Wednesday, November 18, 2015

Winning Kaggle

http://gifsandgraphs.com/Winning-Kaggle/

Alright, that title is probably a tiny bit misleading. There are two minor corrections I should make.
  1. It was a DrivenData competition, not Kaggle; and
  2. I didn’t technically win.
Actually, this is a story about how I lost, won, lost again, thought I finally won, lost one more time, and then redeemed myself. I imagine this is what most data science competitions are like. This was my first.

TL;DR Version

4th place out of 535 teams.

Introduction to the Problem

I supposed I should start from the beginning. Once I discovered the competition, I immediately sat down at my computer with Montell Jordan’s ‘This Is How We Do It’ playing in my head. How wrong I was.
The goal of the competition was to predict the number of Boston restaurant health code violations based on Yelp review data. There were three kinds of violations that you had to predict for. The lowest, level one violations, were far more numerous than the other two types. Essentially, level two was based on whether the restaurant had already been cited for the same violation before. Level three was based on whether the CDC was going to have to call the CDC because of a zombie outbreak.
You also end up having to predict separately for each restaurant for any point in time in the future. Often the competition required predicting multiple inspection dates for a single restaurant. The prediction format ended up looking like this. It looks pretty simple at first glance, but the results needed to be much more complex and layered.
image
Prediction format
Some SciKit-Learn estimators can handle an array as the output (linear regression), but most cannot. So you have to predict for each violation type separately. I took it a step further and based the model on a different set of features for each kind of violation.
The contest scoring was based on a weighted root mean squared error (RMSE). I decided to use this as well as the accuracy for each violation type for testing at home. I made two super rudimentary baselines to judge my models against.
  1. Predicting every restaurant would have zero violations gave accuracy of 22/69/57% for violation levels 1/2/3, respectively. RMSE was 2.14. Not too shabby.
  2. Predicting every restaurant would have the mean of each violation type. Accuracy was 10/71/22% and RMSE 1.21.
I made a few simple models in the beginning to get a feel for how the competition and its data worked. It was amazing how often my initial models scored worse than these baselines. It really drove home how inspections have very little to do with how much customers hate the restaurant.

Losing Before You Even Begin

I had about two weeks left in the competition before I lost.
That probably needs further explanation. I race bicycles when I’m not staring at a computer screen. A lot of people imagine that means I’m doing something like this.
image
Ugh, triathletes
No, this is the type of racing I do.
image
Real racing
Ugh, triathletes. Alright, so with two weeks left in the competition I became tangled up in a pretty bad race crash that required surgery. I could barely move, let alone think while on the pain medication they gave me so I ended up laying in bed watching the end of the competition tick closer and closer.
image
Inside hospital
That’s me trying to remember what R^2 means.
The drugs were so strong that I accidentally escaped from the hospital.
image
Outside hospital

How to Win When You Lose

About a week after my surgery I started feeling well enough to take myself off the pain medicine so I could start coding again. The competition was over, but I decided to try and finish my model anyway. I gave myself two weeks to finish from that point. The same amount of time I had left before I dropped out of the competition.
Yelp had given us access to more than just the review text for each restaurant. They had given us a large amount of metadata related to all of the relevant restaurants, reviews, and users. Some of my most important features (according to kbest, at least) turned out to be in the metadata.
I started off by exploring the metadata. I find that looking at graphical representations of data is much more helpful than looking at the raw numbers. It’s just so much easier to visualize what’s going on and to spot outliers.
Histograms are always useful for telling if you need to transform your data because the range of values is too large or skewed.
image
Post-tranformation histogram
However, if you care more about seeing what’s going on rather than solving the actual problem then my favorite visualizations are coefficient and correlation plots.
Neighborhood coefficient plot
This is a coefficient plot showing how many more violations the average restaurant will get just on account of the neighborhood it is based in (with a confidence interval of .95).
My favorite plot from this series was this one showing violations based on the type of cuisine the restaurant served.
Cut of cuisine coefficient plot
One glance at this and you know that you should definitely avoid eating at health markets in Boston.
Click here to see the full version on your ultra widescreen display
Plots!
Correlation plot
Plots!!
Strip plot of restaurant stars by restaurant ambience
More plots!!
A whole lotta plots
Plots are fun. Who doesn’t love a good plotting?

Feature Engineering

I began cleaning up my data by removing reviews that occurred after each inspection date. I then set to work turning date information into useful features. A few of the date-related features I created were:
  • A delta representing the amount of time that had passed between each review and each inspection date. After all, those reviews from five years ago probably aren’t so relevant anymore.
  • A delta representing the amount of time that had passed between each inspection date and the previous inspection date for that restaurant. Often a restaurant would get reviewed again a week after a particularly egregious inspection and magically all of its violations would be corrected.
  • Decomposed inspection dates based on the theory that certain violations are seasonal. For instance, I like to believe the rats only come out in the Summer. This led to features like inspection_quarter and inspection_dayofweek.
I also ended up separating the address of each restaurant into two features consisting of the street name and the zip code. In NYC there are some streets where all the restaurants are just inherently disgusting; I hoped the same would apply to Boston.
In the end, I needed a separate prediction for each restaurant for different future inspection dates. On top of that I had different sets of multiple reviews for each restaurant. I decided to create multiple observations for each inspection consisting of each review for that inspection. With this, I ended up multiplying everything across my dataframe. I went from 30,000 observations to almost 2 million.

Text Processing

I can’t emphasize enough just how long it takes to process two million reviews on your home computer. Preprocessing, term-frequency inverse-document-frequency (TFIDF), sentiment, and similarity vectors, this was becoming a real drain on my system. It was taking almost 4.5 hours just for the preprocessing alone. I cut this down to just 18 minutes by taking advantage of the multiple cores in my computer with Pool().
def preprocess_pool(df, filename):
    # convert text to categories
    cats = df.review_text.astype('category').cat

    # use multiprocessing to further cut down time
    pool = Pool()
    temp = pool.map(combine_preprocess, cats.categories)
    pool.close()
    pool.join()

    # convert the numerical categorical representation back to the newly processed
    # string representation
    docs = []
    for i in cats.codes:
        docs.append(temp[i])
    df['preprocessed_review_text'] = docs

    # mmm, pickles
    df.to_pickle('pickle_jar/'+filename)
    return df

def combine_preprocess(text):
    b = TextBlob(unicode(text, 'utf8').strip())
    tags = b.tags
    tokens = map(preprocess, tags)
    tokens = filter(None, tokens)
    return ' '.join(tokens)

def preprocess(tagged):
    word = Word(tagged[0])
    if word.isalpha() and word not in stopwords:
        # convert the part of speech tags to the correct format
        tag = penn_to_wn(tagged[1])
        l = word.lemmatize(tag)
    else:
        l = ''
    return l.lower()
There is nothing more glorious than watching all of the cores on your computer spin up.
Cores, cores, cores
I performed the following when preprocessing each review:
  • Converted each word into its individual tokens and made each lowercase
  • Removed stop words and anything that was numeric
  • Lemmatized each word
Lemmatizing normally assumes that you are giving it the noun representation of each word. I went the extra step of getting the part of speech for each word and passing that along as well so that I would have more words lemmatized.
You may have noticed that I also converted my text from strings into a categorical datatype. This way, when there were duplicate reviews, they would be represented by a number and only need to be reviewed a single time. I used this handy trick for most text related feature conversion. When I was making similarity vectors, this cut the processing time from nine hours to one.
I should probably explain what similarity vectors are. I created a vector representation of how many times a word in a review was similar to a specified keyword. Each numerical representation in the vector was a measure of how similar each word was to the keyword. This measure was created with the magical aid of Gensim and the word2vec algorithm.
Boston bases its health code violations on the 1999 Federal Food Code. I read through the entire code and created a list of keywords that I felt represented concepts that a reviewer would be more likely to write about than the original legalese. I ended up with such lovely keywords as:
  • raw
  • rotten
  • sneeze
  • gross
But also some more surprising ones:
  • lights
  • yellow
  • nails
  • jewelry
The Federal Food Code is really concerned with making sure a restaurant is bright enough to see yellow nails and jewelry.
The problem with this whole review–>violation concept and probably one that also exists with my similarity vectors is that some of what is in the food code is not readily observable by yelp reviewers. There is no way a customer will know whether the shellfish box in the back of the walk-in freezer is labeled correctly. We hope that if a restaurant violates observable codes then they will also violate non-observable ones. But beyond that, I also combined these reviews with other metadata-based features to try and cover those other violations.
The metadata was split between boolean and categorical data. The categorical data had to first be converted to a numerical representation in order for it to be useful. I went the next step of turning each numerical representation into a vector of one’s and zeros so that the model wouldn’t start attaching order to the numerical representation. I even ended up converting some numerical features to categorical under the theory that they should also lose that ordering.
For instance, when looking at the review rating for a restaurant, there is a value of either 1, 2, 3, 4, or 5. I wanted to remove the ordering information because I was working under the assumption that some five star reviews would be shills and some one star reviews would be vindictive. This way, each review category is taken at its face rather than as an increasing variable. It worked out like this:
  • 1-star rating becomes [1, 0, 0, 0, 0]
  • 2-star rating becomes [0, 1, 0, 0, 0]
  • 3-star rating becomes [0, 0, 1, 0, 0]
  • 4-star rating becomes [0, 0, 0, 1, 0]
  • 5-star rating becomes [0, 0, 0, 0, 1]
And so on, and so on.
Using my newly created features, I started seeing some pretty good accuracy scores of around 90%.

