to the individual weighted losses.
++        loss = reduce_weighted_loss(weighted_losses, reduction)
++        # Convert the result back to the input type.
++        loss = K.cast(loss, input_dtype)
++        return loss
++
+diff --git a/keras/utils/metrics_utils.py b/keras/utils/metrics_utils.py
+new file mode 100644
+index 0000000..e6a5bb0
+--- /dev/null
++++ b/keras/utils/metrics_utils.py
+@@ -0,0 +1,278 @@
++"""Utilities related to metrics."""
++from __future__ import absolute_import
++from __future__ import division
++from __future__ import print_function
++
++from enum import Enum
++
++from .. import backend as K
++from . import losses_utils
++
++NEG_INF = -1e10
++
++class Reduction(object):
++    """Types of metrics reduction.
++    Contains the following values:
++    * `SUM`: Scalar sum of weighted values.
++    * `SUM_OVER_BATCH_SIZE`: Scalar `SUM` of weighted values divided by
++        number of elements in values.
++    * `WEIGHTED_MEAN`: Scalar sum of weighted values divided by sum of weights.
++    """
++
++    SUM = 'sum'
++    SUM_OVER_BATCH_SIZE = 'sum_over_batch_size'
++    WEIGHTED_MEAN = 'weighted_mean'
++
++
++def update_state_wrapper(update_state_fn):
++    """Decorator to wrap metric `update_state()` with `add_update()`.
++    # Arguments
++        update_state_fn: function that accumulates metric statistics.
++    # Returns
++        Decorated function that wraps `update_state_fn()` with `add_update()`.
++    """
++    def decorated(metric_obj, *args, **kwargs):
++        """Decorated function with `add_update()`."""
++
++        update_op = update_state_fn(*args, **kwargs)
++        metric_obj.add_update(update_op)
++        return update_op
++
++    return decorated
++
++def result_wrapper(result_fn):
++    """Decorator to wrap metric `result()` with identity op.
++    Wrapping result in identity so that control dependency between
++    update_op from `update_state` and result works in case result returns
++    a tensor.
++    # Arguments
++        result_fn: function that computes the metric result.
++    # Returns
++        Decorated function that wraps `result()` with identity op.
++    """
++    def decorated(metric_obj, *args, **kwargs):
++        result_t = K.identity(result_fn(*args, **kwargs))
++        metric_obj._call_result = result_t
++        result_t._is_metric = True
++        return result_t
++    return decorated
++
++
++def to_list(x):
++    if isinstance(x, list):
++        return x
++    return [x]
++
++
++def assert_thresholds_range(thresholds):
++    if thresholds is not None:
++        invalid_thresholds = [t for t in thresholds if t is None or t < 0 or t > 1]
++    if invalid_thresholds:
++        raise ValueError(
++            'Threshold values must be in [0, 1]. Invalid values: {}'.format(
++            invalid_thresholds))
++
++
++def parse_init_thresholds(thresholds, default_threshold=0.5):
++    if thresholds is not None:
++        assert_thresholds_range(to_list(thresholds))
++    thresholds = to_list(default_threshold if thresholds is None else thresholds)
++    return thresholds
++
++class ConfusionMatrix(Enum):
++    TRUE_POSITIVES = 'tp'
++    FALSE_POSITIVES = 'fp'
++    TRUE_NEGATIVES = 'tn'
++    FALSE_NEGATIVES = 'fn'
++
++class AUCCurve(Enum):
++    """Type of AUC Curve (ROC or PR)."""
++    ROC = 'ROC'
++    PR = 'PR'
++
++    @staticmethod
++    def from_str(key):
++        if key in ('pr', 'PR'):
++            return AUCCurve.PR
++        elif key in ('roc', 'ROC'):
++            return AUCCurve.ROC
++        else:
++            raise ValueError('Invalid AUC curve value "%s".' % key)
++
++
++class AUCSummationMethod(Enum):
++    """Type of AUC summation method.
