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tensorflow 2 version #13

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@joaocaldeira

I am trying to port the implementation of concrete dropout in keras in https://github.com/yaringal/ConcreteDropout/blob/master/concrete-dropout-keras.ipynb to tensorflow 2. This is mostly straightforward, as tf 2 has most of the keras API built into it. However, the custom losses are being cleared before fitting.

After the model is defined, and before compiling it, I can see that the losses for each concrete dropout layer have been added to the model losses by the line self.layer.add_loss(regularizer) run when the layers are built:

>>> print(model.losses)
[<tf.Tensor: id=64, shape=(), dtype=float32, numpy=-8.4521576e-05>, <tf.Tensor: id=168, shape=(), dtype=float32, numpy=-0.000650166>, <tf.Tensor: id=272, shape=(), dtype=float32, numpy=-0.000650166>, <tf.Tensor: id=376, shape=(), dtype=float32, numpy=-0.000650166>, <tf.Tensor: id=479, shape=(), dtype=float32, numpy=-0.000650166>]

After the compilation, however, model.losses becomes an empty list, and the assertion assert len(model.losses) == 5 fails. If I choose to ignore the assertion, the fact that the layer losses are being neglected shows up in the warning WARNING:tensorflow:Gradients do not exist for variables ['concrete_dropout/p_logit:0', 'concrete_dropout_1/p_logit:0', 'concrete_dropout_2/p_logit:0', 'concrete_dropout_3/p_logit:0', 'concrete_dropout_4/p_logit:0'] when minimizing the loss. when training the model.

After digging into the compilation code in https://github.com/tensorflow/tensorflow/blob/r2.0/tensorflow/python/keras/engine/training.py#L184 I believe the problematic lines are

    # Clear any `_eager_losses` that was added.
    self._clear_losses()

Does anyone know why this is being done, and how to add custom losses to tensorflow 2 models in an analogous way?

I posted this as a question in stackoverflow, https://stackoverflow.com/questions/61164373/loss-added-to-custom-layer-in-tensorflow-2-is-cleared-when-compiling

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