Losing All Over Again

Everybody knows you can’t test your model on the same data that you fit it to. I had been using Scikit-Learn’s train_test_split function to split my data into a train set and a test set. I declared what random integer it should seed with so that I could compare results across different models. When I finally started seeing some good scores, I thought that I should cross-validate what I was seeing across different train-test-split folds of the data. (The reason I hadn’t been doing this from the beginning is because it takes so much time.) In essence, I wanted to make sure that my scores would be good for different cuts of the data. Not just at cut number 42.
I have to say when the first score of 22% accuracy popped up it was pretty disheartening. Soon it was followed by 20%, and then 19%.
At this point, I had been working on this already-over competition for nearly a month. My deadline was fast approaching and I needed some product out of all this use of my time. So I threw my hands in the air and began emergency work on a D3 visualization using a choropleth map of Boston with the following features.
  • Each neighborhood in Boston would be shaded according to what the average number of violations was for that neighborhood.
  • You click the violation level to have the average and shading change accordingly.
  • There is a slider at the bottom allowing a user to select the year and see how the neighborhoods’ scores and shading changed over time.
  • Mouse-over a neighborhood and the name pops up.
D3 Choropleth Map
It was going to be pretty dope.
Don’t bother clicking. That’s just a mockup of what it was going to look like when it was finished. The mockup was made in D3 though, so that has to count for something, right? If you’d like to play around with the functioning, yet not-functional, slider then you can browse the code on bl.ocks.

Just Kidding, I Won

Fortunately(?), about mid-way through making this visualization, my mind started drifting back to my original problem. You see, I have a rough, late-nights-with-hands-thrown-in-the-air, history with any implementation of cross-validation by Scikit-Learn. So I was already suspicious/angry.
I originally discovered a bug where if you enable multiprocessing support with any of SciKit-Learns cross-validation functions then it would cause the kernel to hang and never finish. As I started looking over my code, I noticed that cross_val_score doesn’t shuffle your data by default while train_test_split does.
skf = StratifiedKFold(y[i], shuffle=True, n_folds=10)
scores = cross_val_score(clf, X, y[i], cv=skf, verbose=5)
Using the above code I was able to get shuffling working, and the accuracy of my model shot up to around 95%. My RMSE was enough to put me at the top of the leaderboard and win the competition (if I hadn’t already lost).

Just Kidding, I Didn’t Win

I had a few days left before my self-imposed deadline, so I spent it trying to further increase my accuracy. It was when I reached 99.9% accuracy that I knew something was wrong.
My multiplied model included each restaurant’s ID in it. Normally, this isn’t a problem and I believe a valuable feature in this particular model. But when you multiply everything over and go from 30,000 observations to 2 million, then the chances of not having identical restaurant IDs included in both your train and test set is pretty slim. Combined with inspection date information, my random forest was noticing the overlap, overfitting, and ending up with nearly 100% accuracy. Oh, to dream.

Back to the Drawing Board

I needed a new method of dealing with the hierarchical aspect of the problem. In the end I decided on somewhat of a makeshift solution. Rather than have each review be a separate observation, I was going to make each review a feature. Then each review-feature would be ordered according to how close in time it was made to the inspection date. Rather than do everything over I used the pivot feature in Pandas.
With that I was able to go from:
Pre-Pivot
To:
Post-Pivot
I then took each review-feature-matrix and decomposed it into two components using Factor Analysis. For my TFIDF matrix I did something a little different. I decomposed it using Latent Semantic Analysis into 100 components. Technically, I would have probably gotten a better score if I had left my TFIDF matrix as a raw sparse matrix, but combined with all my other features it was just too slow an operation and I was out of time.
The following is the code I wrote to test different review-based features and different decomposition.
def pivot_feature(df, feature, limit=None, decomp='lsi', decomp_features=2, fill='median'):
    # make the large dataframe faster to handle on pivot
    temp = df[['inspection_id', 'enumerated_review_delta'] + [feature]]

    # pivot so that each inspection id only has one observation with each review a feature
    # for that observation
    pivoted_feature = temp.pivot('inspection_id', 'enumerated_review_delta')[feature]


    # pivoting creates a number of empty variables when they have less than the max
    # number of reviews
    if fill == 'median':
        fill_empties = lambda x: x.fillna(x.median())
    elif fill == 'mean':
        fill_empties = lambda x: x.fillna(x.mean())
    elif fill == 0:
        fill_empties = lambda x: x.fillna(0)
    elif fill == 'inter':
        fill_empties = lambda x: x.interpolate()
    elif fill == None:
        fill_empties = lambda x: x
    else:
        raise Exception

    pivoted_feature = pivoted_feature.apply(fill_empties, axis=1)

    if decomp == 'lsi':
        decomposition = TruncatedSVD(decomp_features)
    elif decomp == 'pca':
        decomposition = PCA(decomp_features, whiten=True)
    elif decomp == 'kpca':
        decomposition = KernelPCA(decomp_features)
    elif decomp == 'dict':
        decomposition = DictionaryLearning(decomp_features)
    elif decomp == 'factor':
        decomposition = FactorAnalysis(decomp_features)
    elif decomp == 'ica':
        decomposition = FastICA(decomp_features)
    elif decomp == None:
        pass
    else:
        raise Exception

    if not limit:
        try:
            return decomposition.fit_transform(pivoted_feature)
        except:
            return pivoted_feature
    else:
        try:
            return decomposition.fit_transform(pivoted_feature[[i for i in range(limit)]])
        except:
            return pivoted_feature[[i for i in range(limit)]]
I also limited the reviews to those that had been created less than a year before the inspection date and created a few new features.
  • A Trustworthiness Index for the writer of each review. It was based in part on how objective the writing was, as well as how long they had been a yelp member and how many reviews they had written.
  • An Anger Index based on how often a user scored a restaurant negatively compared to how frequently they made a review.
  • Similarity vectors v2. I recycled my original similarity vectors into a single number representing how many words in each review achieved a similarity score greater than a specified amount.
I spent a lot of time trying to hand pick which features to use. In the end, I was out of time and just dumped everything into SciKit-Learn’s Recursive Feature Elimination CV function and let it prune the features for me.
I also realized that I had been wasting my time focusing on accuracy and reality when the competition solely cared about RMSE. Besides, even if this had been a real client, the City of Boston doesn’t need to know exactly how many violations a restaurant will receive. They just need to know that this restaurant will receive a lot, this restaurant will receive a little, and this restaurant will receive none so they can focus their limited resources.
With a single model based on a RandomForestRegressor, I achieved an RMSE of 1.017. Enough to put me in 24th place in the competition.

But Wait, There’s More!

But Wait!
Let’s talk about ensembling. Ensembling is seemingly out of place in this world of neural networks and deep learning. It is an amazingly simple concept that can dramatically improve your model. At its foundation, ensembling is just taking the average of several predictions. The easiest way of doing this is making several iterations of a model (that has some inherent randomness) and taking the average of each of those models. If all the models agree on a single prediction then it is a good prediction. If the models disagree on a single prediction then some of the models are getting it wrong. Averaging doesn’t do anything when the models agree. When they disagree, the prediction is moved closer to the models that have come to an identical conclusion over those that were confused. I found Pearson’s Correlation a great test for figuring out whether two iterations had enough variability.
I was able to get an even better ensemble by using weighted averaging. I ranked each model iteration by performance and weighed it accordingly in the averaging. An ExtraTreesClassifier was a great performer in this regard. It scores an RMSE of 1.145 as an individual model. But in a weighted iterative ensemble the RMSE jumps to 0.965 (lower is better). Moving me up to 16th place in the competition. Averaging magic!
The following is the output of my iterative ensembling function.
score_lvl_1
iteration 0 MSE of 16.1733791749
iteration 1 MSE of 17.4862475442
iteration 2 MSE of 16.231827112
iteration 3 MSE of 16.2151277014
iteration 4 MSE of 16.7282252783
iteration 5 MSE of 15.9885396202
iteration 6 MSE of 16.6046168959
iteration 7 MSE of 16.7378847413
iteration 8 MSE of 18.0361820563
iteration 9 MSE of 16.8425016372

ensembled MSE of 12.5898952194
weighted ensembled MSE of 12.5797553676


score_lvl_2
iteration 0 MSE of 0.418631303209
iteration 1 MSE of 0.38785199738
iteration 2 MSE of 0.37098886706
iteration 3 MSE of 0.391617550753
iteration 4 MSE of 0.3701702685
iteration 5 MSE of 0.40635232482
iteration 6 MSE of 0.362311722331
iteration 7 MSE of 0.378683693517
iteration 8 MSE of 0.397838899804
iteration 9 MSE of 0.362966601179