++
++    https://en.wikipedia.org/wiki/Riemann_sum)
++
++    Contains the following values:
++    * 'interpolation': Applies mid-point summation scheme for `ROC` curve. For
++    `PR` curve, interpolates (true/false) positives but not the ratio that is
++    precision (see Davis & Goadrich 2006 for details).
++    * 'minoring': Applies left summation for increasing intervals and right
++    summation for decreasing intervals.
++    * 'majoring': Applies right summation for increasing intervals and left
++    summation for decreasing intervals.
++    """
++    INTERPOLATION = 'interpolation'
++    MAJORING = 'majoring'
++    MINORING = 'minoring'
++
++    @staticmethod
++    def from_str(key):
++        if key in ('interpolation', 'Interpolation'):
++            return AUCSummationMethod.INTERPOLATION
++        elif key in ('majoring', 'Majoring'):
++            return AUCSummationMethod.MAJORING
++        elif key in ('minoring', 'Minoring'):
++            return AUCSummationMethod.MINORING
++        else:
++            raise ValueError('Invalid AUC summation method value "%s".' % key)
++
++def weighted_assign_add(label, pred, weights, var):
++    # Logical and
++    label = K.expand_dims(label, 0)
++    pred = K.expand_dims(pred, 0)
++    are_different = K.concatenate([label, pred], axis=0)
++    label_and_pred = K.all(are_different, axis=0)
++    label_and_pred = K.cast(label_and_pred, dtype=K.floatx())
++    if weights is not None:
++        label_and_pred *= weights
++    return var.assign_add(K.sum(label_and_pred, 1))
++
++def update_confusion_matrix_variables(variables_to_update,
++                                      y_true,
++                                      y_pred,
++                                      thresholds,
++                                      top_k=None,
++                                      class_id=None,
++                                      sample_weight=None):
++    """Returns op to update the given confusion matrix variables.
++    For every pair of values in y_true and y_pred:
++    true_positive: y_true == True and y_pred > thresholds
++    false_negatives: y_true == True and y_pred <= thresholds
++    true_negatives: y_true == False and y_pred <= thresholds
++    false_positive: y_true == False and y_pred > thresholds
++    The results will be weighted and added together. When multiple thresholds are
++    provided, we will repeat the same for every threshold.
++    For estimation of these metrics over a stream of data, the function creates an
++    `update_op` operation that updates the given variables.
++    If `sample_weight` is `None`, weights default to 1.
++    Use weights of 0 to mask values.
++    # Arguments
++    variables_to_update: Dictionary with 'tp', 'fn', 'tn', 'fp' as valid keys
++      and corresponding variables to update as values.
++    y_true: A `Tensor` whose shape matches `y_pred`. Will be cast to `bool`.
++    y_pred: A floating point `Tensor` of arbitrary shape and whose values are in
++      the range `[0, 1]`.
++    thresholds: A float value or a python list or tuple of float thresholds in
++      `[0, 1]`, or NEG_INF (used when top_k is set).
++    top_k: Optional int, indicates that the positive labels should be limited to
++      the top k predictions.
++    class_id: Optional int, limits the prediction and labels to the class
++      specified by this argument.
++    sample_weight: Optional `Tensor` whose rank is either 0, or the same rank as
++      `y_true`, and must be broadcastable to `y_true` (i.e., all dimensions must
++      be either `1`, or the same as the corresponding `y_true` dimension).
++    # Returns
++        Update ops.
++    # Raises
++        ValueError: If `y_pred` and `y_true` have mismatched shapes, or if
++            `sample_weight` is not `None` and its shape doesn't match `y_pred`, or if
++            `variables_to_update` contains invalid keys.
