Where do I call the BatchNormalization function in Keras?

Just to answer this question in a little more detail, and as Pavel said, Batch Normalization is just another layer, so you can use it as such to create your desired network architecture.

The general use case is to use BN between the linear and non-linear layers in your network, because it normalizes the input to your activation function, so that you're centered in the linear section of the activation function (such as Sigmoid). There's a small discussion of it here

In your case above, this might look like:

# import BatchNormalization
from keras.layers.normalization import BatchNormalization

# instantiate model
model = Sequential()

# we can think of this chunk as the input layer
model.add(Dense(64, input_dim=14, init='uniform'))
model.add(BatchNormalization())
model.add(Activation('tanh'))
model.add(Dropout(0.5))

# we can think of this chunk as the hidden layer    
model.add(Dense(64, init='uniform'))
model.add(BatchNormalization())
model.add(Activation('tanh'))
model.add(Dropout(0.5))

# we can think of this chunk as the output layer
model.add(Dense(2, init='uniform'))
model.add(BatchNormalization())
model.add(Activation('softmax'))

# setting up the optimization of our weights 
sgd = SGD(lr=0.1, decay=1e-6, momentum=0.9, nesterov=True)
model.compile(loss='binary_crossentropy', optimizer=sgd)

# running the fitting
model.fit(X_train, y_train, nb_epoch=20, batch_size=16, show_accuracy=True, validation_split=0.2, verbose = 2)

Hope this clarifies things a bit more.

This thread is misleading. Tried commenting on Lucas Ramadan's answer, but I don't have the right privileges yet, so I'll just put this here.

Batch normalization works best after the activation function, and here or here is why: it was developed to prevent internal covariate shift. Internal covariate shift occurs when the distribution of the activations of a layer shifts significantly throughout training. Batch normalization is used so that the distribution of the inputs (and these inputs are literally the result of an activation function) to a specific layer doesn't change over time due to parameter updates from each batch (or at least, allows it to change in an advantageous way). It uses batch statistics to do the normalizing, and then uses the batch normalization parameters (gamma and beta in the original paper) "to make sure that the transformation inserted in the network can represent the identity transform" (quote from original paper). But the point is that we're trying to normalize the inputs to a layer, so it should always go immediately before the next layer in the network. Whether or not that's after an activation function is dependent on the architecture in question.

This thread has some considerable debate about whether BN should be applied before non-linearity of current layer or to the activations of the previous layer.

Although there is no correct answer, the authors of Batch Normalization say that It should be applied immediately before the non-linearity of the current layer. The reason ( quoted from original paper) -

"We add the BN transform immediately before the nonlinearity, by normalizing x = Wu+b. We could have also normalized the layer inputs u, but since u is likely the output of another nonlinearity, the shape of its distribution is likely to change during training, and constraining its first and second moments would not eliminate the covariate shift. In contrast, Wu + b is more likely to have a symmetric, non-sparse distribution, that is “more Gaussian” (Hyv¨arinen & Oja, 2000); normalizing it is likely to produce activations with a stable distribution."

Keras now supports the use_bias=False option, so we can save some computation by writing like

model.add(Dense(64, use_bias=False))
model.add(BatchNormalization(axis=bn_axis))
model.add(Activation('tanh'))

or

model.add(Convolution2D(64, 3, 3, use_bias=False))
model.add(BatchNormalization(axis=bn_axis))
model.add(Activation('relu'))

It's almost become a trend now to have a Conv2D followed by a ReLu followed by a BatchNormalization layer. So I made up a small function to call all of them at once. Makes the model definition look a whole lot cleaner and easier to read.

def Conv2DReluBatchNorm(n_filter, w_filter, h_filter, inputs):
    return BatchNormalization()(Activation(activation='relu')(Convolution2D(n_filter, w_filter, h_filter, border_mode='same')(inputs)))

Batch Normalization is used to normalize the input layer as well as hidden layers by adjusting mean and scaling of the activations. Because of this normalizing effect with additional layer in deep neural networks, the network can use higher learning rate without vanishing or exploding gradients. Furthermore, batch normalization regularizes the network such that it is easier to generalize, and it is thus unnecessary to use dropout to mitigate overfitting.