ensembled MSE of 0.309328749181
weighted ensembled MSE of 0.30347545828


score_lvl_3
iteration 0 MSE of 2.37180746562
iteration 1 MSE of 2.1491486575
iteration 2 MSE of 2.4377865095
iteration 3 MSE of 2.13555992141
iteration 4 MSE of 2.04436804191
iteration 5 MSE of 2.06368696791
iteration 6 MSE of 2.46201702685
iteration 7 MSE of 2.46037982973
iteration 8 MSE of 2.16093647675
iteration 9 MSE of 2.20383104126

ensembled MSE of 1.8542632613
weighted ensembled MSE of 1.80534841178

ensembled contest metric of 0.964938365219

So Many Trees; I Die

Taking this concept one step further, I applied it to multiple estimators rather than iterations of a single estimator. I included several variations of the ExtraTreesClassifier since it was such a bully in the iterative ensemble.
meta_pipeline = [
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', RandomForestRegressor(n_jobs=-1, )),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', RandomForestClassifier(n_jobs=-1, criterion='gini')),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', RandomForestClassifier(n_jobs=-1, criterion='entropy')),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', ExtraTreesClassifier(n_jobs=-1, criterion='gini')),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', ExtraTreesClassifier(n_jobs=-1, criterion='entropy')),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', ExtraTreesClassifier(n_estimators=500, n_jobs=-1, criterion='gini')),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', ExtraTreesClassifier(n_estimators=500, n_jobs=-1, criterion='entropy')),
        ]),
    Pipeline([
            ('scaler', StandardScaler()),
            ('clf', ExtraTreesRegressor(n_jobs=-1)),
        ]),
    ]
Yes, those are a lot of classifiers for what should be a numerical model. I made the decision early on to treat this as a multi-class classification problem. Yes, the number of violations were ordered, so numerical/regression was the first thing that came to my mind. But as I explored the data, I realized that the the number of violations was finite. They couldn’t be less than zero and couldn’t be more than a maximum. Even if you break every single rule, the number of violations you could get was capped. Level two violations, being based on repeat offenses, had very few classes.
This played out in the results. Individual regressors beat out the classifiers, but when it came to ensembling, classifiers always came out on top. Regressors are just there to bring up some of the variability.
With this multi-estimator ensemble, my RMSE moved from 0.965 to 0.827.
Now in 7th place, I created a new dataset consisting of the predictions from the multi-estimator model as features. I fit this to a held-out response using a GradientBoostingRegressor estimator (LinearRegression also works well). Now my RMSE is as low as 0.725 and I’m in 4th place.
Leaderboard
Linear models based on eight numerical predictors and averaging. Ha! So simple.

Fin

With more time I would hope to improve this by running a gridsearchCV to optimize hyper-parameters, as well as using pymc3 to build a truly hierarchical model.
If you’d like to view the enormous amount of code that didn’t end up working, my github repository is here.
4th place out of 535 teams. Just a step shy of the podium, but I’ll take it. Not bad for my first time out of the gate.

Monday, November 16, 2015

Using convolutional neural nets to detect facial keypoints tutorial

http://danielnouri.org/notes/2014/12/17/using-convolutional-neural-nets-to-detect-facial-keypoints-tutorial/

Tutorial tambahan: https://www.kaggle.com/c/facial-keypoints-detection/details/deep-learning-tutorial

December 17, 2014 | categories: Python, Deep Learning, Programming, Tutorial, Machine Learning | 172 Comments
This is a hands-on tutorial on deep learning. Step by step, we'll go about building a solution for the Facial Keypoint Detection Kaggle challenge. The tutorial introduces Lasagne, a new library for building neural networks with Python and Theano. We'll use Lasagne to implement a couple of network architectures, talk about data augmentation, dropout, the importance of momentum, and pre-training. Some of these methods will help us improve our results quite a bit.
I'll assume that you already know a fair bit about neural nets. That's because we won't talk about much of the background of how neural nets work; there's a few of good books and videos for that, like the Neural Networks and Deep Learning online book. Alec Radford's talk Deep Learning with Python's Theano library is a great quick introduction. Make sure you also check out Andrej Karpathy's mind-blowing ConvNetJS Browser Demos.

Prerequisites

You don't need to type the code and execute it yourself if you just want to follow along. But here's the installation instructions for those who have access to a CUDA-capable GPU and want to run the experiments themselves.
I assume you have the CUDA toolkit, Python 2.7.x, numpy, pandas, matplotlib, and scikit-learn installed. Lasagne is still waiting for its first proper release, so for now we'll install it straight from Github. To install Lasagne and all the remaining dependencies, run this command:
pip install -r https://raw.githubusercontent.com/dnouri/kfkd-tutorial/master/requirements.txt
(Note that for sake of brevity, I'm not including commands to create a virtualenv and activate it. But you should.)
If everything worked well, you should be able to find the src/lasagne/examples/ directory in your virtualenv and run the MNIST example. This is sort of the "Hello, world" of neural nets. There's ten classes, one for each digit between 0 and 9, and the input is grayscale images of handwritten digits of size 28x28.
cd src/lasagne/examples/
python mnist.py
This command will start printing out stuff after thirty seconds or so. The reason it takes a while is that Lasagne uses Theano to do the heavy lifting; Theano in turn is a "optimizing GPU-meta-programming code generating array oriented optimizing math compiler in Python," and it will generate C code that needs to be compiled before training can happen. Luckily, we have to pay the price for this overhead only on the first run.
Once training starts, you'll see output like this:
Epoch 1 of 500
  training loss:            1.352731
  validation loss:          0.466565
  validation accuracy:              87.70 %
Epoch 2 of 500
  training loss:            0.591704
  validation loss:          0.326680
  validation accuracy:              90.64 %
Epoch 3 of 500
  training loss:            0.464022
  validation loss:          0.275699
  validation accuracy:              91.98 %
...
If you let training run long enough, you'll notice that after about 75 epochs, it'll have reached a test accuracy of around 98%.
If you have a GPU, you'll want to configure Theano to use it. For this, create a ~/.theanorc file in your home directory and write into it the following:
[global]
floatX = float32
device = gpu0

[nvcc]
fastmath = True
(Should any of the instructions in this tutorial not work for you, submit a bug report here.)

The data

The training dataset for the Facial Keypoint Detection challenge consists of 7,049 96x96 gray-scale images. For each image, we're supposed learn to find the correct position (the x and y coordinates) of 15 keypoints, such as left_eye_center, right_eye_outer_corner, mouth_center_bottom_lip, and so on.
https://kaggle2.blob.core.windows.net/competitions/kaggle/3486/media/face1_with_keypoints.png
An example of one of the faces with three keypoints marked.
An interesting twist with the dataset is that for some of the keypoints we only have about 2,000 labels, while other keypoints have more than 7,000 labels available for training.
Let's write some Python code that loads the data from the CSV files provided. We'll write a function that can load both the training and the test data. These two datasets differ in that the test data doesn't contain the target values; it's the goal of the challenge to predict these. Here's our load() function:
# file kfkd.py
import os

import numpy as np
from pandas.io.parsers import read_csv
from sklearn.utils import shuffle


FTRAIN = '~/data/kaggle-facial-keypoint-detection/training.csv'
FTEST = '~/data/kaggle-facial-keypoint-detection/test.csv'


def load(test=False, cols=None):
    """Loads data from FTEST if *test* is True, otherwise from FTRAIN.
    Pass a list of *cols* if you're only interested in a subset of the
    target columns.
    """
    fname = FTEST if test else FTRAIN
    df = read_csv(os.path.expanduser(fname))  # load pandas dataframe

    # The Image column has pixel values separated by space; convert
    # the values to numpy arrays:
    df['Image'] = df['Image'].apply(lambda im: np.fromstring(im, sep=' '))

    if cols:  # get a subset of columns
        df = df[list(cols) + ['Image']]

    print(df.count())  # prints the number of values for each column
    df = df.dropna()  # drop all rows that have missing values in them