++    """
++    if variables_to_update is None:
++        return
++    y_true = K.cast(y_true, dtype=K.floatx())
++    y_pred = K.cast(y_pred, dtype=K.floatx())
++    if sample_weight is not None:
++        sample_weight = K.cast(sample_weight, dtype=K.floatx())
++
++    if not any(key
++               for key in variables_to_update
++               if key in list(ConfusionMatrix)):
++        raise ValueError(
++            'Please provide at least one valid confusion matrix '
++            'variable to update. Valid variable key options are: "{}". '
++            'Received: "{}"'.format(
++                list(ConfusionMatrix), variables_to_update.keys()))
++
++    invalid_keys = [
++        key for key in variables_to_update if key not in list(ConfusionMatrix)
++    ]
++    if invalid_keys:
++        raise ValueError(
++            'Invalid keys: {}. Valid variable key options are: "{}"'.format(
++                invalid_keys, list(ConfusionMatrix)))
++
++    if sample_weight is None:
++        y_pred, y_true = losses_utils.squeeze_or_expand_dimensions(
++            y_pred, y_true=y_true)
++    else:
++        y_pred, y_true, sample_weight = (
++            losses_utils.squeeze_or_expand_dimensions(
++                y_pred, y_true=y_true, sample_weight=sample_weight))
++
++    if top_k is not None:
++        y_pred = _filter_top_k(y_pred, top_k)
++    if class_id is not None:
++        y_true = y_true[..., class_id]
++        y_pred = y_pred[..., class_id]
++
++    thresholds = to_list(thresholds)
++    num_thresholds = len(thresholds)
++    num_predictions = K.size(y_pred)
++
++    # Reshape predictions and labels.
++    predictions_2d = K.reshape(y_pred, [1, -1])
++    labels_2d = K.reshape(
++        K.cast(y_true, dtype='bool'), [1, -1])
++
++    # Tile the thresholds for every prediction.
++    thresh_tiled = K.tile(
++        K.expand_dims(K.constant(thresholds), 1),
++        K.stack([1, num_predictions]))
++
++    # Tile the predictions for every threshold.
++    preds_tiled = K.tile(predictions_2d, [num_thresholds, 1])
++
++    # Compare predictions and threshold.
++    pred_is_pos = K.greater(preds_tiled, thresh_tiled)
++    pred_is_neg = K.greater(thresh_tiled, preds_tiled)
++
++    # Tile labels by number of thresholds
++    label_is_pos = K.tile(labels_2d, [num_thresholds, 1])
++
++    if sample_weight is not None:
++        weights = losses_utils.broadcast_weights(
++            y_pred, K.cast(sample_weight, dtype=K.floatx()))
++        weights_tiled = K.tile(
++            K.reshape(weights, [1, -1]), [num_thresholds, 1])
++    else:
++        weights_tiled = None
++
++    update_ops = []
++    loop_vars = {
++        ConfusionMatrix.TRUE_POSITIVES: (label_is_pos, pred_is_pos),
++    }
++    update_tn = ConfusionMatrix.TRUE_NEGATIVES in variables_to_update
++    update_fp = ConfusionMatrix.FALSE_POSITIVES in variables_to_update
++    update_fn = ConfusionMatrix.FALSE_NEGATIVES in variables_to_update
++
++    if update_fn or update_tn:
++        loop_vars[ConfusionMatrix.FALSE_NEGATIVES] = (label_is_pos, pred_is_neg)
++
++    if update_fp or update_tn:
++        label_is_neg = K.equal(
++            label_is_pos, K.zeros_like(label_is_pos, dtype=label_is_pos.dtype))
++        loop_vars[ConfusionMatrix.FALSE_POSITIVES] = (label_is_neg, pred_is_pos)
++    if update_tn:
++        loop_vars[ConfusionMatrix.TRUE_NEGATIVES] = (label_is_neg, pred_is_neg)
++
++    for matrix_cond, (label, pred) in loop_vars.items():
++        if matrix_cond in variables_to_update:
++            update_ops.append(
++                weighted_assign_add(label, pred, weights_tiled,
++                                    variables_to_update[matrix_cond]))
++    return update_ops
++
+-- 
+2.26.2
+