Right after calculating the linear function using say, the Dense() or Conv2D() in Keras, we use BatchNormalization() which calculates the linear function in a layer and then we add the non-linearity to the layer using Activation().

from keras.layers.normalization import BatchNormalization
model = Sequential()
model.add(Dense(64, input_dim=14, init='uniform'))
model.add(BatchNormalization(epsilon=1e-06, mode=0, momentum=0.9, weights=None))
model.add(Activation('tanh'))
model.add(Dropout(0.5))
model.add(Dense(64, init='uniform'))
model.add(BatchNormalization(epsilon=1e-06, mode=0, momentum=0.9, weights=None))
model.add(Activation('tanh'))
model.add(Dropout(0.5))
model.add(Dense(2, init='uniform'))
model.add(BatchNormalization(epsilon=1e-06, mode=0, momentum=0.9, weights=None))
model.add(Activation('softmax'))

sgd = SGD(lr=0.1, decay=1e-6, momentum=0.9, nesterov=True)
model.compile(loss='binary_crossentropy', optimizer=sgd)
model.fit(X_train, y_train, nb_epoch=20, batch_size=16, show_accuracy=True, 
validation_split=0.2, verbose = 2)

How is Batch Normalization applied?

Suppose we have input a[l-1] to a layer l. Also we have weights W[l] and bias unit b[l] for the layer l. Let a[l] be the activation vector calculated(i.e. after adding the non-linearity) for the layer l and z[l] be the vector before adding non-linearity

Using a[l-1] and W[l] we can calculate z[l] for the layer l Usually in feed-forward propagation we will add bias unit to the z[l] at this stage like this z[l]+b[l], but in Batch Normalization this step of addition of b[l] is not required and no b[l] parameter is used. Calculate z[l] means and subtract it from each element Divide (z[l] - mean) using standard deviation. Call it Z_temp[l] Now define new parameters γ and β that will change the scale of the hidden layer as follows: z_norm[l] = γ.Z_temp[l] + β

In this code excerpt, the Dense() takes the a[l-1], uses W[l] and calculates z[l]. Then the immediate BatchNormalization() will perform the above steps to give z_norm[l]. And then the immediate Activation() will calculate tanh(z_norm[l]) to give a[l] i.e.

a[l] = tanh(z_norm[l])

It is another type of layer, so you should add it as a layer in an appropriate place of your model

model.add(keras.layers.normalization.BatchNormalization())

See an example here: https://github.com/fchollet/keras/blob/master/examples/kaggle_otto_nn.py

Adding another entry for the debate about whether batch normalization should be called before or after the non-linear activation:

In addition to the original paper using batch normalization before the activation, Bengio's book Deep Learning, section 8.7.1 gives some reasoning for why applying batch normalization after the activation (or directly before the input to the next layer) may cause some issues:

It is natural to wonder whether we should apply batch normalization to the input X, or to the transformed value XW+b. Ioffe and Szegedy (2015) recommend the latter. More specifically, XW+b should be replaced by a normalized version of XW. The bias term should be omitted because it becomes redundant with the β parameter applied by the batch normalization reparameterization. The input to a layer is usually the output of a nonlinear activation function such as the rectified linear function in a previous layer. The statistics of the input are thus more non-Gaussian and less amenable to standardization by linear operations.

In other words, if we use a relu activation, all negative values are mapped to zero. This will likely result in a mean value that is already very close to zero, but the distribution of the remaining data will be heavily skewed to the right. Trying to normalize that data to a nice bell-shaped curve probably won't give the best results. For activations outside of the relu family this may not be as big of an issue.

Keep in mind that there are reports of models getting better results when using batch normalization after the activation, while others get best results when the batch normalization is placed before the activation. It is probably best to test your model using both configurations, and if batch normalization after activation gives a significant decrease in validation loss, use that configuration instead.