    X = np.vstack(df['Image'].values) / 255.  # scale pixel values to [0, 1]
    X = X.astype(np.float32)

    if not test:  # only FTRAIN has any target columns
        y = df[df.columns[:-1]].values
        y = (y - 48) / 48  # scale target coordinates to [-1, 1]
        X, y = shuffle(X, y, random_state=42)  # shuffle train data
        y = y.astype(np.float32)
    else:
        y = None

    return X, y


X, y = load()
print("X.shape == {}; X.min == {:.3f}; X.max == {:.3f}".format(
    X.shape, X.min(), X.max()))
print("y.shape == {}; y.min == {:.3f}; y.max == {:.3f}".format(
    y.shape, y.min(), y.max()))
It's not necessary that you go through every single detail of this function. But let's take a look at what the script above outputs:
$ python kfkd.py
left_eye_center_x            7034
left_eye_center_y            7034
right_eye_center_x           7032
right_eye_center_y           7032
left_eye_inner_corner_x      2266
left_eye_inner_corner_y      2266
left_eye_outer_corner_x      2263
left_eye_outer_corner_y      2263
right_eye_inner_corner_x     2264
right_eye_inner_corner_y     2264
...
mouth_right_corner_x         2267
mouth_right_corner_y         2267
mouth_center_top_lip_x       2272
mouth_center_top_lip_y       2272
mouth_center_bottom_lip_x    7014
mouth_center_bottom_lip_y    7014
Image                        7044
dtype: int64
X.shape == (2140, 9216); X.min == 0.000; X.max == 1.000
y.shape == (2140, 30); y.min == -0.920; y.max == 0.996
First it's printing a list of all columns in the CSV file along with the number of available values for each. So while we have an Image for all rows in the training data, we only have 2,267 values for mouth_right_corner_x and so on.
load() returns a tuple (X, y) where y is the target matrix. y has shape n x m with n being the number of samples in the dataset that have all m keypoints. Dropping all rows with missing values is what this line does:
df = df.dropna()  # drop all rows that have missing values in them
The script's output y.shape == (2140, 30) tells us that there's only 2,140 images in the dataset that have all 30 target values present. Initially, we'll train with these 2,140 samples only. Which leaves us with many more input dimensions (9,216) than samples; an indicator that overfitting might become a problem. Let's see. Of course it's a bad idea to throw away 70% of the training data just like that, and we'll talk about this later on.
Another feature of the load() function is that it scales the intensity values of the image pixels to be in the interval [0, 1], instead of 0 to 255. The target values (x and y coordinates) are scaled to [-1, 1]; before they were between 0 to 95.

First model: a single hidden layer

Now that we're done with the legwork of loading the data, let's use Lasagne and create a neural net with a single hidden layer. We'll start with the code:
# add to kfkd.py
from lasagne import layers
from lasagne.updates import nesterov_momentum
from nolearn.lasagne import NeuralNet

net1 = NeuralNet(
    layers=[  # three layers: one hidden layer
        ('input', layers.InputLayer),
        ('hidden', layers.DenseLayer),
        ('output', layers.DenseLayer),
        ],
    # layer parameters:
    input_shape=(None, 9216),  # 96x96 input pixels per batch
    hidden_num_units=100,  # number of units in hidden layer
    output_nonlinearity=None,  # output layer uses identity function
    output_num_units=30,  # 30 target values

    # optimization method:
    update=nesterov_momentum,
    update_learning_rate=0.01,
    update_momentum=0.9,

    regression=True,  # flag to indicate we're dealing with regression problem
    max_epochs=400,  # we want to train this many epochs
    verbose=1,
    )

X, y = load()
net1.fit(X, y)
We use quite a few parameters to initialize the NeuralNet. Let's walk through them. First there's the three layers and their parameters:
    layers=[  # three layers: one hidden layer
        ('input', layers.InputLayer),
        ('hidden', layers.DenseLayer),
        ('output', layers.DenseLayer),
        ],
    # layer parameters:
    input_shape=(None, 9216),  # 96x96 input pixels per batch
    hidden_num_units=100,  # number of units in hidden layer
    output_nonlinearity=None,  # output layer uses identity function
    output_num_units=30,  # 30 target values
Here we define the input layer, the hidden layer and the output layer. In parameter layers, we name and specify the type of each layer, and their order. Parameters input_shape, hidden_num_units, output_nonlinearity, and output_num_units are each parameters for specific layers; they refer to the layer by their prefix, such that input_shape defines the shape parameter of the input layer, hidden_num_units defines the hidden layer's num_units and so on. (It may seem a little odd that we have to specify the parameters like this, but the upshot is it buys us better compatibility with scikit-learn's pipeline and parameter search features.)
We set the first dimension of input_shape to None. This translates to a variable batch size.
We set the output_nonlinearity to None explicitly. Thus, the output units' activations become just a linear combination of the activations in the hidden layer.
The default nonlinearity used by DenseLayer is the rectifier, which is simply max(0, x). It's the most popular choice of activation function these days. By not explicitly setting hidden_nonlinearity, we're choosing the rectifier as the activiation function of our hidden layer.
http://danielnouri.org/media/kfkd/rectifier.png
The neural net's weights are initialized from a uniform distribution with a cleverly chosen interval. That is, Lasagne figures out this interval for us, using "Glorot-style" initialization.
There's a few more parameters. All parameters starting with update parametrize the update function, or optimization method. The update function will update the weights of our network after each batch. We'll use the nesterov_momentum gradient descent optimization method to do the job. There's a number of other methods that Lasagne implements, such as adagrad and rmsprop. We choose nesterov_momentum because it has proven to work very well for a large number of problems.
    # optimization method:
    update=nesterov_momentum,
    update_learning_rate=0.01,
    update_momentum=0.9,
The update_learning_rate defines how large we want the steps of the gradient descent updates to be. We'll talk a bit more about the learning_rate and momentum parameters later on. For now, it's enough to just use these "sane defaults."
http://i.imgur.com/s25RsOr.gif
Comparison of a few optimization methods (animation by Alec Radford). The star denotes the global minimum on the error surface. Notice that stochastic gradient descent (SGD) without momentum is the slowest method to converge in this example. We're using Nesterov's Accelerated Gradient Descent (NAG) throughout this tutorial.
In our definition of NeuralNet we didn't specify an objective function to minimize. There's again a default for that; for regression problems it's the mean squared error (MSE).
The last set of parameters declare that we're dealing with a regression problem (as opposed to classification), that 400 is the number of epochs we're willing to train, and that we want to print out information during training by setting verbose=1:
  regression=True,  # flag to indicate we're dealing with regression problem
  max_epochs=400,  # we want to train this many epochs
  verbose=1,
Finally, the last two lines in our script load the data, just as before, and then train the neural net with it:
X, y = load()
net1.fit(X, y)
Running these two lines will output a table that grows one row per training epoch. In each row, we'll see the current loss (MSE) on the train set and on the validation set and the ratio between the two. NeuralNet automatically splits the data provided in X into a training and a validation set, using 20% of the samples for validation. (You can adjust this ratio by overriding the eval_size=0.2 parameter.)
$ python kfkd.py
...
  InputLayer          (None, 9216)            produces    9216 outputs
  DenseLayer          (None, 100)             produces     100 outputs
  DenseLayer          (None, 30)              produces      30 outputs

 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|----------------
     1  |    0.105418  |    0.031085  |     3.391261
     2  |    0.020353  |    0.019294  |     1.054894
     3  |    0.016118  |    0.016918  |     0.952734
     4  |    0.014187  |    0.015550  |     0.912363
     5  |    0.013329  |    0.014791  |     0.901199
...
   200  |    0.003250  |    0.004150  |     0.783282
   201  |    0.003242  |    0.004141  |     0.782850
   202  |    0.003234  |    0.004133  |     0.782305
   203  |    0.003225  |    0.004126  |     0.781746
   204  |    0.003217  |    0.004118  |     0.781239
   205  |    0.003209  |    0.004110  |     0.780738
...
   395  |    0.002259  |    0.003269  |     0.690925
   396  |    0.002256  |    0.003264  |     0.691164
   397  |    0.002254  |    0.003264  |     0.690485
   398  |    0.002249  |    0.003259  |     0.690303
   399  |    0.002247  |    0.003260  |     0.689252
   400  |    0.002244  |    0.003255  |     0.689606
On a reasonably fast GPU, we're able to train for 400 epochs in under a minute. Notice that the validation loss keeps improving until the end. (If you let it train longer, it will improve a little more.)
Now how good is a validation loss of 0.0032? How does it compare to the challenge's benchmark or the other entries in the leaderboard? Remember that we divided the target coordinates by 48 when we scaled them to be in the interval [-1, 1]. Thus, to calculate the root-mean-square error, as that's what's used in the challenge's leaderboard, based on our MSE loss of 0.003255, we'll take the square root and multiply by 48 again:
>>> import numpy as np
>>> np.sqrt(0.003255) * 48
2.7385251505144153
This is reasonable proxy for what our score would be on the Kaggle leaderboard; at the same time it's assuming that the subset of the data that we chose to train with follows the same distribution as the test set, which isn't really the case. My guess is that the score is good enough to earn us a top ten place in the leaderboard at the time of writing. Certainly not a bad start! (And for those of you that are crying out right now because of the lack of a proper test set: don't.)

Testing it out

The net1 object actually keeps a record of the data that it prints out in the table. We can access that record through the train_history_ attribute. Let's draw those two curves:
train_loss = np.array([i["train_loss"] for i in net1.train_history_])
valid_loss = np.array([i["valid_loss"] for i in net1.train_history_])
pyplot.plot(train_loss, linewidth=3, label="train")
pyplot.plot(valid_loss, linewidth=3, label="valid")
pyplot.grid()
pyplot.legend()
pyplot.xlabel("epoch")
pyplot.ylabel("loss")
pyplot.ylim(1e-3, 1e-2)
pyplot.yscale("log")
pyplot.show()
http://danielnouri.org/media/kfkd/lc1.png
We can see that our net overfits, but it's not that bad. In particular, we don't see a point where the validation error gets worse again, thus it doesn't appear that early stopping, a technique that's commonly used to avoid overfitting, would be very useful at this point. Notice that we didn't use any regularization whatsoever, apart from choosing a small number of neurons in the hidden layer, a setting that will keep overfitting somewhat in control.
How do the net's predictions look like, then? Let's pick a few examples from the test set and check:
def plot_sample(x, y, axis):
    img = x.reshape(96, 96)
    axis.imshow(img, cmap='gray')
    axis.scatter(y[0::2] * 48 + 48, y[1::2] * 48 + 48, marker='x', s=10)

X, _ = load(test=True)
y_pred = net1.predict(X)

fig = pyplot.figure(figsize=(6, 6))
fig.subplots_adjust(
    left=0, right=1, bottom=0, top=1, hspace=0.05, wspace=0.05)

for i in range(16):
    ax = fig.add_subplot(4, 4, i + 1, xticks=[], yticks=[])
    plot_sample(X[i], y_pred[i], ax)

pyplot.show()
http://danielnouri.org/media/kfkd/samples1.png
Our first model's predictions on 16 samples taken from the test set.
The predictions look reasonable, but sometimes they are quite a bit off. Let's try and do a bit better.

Second model: convolutions

http://deeplearning.stanford.edu/wiki/images/6/6c/Convolution_schematic.gif
The convolution operation. (Animation taken from the Stanford deep learning tutorial.)
LeNet5-style convolutional neural nets are at the heart of deep learning's recent breakthrough in computer vision. Convolutional layers are different to fully connected layers; they use a few tricks to reduce the number of parameters that need to be learned, while retaining high expressiveness. These are:
  • local connectivity: neurons are connected only to a subset of neurons in the previous layer,
  • weight sharing: weights are shared between a subset of neurons in the convolutional layer (these neurons form what's called a feature map),
  • pooling: static subsampling of inputs.
http://deeplearning.net/tutorial/_images/conv_1D_nn.png
Illustration of local connectivity and weight sharing. (Taken from the deeplearning.net tutorial.)
Units in a convolutional layer actually connect to a 2-d patch of neurons in the previous layer, a prior that lets them exploit the 2-d structure in the input.
When using convolutional layers in Lasagne, we have to prepare the input data such that each sample is no longer a flat vector of 9,216 pixel intensities, but a three-dimensional matrix with shape (c, 0, 1), where c is the number of channels (colors), and 0 and 1 correspond to the x and y dimensions of the input image. In our case, the concrete shape will be (1, 96, 96), because we're dealing with a single (gray) color channel only.
A function load2d that wraps the previously written load and does the necessary transformations is easily coded:
def load2d(test=False, cols=None):
    X, y = load(test=test)
    X = X.reshape(-1, 1, 96, 96)
    return X, y
We'll build a convolutional neural net with three convolutional layers and two fully connected layers. Each conv layer is followed by a 2x2 max-pooling layer. Starting with 32 filters, we double the number of filters with every conv layer. The densely connected hidden layers both have 500 units.
There's again no regularization in the form of weight decay or dropout. It turns out that using very small convolutional filters, such as our 3x3 and 2x2 filters, is again a pretty good regularizer by itself.
Let's write down the code:
net2 = NeuralNet(
    layers=[
        ('input', layers.InputLayer),
        ('conv1', layers.Conv2DLayer),
        ('pool1', layers.MaxPool2DLayer),
        ('conv2', layers.Conv2DLayer),
        ('pool2', layers.MaxPool2DLayer),
        ('conv3', layers.Conv2DLayer),
        ('pool3', layers.MaxPool2DLayer),
        ('hidden4', layers.DenseLayer),
        ('hidden5', layers.DenseLayer),
        ('output', layers.DenseLayer),
        ],
    input_shape=(None, 1, 96, 96),
    conv1_num_filters=32, conv1_filter_size=(3, 3), pool1_pool_size=(2, 2),
    conv2_num_filters=64, conv2_filter_size=(2, 2), pool2_pool_size=(2, 2),
    conv3_num_filters=128, conv3_filter_size=(2, 2), pool3_pool_size=(2, 2),
    hidden4_num_units=500, hidden5_num_units=500,
    output_num_units=30, output_nonlinearity=None,

    update_learning_rate=0.01,
    update_momentum=0.9,

    regression=True,
    max_epochs=1000,
    verbose=1,
    )

X, y = load2d()  # load 2-d data
net2.fit(X, y)

# Training for 1000 epochs will take a while.  We'll pickle the
# trained model so that we can load it back later:
import cPickle as pickle
with open('net2.pickle', 'wb') as f:
    pickle.dump(net2, f, -1)
Training this neural net is much more computationally costly than the first one we trained. It takes around 15x as long to train; those 1000 epochs take more than 20 minutes on even a powerful GPU.
However, our patience is rewarded with what's already a much better model than the one we had before. Let's take a look at the output when running the script. First comes the list of layers with their output shapes. Note that the first conv layer produces 32 output images of size (94, 94), that's one 94x94 output image per filter:
InputLayer            (None, 1, 96, 96)       produces    9216 outputs
Conv2DCCLayer         (None, 32, 94, 94)      produces  282752 outputs
MaxPool2DCCLayer      (None, 32, 47, 47)      produces   70688 outputs
Conv2DCCLayer         (None, 64, 46, 46)      produces  135424 outputs
MaxPool2DCCLayer      (None, 64, 23, 23)      produces   33856 outputs
Conv2DCCLayer         (None, 128, 22, 22)     produces   61952 outputs
MaxPool2DCCLayer      (None, 128, 11, 11)     produces   15488 outputs
DenseLayer            (None, 500)             produces     500 outputs
DenseLayer            (None, 500)             produces     500 outputs
DenseLayer            (None, 30)              produces      30 outputs
What follows is the same table that we saw with the first example, with train and validation error over time:
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|----------------
     1  |    0.111763  |    0.042740  |     2.614934
     2  |    0.018500  |    0.009413  |     1.965295
     3  |    0.008598  |    0.007918  |     1.085823
     4  |    0.007292  |    0.007284  |     1.001139
     5  |    0.006783  |    0.006841  |     0.991525
...
   500  |    0.001791  |    0.002013  |     0.889810
   501  |    0.001789  |    0.002011  |     0.889433
   502  |    0.001786  |    0.002009  |     0.889044
   503  |    0.001783  |    0.002007  |     0.888534
   504  |    0.001780  |    0.002004  |     0.888095
   505  |    0.001777  |    0.002002  |     0.887699
...
   995  |    0.001083  |    0.001568  |     0.690497
   996  |    0.001082  |    0.001567  |     0.690216
   997  |    0.001081  |    0.001567  |     0.689867
   998  |    0.001080  |    0.001567  |     0.689595
   999  |    0.001080  |    0.001567  |     0.689089
  1000  |    0.001079  |    0.001566  |     0.688874
Quite a nice improvement over the first network. Our RMSE is looking pretty good, too:
>>> np.sqrt(0.001566) * 48
1.8994904579913006
We can compare the predictions of the two networks using one of the more problematic samples in the test set:
sample1 = load(test=True)[0][6:7]
sample2 = load2d(test=True)[0][6:7]
y_pred1 = net1.predict(sample1)[0]
y_pred2 = net2.predict(sample2)[0]

fig = pyplot.figure(figsize=(6, 3))
ax = fig.add_subplot(1, 2, 1, xticks=[], yticks=[])
plot_sample(sample1[0], y_pred1, ax)
ax = fig.add_subplot(1, 2, 2, xticks=[], yticks=[])
plot_sample(sample1[0], y_pred2, ax)
pyplot.show()
http://danielnouri.org/media/kfkd/samples2.png
The predictions of net1 on the left compared to the predictions of net2.
And then let's compare the learning curves of the first and the second network:
http://danielnouri.org/media/kfkd/lc2.png
This looks pretty good, I like the smoothness of the new error curves. But we do notice that towards the end, the validation error of net2 flattens out much more quickly than the training error. I bet we could improve that by using more training examples. What if we flipped the input images horizontically; would we be able to improve training by doubling the amount of training data this way?

Data augmentation

An overfitting net can generally be made to perform better by using more training data. (And if your unregularized net does not overfit, you should probably make it larger.)
Data augmentation lets us artificially increase the number of training examples by applying transformations, adding noise etc. That's obviously more economic than having to go out and collect more examples by hand. Augmentation is a very useful tool to have in your deep learning toolbox.
We mentioned batch iterators already briefly. It is the batch iterator's job to take a matrix of samples, and split it up in batches, in our case of size 128. While it does the splitting, the batch iterator can also apply transformations to the data on the fly. So to produce those horizontal flips, we don't actually have to double the amount of training data in the input matrix. Rather, we will just perform the horizontal flips with 50% chance while we're iterating over the data. This is convenient, and for some problems it allows us to produce an infinite number of examples, without blowing up the memory usage. Also, transformations to the input images can be done while the GPU is busy processing a previous batch, so they come at virtually no cost.
Flipping the images horizontically is just a matter of using slicing:
X, y = load2d()
X_flipped = X[:, :, :, ::-1]  # simple slice to flip all images

# plot two images:
fig = pyplot.figure(figsize=(6, 3))
ax = fig.add_subplot(1, 2, 1, xticks=[], yticks=[])
plot_sample(X[1], y[1], ax)
ax = fig.add_subplot(1, 2, 2, xticks=[], yticks=[])
plot_sample(X_flipped[1], y[1], ax)
pyplot.show()
http://danielnouri.org/media/kfkd/samples3.png
Left shows the original image, right is the flipped image.
In the picture on the right, notice that the target value keypoints aren't aligned with the image anymore. Since we're flipping the images, we'll have to make sure we also flip the target values. To do this, not only do we have to flip the coordinates, we'll also have to swap target value positions; that's because the flipped left_eye_center_x no longer points to the left eye in our flipped image; now it corresponds to right_eye_center_x. Some points like nose_tip_y are not affected. We'll define a tuple flip_indices that holds the information about which columns in the target vector need to swap places when we flip the image horizontically. Remember the list of columns was:
left_eye_center_x            7034
left_eye_center_y            7034
right_eye_center_x           7032
right_eye_center_y           7032
left_eye_inner_corner_x      2266
left_eye_inner_corner_y      2266
...
Since left_eye_center_x will need to swap places with right_eye_center_x, we write down the tuple (0, 2). Also left_eye_center_y needs to swap places: with right_eye_center_y. Thus we write down (1, 3), and so on. In the end, we have:
flip_indices = [
    (0, 2), (1, 3),
    (4, 8), (5, 9), (6, 10), (7, 11),
    (12, 16), (13, 17), (14, 18), (15, 19),
    (22, 24), (23, 25),
    ]

# Let's see if we got it right:
df = read_csv(os.path.expanduser(FTRAIN))
for i, j in flip_indices:
    print("# {} -> {}".format(df.columns[i], df.columns[j]))

# this prints out:
# left_eye_center_x -> right_eye_center_x
# left_eye_center_y -> right_eye_center_y
# left_eye_inner_corner_x -> right_eye_inner_corner_x
# left_eye_inner_corner_y -> right_eye_inner_corner_y
# left_eye_outer_corner_x -> right_eye_outer_corner_x
# left_eye_outer_corner_y -> right_eye_outer_corner_y
# left_eyebrow_inner_end_x -> right_eyebrow_inner_end_x
# left_eyebrow_inner_end_y -> right_eyebrow_inner_end_y
# left_eyebrow_outer_end_x -> right_eyebrow_outer_end_x
# left_eyebrow_outer_end_y -> right_eyebrow_outer_end_y
# mouth_left_corner_x -> mouth_right_corner_x
# mouth_left_corner_y -> mouth_right_corner_y
Our batch iterator implementation will derive from the default BatchIterator class and override the transform() method only. Let's see how it looks like when we put it all together:
from nolearn.lasagne import BatchIterator

class FlipBatchIterator(BatchIterator):
    flip_indices = [
        (0, 2), (1, 3),
        (4, 8), (5, 9), (6, 10), (7, 11),
        (12, 16), (13, 17), (14, 18), (15, 19),
        (22, 24), (23, 25),
        ]

    def transform(self, Xb, yb):
        Xb, yb = super(FlipBatchIterator, self).transform(Xb, yb)

        # Flip half of the images in this batch at random:
        bs = Xb.shape[0]
        indices = np.random.choice(bs, bs / 2, replace=False)
        Xb[indices] = Xb[indices, :, :, ::-1]

        if yb is not None:
            # Horizontal flip of all x coordinates:
            yb[indices, ::2] = yb[indices, ::2] * -1

            # Swap places, e.g. left_eye_center_x -> right_eye_center_x
            for a, b in self.flip_indices:
                yb[indices, a], yb[indices, b] = (
                    yb[indices, b], yb[indices, a])

        return Xb, yb
To use this batch iterator for training, we'll pass it as the batch_iterator_train argument to NeuralNet. Let's define net3, a network that looks exactly the same as net2 except for these lines at the very end:
net3 = NeuralNet(
    # ...
    regression=True,
    batch_iterator_train=FlipBatchIterator(batch_size=128),
    max_epochs=3000,
    verbose=1,
    )
Now we're passing our FlipBatchIterator, but we've also tripled the number of epochs to train. While each one of our training epochs will still look at the same number of examples as before (after all, we haven't changed the size of X), it turns out that training nevertheless takes quite a bit longer when we use our transforming FlipBatchIterator. This is because what the network learns generalizes better this time, and it's arguably harder to learn things that generalize than to overfit.
So this will take maybe take an hour to train. Let's make sure we pickle the model at the end of training, and then we're ready to go fetch some tea and biscuits. Or maybe do the laundry:
net3.fit(X, y)

import cPickle as pickle
with open('net3.pickle', 'wb') as f:
    pickle.dump(net3, f, -1)
$ python kfkd.py
...
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|----------------
...
   500  |    0.002238  |    0.002303  |     0.971519
...
  1000  |    0.001365  |    0.001623  |     0.841110
  1500  |    0.001067  |    0.001457  |     0.732018
  2000  |    0.000895  |    0.001369  |     0.653721
  2500  |    0.000761  |    0.001320  |     0.576831
  3000  |    0.000678  |    0.001288  |     0.526410
Comparing the learning with that of net2, we notice that the error on the validation set after 3000 epochs is indeed about 5% smaller for the data augmented net. We can see how net2 stops learning anything useful after 2000 or so epochs, and gets pretty noisy, while net3 continues to improve its validation error throughout, though slowly.
http://danielnouri.org/media/kfkd/lc3.png
Still seems like a lot of work for only a small gain? We'll find out if it was worth it in the next secion.

Changing learning rate and momentum over time

What's annoying about our last model is that it took already an hour to train it, and it's not exactly inspiring to have to wait for your experiment's results for so long. In this section, we'll talk about a combination of two tricks to fix that and make the net train much faster again.
An intuition behind starting with a higher learning rate and decreasing it during the course of training is this: As we start training, we're far away from the optimum, and we want to take big steps towards it and learn quickly. But the closer we get to the optimum, the lighter we want to step. It's like taking the train home, but when you enter your door you do it by foot, not by train.
On the importance of initialization and momentum in deep learning is the title of a talk and a paper by Ilya Sutskever et al. It's there that we learn about another useful trick to boost deep learning: namely increasing the optimization method's momentum parameter during training.
Remember that in our previous model, we initialized learning rate and momentum with a static 0.01 and 0.9 respectively. Let's change that such that the learning rate decreases linearly with the number of epochs, while we let the momentum increase.
NeuralNet allows us to update parameters during training using the on_epoch_finished hook. We can pass a function to on_epoch_finished and it'll be called whenever an epoch is finished. However, before we can assign new values to update_learning_rate and update_momentum on the fly, we'll have to change these two parameters to become Theano shared variables. Thankfully, that's pretty easy:
import theano

def float32(k):
    return np.cast['float32'](k)

net4 = NeuralNet(
    # ...
    update_learning_rate=theano.shared(float32(0.03)),
    update_momentum=theano.shared(float32(0.9)),
    # ...
    )
The callback or list of callbacks that we pass will be called with two arguments: nn, which is the NeuralNet instance itself, and train_history, which is the same as nn.train_history_.
Instead of working with callback functions that use hard-coded values, we'll use a parametrizable class with a __call__ method as our callback. Let's call this class AdjustVariable. The implementation is reasonably straight-forward:
class AdjustVariable(object):
    def __init__(self, name, start=0.03, stop=0.001):
        self.name = name
        self.start, self.stop = start, stop
        self.ls = None

    def __call__(self, nn, train_history):
        if self.ls is None:
            self.ls = np.linspace(self.start, self.stop, nn.max_epochs)

        epoch = train_history[-1]['epoch']
        new_value = float32(self.ls[epoch - 1])
        getattr(nn, self.name).set_value(new_value)
Let's plug it all together now and then we're ready to start training:
net4 = NeuralNet(
    # ...
    update_learning_rate=theano.shared(float32(0.03)),
    update_momentum=theano.shared(float32(0.9)),
    # ...
    regression=True,
    # batch_iterator_train=FlipBatchIterator(batch_size=128),
    on_epoch_finished=[
        AdjustVariable('update_learning_rate', start=0.03, stop=0.0001),
        AdjustVariable('update_momentum', start=0.9, stop=0.999),
        ],
    max_epochs=3000,
    verbose=1,
    )

X, y = load2d()
net4.fit(X, y)

with open('net4.pickle', 'wb') as f:
    pickle.dump(net4, f, -1)
We'll train two nets: net4 doesn't use our FlipBatchIterator, net5 does. Other than that, they're identical.
This is the learning of net4:
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|----------------
    50  |    0.004216  |    0.003996  |     1.055011
   100  |    0.003533  |    0.003382  |     1.044791
   250  |    0.001557  |    0.001781  |     0.874249
   500  |    0.000915  |    0.001433  |     0.638702
   750  |    0.000653  |    0.001355  |     0.481806
  1000  |    0.000496  |    0.001387  |     0.357917
Cool, training is happening much faster now! The train error at epochs 500 and 1000 is half of what it used to be in net2, before our adjustments to learning rate and momentum. This time, generalization seems to stop improving after 750 or so epochs already; looks like there's no point in training much longer.
What about net5 with the data augmentation switched on?
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|----------------
    50  |    0.004317  |    0.004081  |     1.057609
   100  |    0.003756  |    0.003535  |     1.062619
   250  |    0.001765  |    0.001845  |     0.956560
   500  |    0.001135  |    0.001437  |     0.790225
   750  |    0.000878  |    0.001313  |     0.668903
  1000  |    0.000705  |    0.001260  |     0.559591
  1500  |    0.000492  |    0.001199  |     0.410526
  2000  |    0.000373  |    0.001184  |     0.315353
And again we have much faster training than with net3, and better results. After 1000 epochs, we're better off than net3 was after 3000 epochs. What's more, the model trained with data augmentation is now about 10% better with regard to validation error than the one without.
http://danielnouri.org/media/kfkd/lc4.png

Dropout

Introduced in 2012 in the Improving neural networks by preventing co-adaptation of feature detectors paper, dropout is a popular regularization technique that works amazingly well. I won't go into the details of why it works so well, you can read about that elsewhere.
Like with any other regularization technique, dropout only makes sense if we have a network that's overfitting, which is clearly the case for the net5 network that we trained in the previous section. It's important to remember to get your net to train nicely and overfit first, then regularize.
To use dropout with Lasagne, we'll add DropoutLayer layers between the existing layers and assign dropout probabilities to each one of them. Here's the complete definition of our new net. I've added a # ! comment at the end of those lines that were added between this and net5.
net6 = NeuralNet(
    layers=[
        ('input', layers.InputLayer),
        ('conv1', layers.Conv2DLayer),
        ('pool1', layers.MaxPool2DLayer),
        ('dropout1', layers.DropoutLayer),  # !
        ('conv2', layers.Conv2DLayer),
        ('pool2', layers.MaxPool2DLayer),
        ('dropout2', layers.DropoutLayer),  # !
        ('conv3', layers.Conv2DLayer),
        ('pool3', layers.MaxPool2DLayer),
        ('dropout3', layers.DropoutLayer),  # !
        ('hidden4', layers.DenseLayer),
        ('dropout4', layers.DropoutLayer),  # !
        ('hidden5', layers.DenseLayer),
        ('output', layers.DenseLayer),
        ],
    input_shape=(None, 1, 96, 96),
    conv1_num_filters=32, conv1_filter_size=(3, 3), pool1_pool_size=(2, 2),
    dropout1_p=0.1,  # !
    conv2_num_filters=64, conv2_filter_size=(2, 2), pool2_pool_size=(2, 2),
    dropout2_p=0.2,  # !
    conv3_num_filters=128, conv3_filter_size=(2, 2), pool3_pool_size=(2, 2),
    dropout3_p=0.3,  # !
    hidden4_num_units=500,
    dropout4_p=0.5,  # !
    hidden5_num_units=500,
    output_num_units=30, output_nonlinearity=None,

    update_learning_rate=theano.shared(float32(0.03)),
    update_momentum=theano.shared(float32(0.9)),

    regression=True,
    batch_iterator_train=FlipBatchIterator(batch_size=128),
    on_epoch_finished=[
        AdjustVariable('update_learning_rate', start=0.03, stop=0.0001),
        AdjustVariable('update_momentum', start=0.9, stop=0.999),
        ],
    max_epochs=3000,
    verbose=1,
    )
Our network is sufficiently large now to crash Python's pickle with a maximum recursion error. Therefore we have to increase Python's recursion limit before we save it:
import sys
sys.setrecursionlimit(10000)

X, y = load2d()
net6.fit(X, y)

import cPickle as pickle
with open('net6.pickle', 'wb') as f:
    pickle.dump(net6, f, -1)
Taking a look at the learning, we notice that it's become slower again, and that's expected with dropout, but eventually it will outperform net5:
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|---------------
    50  |    0.004619  |    0.005198  |     0.888566
   100  |    0.004369  |    0.004182  |     1.044874
   250  |    0.003821  |    0.003577  |     1.068229
   500  |    0.002598  |    0.002236  |     1.161854
  1000  |    0.001902  |    0.001607  |     1.183391
  1500  |    0.001660  |    0.001383  |     1.200238
  2000  |    0.001496  |    0.001262  |     1.185684
  2500  |    0.001383  |    0.001181  |     1.171006
  3000  |    0.001306  |    0.001121  |     1.164100
Also overfitting doesn't seem to be nearly as bad. Though we'll have to be careful with those numbers: the ratio between training and validation has a slightly different meaning now since the train error is evaluated with dropout, whereas the validation error is evaluated without dropout. A more comparable value for the train error is this:
from sklearn.metrics import mean_squared_error
print mean_squared_error(net6.predict(X), y)
# prints something like 0.0010073791
In our previous model without dropout, the error on the train set was 0.000373. So not only does our dropout net perform slightly better, it overfits much less than what we had before. That's great news, because it means that we can expect even better performance when we make the net larger (and more expressive). And that's what we'll try next: we increase the number of units in the last two hidden layers from 500 to 1000. Update these lines:
net7 = NeuralNet(
    # ...
    hidden4_num_units=1000,  # !
    dropout4_p=0.5,
    hidden5_num_units=1000,  # !
    # ...
    )
The improvement over the non-dropout layer is now becoming more substantial:
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|---------------
    50  |    0.004756  |    0.007043  |     0.675330
   100  |    0.004440  |    0.005321  |     0.834432
   250  |    0.003974  |    0.003928  |     1.011598
   500  |    0.002574  |    0.002347  |     1.096366
  1000  |    0.001861  |    0.001613  |     1.153796
  1500  |    0.001558  |    0.001372  |     1.135849
  2000  |    0.001409  |    0.001230  |     1.144821
  2500  |    0.001295  |    0.001146  |     1.130188
  3000  |    0.001195  |    0.001087  |     1.099271
And we're still looking really good with the overfitting! My feeling is that if we increase the number of epochs to train, this model might become even better. Let's try it:
net12 = NeuralNet(
    # ...
    max_epochs=10000,
    # ...
    )
 Epoch  |  Train loss  |  Valid loss  |  Train / Val
--------|--------------|--------------|---------------
    50  |    0.004756  |    0.007027  |     0.676810
   100  |    0.004439  |    0.005321  |     0.834323
   500  |    0.002576  |    0.002346  |     1.097795
  1000  |    0.001863  |    0.001614  |     1.154038
  2000  |    0.001406  |    0.001233  |     1.140188
  3000  |    0.001184  |    0.001074  |     1.102168
  4000  |    0.001068  |    0.000983  |     1.086193
  5000  |    0.000981  |    0.000920  |     1.066288
  6000  |    0.000904  |    0.000884  |     1.021837
  7000  |    0.000851  |    0.000849  |     1.002314
  8000  |    0.000810  |    0.000821  |     0.985769
  9000  |    0.000769  |    0.000803  |     0.957842
 10000  |    0.000760  |    0.000787  |     0.966583
So there you're witnessing the magic that is dropout. :-)
Let's compare the nets we trained so for and their respective train and validation errors:
 Name  |   Description    |  Epochs  |  Train loss  |  Valid loss
-------|------------------|----------|--------------|--------------
 net1  |  single hidden   |     400  |    0.002244  |    0.003255
 net2  |  convolutions    |    1000  |    0.001079  |    0.001566
 net3  |  augmentation    |    3000  |    0.000678  |    0.001288
 net4  |  mom + lr adj    |    1000  |    0.000496  |    0.001387
 net5  |  net4 + augment  |    2000  |    0.000373  |    0.001184
 net6  |  net5 + dropout  |    3000  |    0.001306  |    0.001121
 net7  |  net6 + epochs   |   10000  |    0.000760  |    0.000787

Training specialists

Remember those 70% of training data that we threw away in the beginning? Turns out that's a very bad idea if we want to get a competitive score in the Kaggle leaderboard. There's quite a bit of variance in those 70% of data and in the challenge's test set that our model hasn't seen yet.
So instead of training a single model, let's train a few specialists, with each one predicting a different set of target values. We'll train one model that only predicts left_eye_center and right_eye_center, one only for nose_tip and so on; overall, we'll have six models. This will allow us to use the full training dataset, and hopefully get a more competitive score overall.
The six specialists are all going to use exactly the same network architecture (a simple approach, not necessarily the best). Because training is bound to take much longer now than before, let's think about a strategy so that we don't have to wait for max_epochs to finish, even if the validation error stopped improving much earlier. This is called early stopping, and we'll write another on_epoch_finished callback to take care of that. Here's the implementation:
class EarlyStopping(object):
    def __init__(self, patience=100):
        self.patience = patience
        self.best_valid = np.inf
        self.best_valid_epoch = 0
        self.best_weights = None

    def __call__(self, nn, train_history):
        current_valid = train_history[-1]['valid_loss']
        current_epoch = train_history[-1]['epoch']
        if current_valid < self.best_valid:
            self.best_valid = current_valid
            self.best_valid_epoch = current_epoch
            self.best_weights = nn.get_all_params_values()
        elif self.best_valid_epoch + self.patience < current_epoch:
            print("Early stopping.")
            print("Best valid loss was {:.6f} at epoch {}.".format(
                self.best_valid, self.best_valid_epoch))
            nn.load_params_from(self.best_weights)
            raise StopIteration()
You can see that there's two branches inside the __call__: the first where the current validation score is better than what we've previously seen, and the second where the best validation epoch was more than self.patience epochs in the past. In the first case we store away the weights:
          self.best_weights = nn.get_all_params_values()
In the second case, we set the weights of the network back to those best_weights before raising StopIteration, signalling to NeuralNet that we want to stop training.
          nn.load_params_from(self.best_weights)
          raise StopIteration()
Let's update the list of on_epoch_finished handlers in our net's definition and use EarlyStopping:
net8 = NeuralNet(
    # ...
    on_epoch_finished=[
        AdjustVariable('update_learning_rate', start=0.03, stop=0.0001),
        AdjustVariable('update_momentum', start=0.9, stop=0.999),
        EarlyStopping(patience=200),
        ],
    # ...
    )
So far so good, but how would we go about defining those specialists and what they should each predict? Let's make a list for that:
SPECIALIST_SETTINGS = [
    dict(
        columns=(
            'left_eye_center_x', 'left_eye_center_y',
            'right_eye_center_x', 'right_eye_center_y',
            ),
        flip_indices=((0, 2), (1, 3)),
        ),

    dict(
        columns=(
            'nose_tip_x', 'nose_tip_y',
            ),
        flip_indices=(),
        ),

    dict(
        columns=(
            'mouth_left_corner_x', 'mouth_left_corner_y',
            'mouth_right_corner_x', 'mouth_right_corner_y',
            'mouth_center_top_lip_x', 'mouth_center_top_lip_y',
            ),
        flip_indices=((0, 2), (1, 3)),
        ),

    dict(
        columns=(
            'mouth_center_bottom_lip_x',
            'mouth_center_bottom_lip_y',
            ),
        flip_indices=(),
        ),

    dict(
        columns=(
            'left_eye_inner_corner_x', 'left_eye_inner_corner_y',
            'right_eye_inner_corner_x', 'right_eye_inner_corner_y',
            'left_eye_outer_corner_x', 'left_eye_outer_corner_y',
            'right_eye_outer_corner_x', 'right_eye_outer_corner_y',
            ),
        flip_indices=((0, 2), (1, 3), (4, 6), (5, 7)),
        ),

    dict(
        columns=(
            'left_eyebrow_inner_end_x', 'left_eyebrow_inner_end_y',
            'right_eyebrow_inner_end_x', 'right_eyebrow_inner_end_y',
            'left_eyebrow_outer_end_x', 'left_eyebrow_outer_end_y',
            'right_eyebrow_outer_end_x', 'right_eyebrow_outer_end_y',
            ),
        flip_indices=((0, 2), (1, 3), (4, 6), (5, 7)),
        ),
    ]
We already discussed the need for flip_indices in the Data augmentation section. Remember from section The data that our load_data() function takes an optional list of columns to extract. We'll make use of this feature when we fit the specialist models in a new function fit_specialists():
from collections import OrderedDict
from sklearn.base import clone

def fit_specialists():
    specialists = OrderedDict()

    for setting in SPECIALIST_SETTINGS:
        cols = setting['columns']
        X, y = load2d(cols=cols)

        model = clone(net)
        model.output_num_units = y.shape[1]
        model.batch_iterator_train.flip_indices = setting['flip_indices']
        # set number of epochs relative to number of training examples:
        model.max_epochs = int(1e7 / y.shape[0])
        if 'kwargs' in setting:
            # an option 'kwargs' in the settings list may be used to
            # set any other parameter of the net:
            vars(model).update(setting['kwargs'])

        print("Training model for columns {} for {} epochs".format(
            cols, model.max_epochs))
        model.fit(X, y)
        specialists[cols] = model

    with open('net-specialists.pickle', 'wb') as f:
        # we persist a dictionary with all models:
        pickle.dump(specialists, f, -1)
There's nothing too spectacular happening here. Instead of training and persisting a single model, we do it with a list of models that are saved in a dictionary that maps columns to the trained NeuralNet instances. Now despite our early stopping, this will still take forever to train (though by forever I don't mean Google-forever, I mean maybe half a day on a single GPU); I don't recommend that you actually run this.
We could of course easily parallelize training these specialist nets across GPUs, but maybe you don't have the luxury of access to a box with multiple CUDA GPUs. In the next section we'll talk about another way to cut down on training time. But let's take a look at the results of fitting these expensive to train specialists first:
http://danielnouri.org/media/kfkd/lc5.png
Learning curves for six specialist models. The solid lines represent RMSE on the validation set, the dashed lines errors on the train set. mean is the mean validation error of all nets weighted by number of target values. All curves have been scaled to have the same length on the x axis.
Lastly, this solution gives us a Kaggle leaderboard score of 2.17 RMSE, which corresponds to the second place at the time of writing (right behind yours truly).

Supervised pre-training

In the last section of this tutorial, we'll discuss a way to make training our specialists faster. The idea is this: instead of initializing the weights of each specialist network at random, we'll initialize them with the weights that were learned in net6 or net7. Remember from our EarlyStopping implementation that copying weights from one network to another is as simple as using the load_params_from() method. Let's modify the fit_specialists method to do just that. I'm again marking the lines that changed compared to the previous implementation with a # ! comment:
def fit_specialists(fname_pretrain=None):
    if fname_pretrain:  # !
        with open(fname_pretrain, 'rb') as f:  # !
            net_pretrain = pickle.load(f)  # !
    else:  # !
        net_pretrain = None  # !

    specialists = OrderedDict()

    for setting in SPECIALIST_SETTINGS:
        cols = setting['columns']
        X, y = load2d(cols=cols)

        model = clone(net)
        model.output_num_units = y.shape[1]
        model.batch_iterator_train.flip_indices = setting['flip_indices']
        model.max_epochs = int(4e6 / y.shape[0])
        if 'kwargs' in setting:
            # an option 'kwargs' in the settings list may be used to
            # set any other parameter of the net:
            vars(model).update(setting['kwargs'])

        if net_pretrain is not None:  # !
            # if a pretrain model was given, use it to initialize the
            # weights of our new specialist model:
            model.load_params_from(net_pretrain)  # !

        print("Training model for columns {} for {} epochs".format(
            cols, model.max_epochs))
        model.fit(X, y)
        specialists[cols] = model

    with open('net-specialists.pickle', 'wb') as f:
        # this time we're persisting a dictionary with all models:
        pickle.dump(specialists, f, -1)
It turns out that initializing those nets not at random, but by re-using weights from one of the networks we learned earlier has in fact two big advantages: One is that training converges much faster; maybe four times faster in this case. The second advantage is that it also helps get better generalization; pre-training acts as a regularizer. Here's the same learning curves as before, but now for the pre-trained nets:
http://danielnouri.org/media/kfkd/lc6.png
Learning curves for six specialist models that were pre-trained.
Finally, the score for this solution on the challenge's leaderboard is 2.13 RMSE. Again the second place, but getting closer!

Conclusion

There's probably a dozen ideas that you have that you want to try out. You can find the source code for the final solution here to download and play around with. It also includes the bit that generates a submission file for the Kaggle challenge. Run python kfkd.py to find out how to use the script on the command-line.
Here's a couple of the more obvious things that you could try out at this point: Try optimizing the parameters for the individual specialist networks; this is something that we haven't done so far. Observe that the six nets that we trained all have different levels of overfitting. If they're not or hardly overfitting, like for the green and the yellow net above, you could try to decrease the amount of dropout. Likewise, if it's overfitting badly, like the black and purple nets, you could try increasing the amount of dropout. In the definition of SPECIALIST_SETTINGS we can already add some net-specific settings; so say we wanted to add more regularization to the second net, then we could change the second entry of the list to look like so:
    dict(
        columns=(
            'nose_tip_x', 'nose_tip_y',
            ),
        flip_indices=(),
        kwargs=dict(dropout2_p=0.3, dropout3_p=0.4),  # !
        ),
And there's a ton of other things that you could try to tweak. Maybe you'll try adding another convolutional or fully connected layer? I'm curious to hear about improvements that you're able to come up with in the comments.

Edit: Kaggle features this tutorial on their site where they've included instructions on how to use Amazon GPU instances to run the tutorial, which is useful if you don't own a CUDA-capable GPU.