I am trying to create a LSTM model that can take multiple input features and Forecast those multiple features for N days
Eg I want to give 4 Features as input for 103 days not I want to forecast those 4 features for next 5 days
input features = [A1,B1,C1,D1],[A2,B2,C2,D2],...., [A103,B103,C103,D103]
output = [A104,B104,C104,D105],...,[A109,B109,C109,D109]
scaler = MinMaxScaler()
scaled_data = scaler.fit_transform(data)
train = scaled_data[:13813,:]
test = scaled_data[13813:,:]
def create_dataset(dataset,size):
X = []
y = []
for i in range(len(dataset)-size-1):
a = dataset[i:(i+size),:]
a = dataset[i:(i+size),:]
X.append(a)
y.append(dataset[i+size])
return np.array(X),np.array(y)
##535 is number of data i want to use to forecast the feature
X_test, y_test = create_dataset(test,535)
X_train,y_train = create_dataset(train,535)
##X_train and y_train shape ((13277, 535, 17), (13277, 17))
##X_test and y_test shape ((2917, 535, 17), (2917, 17))
model_2 = Sequential()
model_2.add(tf.keras.layers.LSTM(units=128,return_sequences=True,input_shape = (X_train.shape[1],17)))
model_2.add(tf.keras.layers.LSTM(units=64,return_sequences=True))
model_2.add(tf.keras.layers.LSTM(units=50,return_sequences=True))
model_2.add(tf.keras.layers.LSTM(units=32))
model_2.add(tf.keras.layers.Dense(units=17,activation='linear'))
model_2.summary()
model_2.compile(loss='MSE',optimizer='adam')
model_history_2 = model_2.fit(X_train,y_train,validation_data=(X_test,y_test),callbacks=[early_stopping],epochs = 5,batch_size=150)
##But after this I am unable understand how to create a sliding window to predict the next 103 records.
Related
I am trying to do univariant time series forecasting. My model works Perfectly in different datasets. But for this dataset, the prediction is incredibly bad (tried 50,100,200 epochs, different batch sizes, and learning rates. Nothing has changed. So I think there is something wrong with my dataset.)
Here values of my dataset:
Mean: 49.840000, standard deviation: 31.786387
Here is my architecture
Here is the sample from my dataset
Here is my prediction values
Here is the code for normalization that im using:
def NormalizeMult(data):
#normalize 用于反归一化
data = np.array(data)
normalize = np.arange(2*data.shape[1],dtype='float64')
normalize = normalize.reshape(data.shape[1],2)
print(normalize.shape)
for i in range(0,data.shape[1]):
#第i列
list = data[:,i]
listlow,listhigh = np.percentile(list, [0, 100])
# print(i)
normalize[i,0] = listlow
normalize[i,1] = listhigh
delta = listhigh - listlow
if delta != 0:
#第j行
for j in range(0,data.shape[0]):
data[j,i] = (data[j,i] - listlow)/delta
#np.save("./normalize.npy",normalize)
return data,normalize
Here is the code that I'm using dataset and normalizing it:
INPUT_DIMS = 1
TIME_STEPS = 4
lstm_units = 64
#归一化
series = read_csv('/content/logs.csv')
series = series.drop(["timestamp"],axis=1)
series= series.dropna()
series = series.head(100)
data=series
data,normalize = NormalizeMult(data[0:50])
pollution_data = data[:,0].reshape(len(data[0:50]),1)
train_X, _ = split_sequence(data,TIME_STEPS)
_ , train_Y = split_sequence(data,TIME_STEPS)
optimizer = tf.keras.optimizers.Adam(lr=0.001)
m = attention_model()
m.summary()
m.compile(optimizer, loss='mse')
m.fit(train_X, train_Y, epochs=500, batch_size=2, validation_split=0.1)
I am trying to train a triple loss model using a fit_generator. it requires three input and no output. so i have a function that generates hard triplets. the output from the triplets generator has a shape of (3,5,279) which is 3 inputs(anchor,positive and negative) for 5 batches and a total of 279 features. When i run the fit_generator it throws this error that "the list of Numpy arrays that you are passing to your model is not the size the model expected. Expected to see 3 array(s), but instead got the following list of 1 arrays" meanwhile i have passed a list of three arrays. the code is below. it works when i use the fit, however, i want to always call the generator function to generate my triplets as my batches. thanks in advance..this has taken me three days
def load_data():
path = "arrhythmia_data.txt"
f = open( path, "r")
data = []
#remove line breaker, comma separate and store in array
for line in f:
line = line.replace('\n','').replace('?','0')
line = line.split(",")
data.append(line)
f.close()
data = np.array(data).astype(np.float64)
#print(data.shape)
#create the class labels for input data
Y_train = data[:,-1:]
train = data[:,:-1]
normaliser = preprocessing.MinMaxScaler()
train = normaliser.fit_transform(train)
val = train[320:,:]
train = train[:320,:]
#create one hot encoding of the class labels of the data and separate them into train and test data
lb = LabelBinarizer()
encode = lb.fit_transform(Y_train)
nb_classes = int(len(encode[0]))
#one_hot_labels = keras.utils.to_categorical(labels, num_classes=10) this could also be used for one hot encoding
Y_val_e = encode[320:,:]
Y_train_e = encode[:320,:]
print(Y_train_e[0])
print(np.argmax(Y_train_e[0]))
val_in = []
train_in = []
#grouping and sorting the input data based on label id or name
for n in range(nb_classes):
images_class_n = np.asarray([row for idx,row in enumerate(train) if np.argmax(Y_train_e[idx])==n])
train_in.append(images_class_n)
images_class_n = np.asarray([row for idx,row in enumerate(val) if np.argmax(Y_val_e[idx])==n])
val_in.append(images_class_n)
#print(train_in[0].shape)
return train_in,val_in,Y_train_e,Y_val_e,nb_classes
train_in,val,Y_train,Y_val,nb_classes = load_data()
input_shape = (train_in[0].shape[1],)
def build_network(input_shape , embeddingsize):
'''
Define the neural network to learn image similarity
Input :
input_shape : shape of input images
embeddingsize : vectorsize used to encode our picture
'''
#in_ = Input(train.shape)
net = Sequential()
net.add(Dense(128, activation='relu', input_shape=input_shape))
net.add(Dense(128, activation='relu'))
net.add(Dense(256, activation='relu'))
net.add(Dense(4096, activation='sigmoid'))
net.add(Dense(embeddingsize, activation= None))
#Force the encoding to live on the d-dimentional hypershpere
net.add(Lambda(lambda x: K.l2_normalize(x,axis=-1)))
return net
class TripletLossLayer(Layer):
def __init__(self, alpha, **kwargs):
self.alpha = alpha
super(TripletLossLayer, self).__init__(**kwargs)
def triplet_loss(self, inputs):
anchor, positive, negative = inputs
p_dist = K.sum(K.square(anchor-positive), axis=-1)
n_dist = K.sum(K.square(anchor-negative), axis=-1)
return K.sum(K.maximum(p_dist - n_dist + self.alpha, 0), axis=0)
def call(self, inputs):
loss = self.triplet_loss(inputs)
self.add_loss(loss)
return loss
def build_model(input_shape, network, margin=0.2):
'''
Define the Keras Model for training
Input :
input_shape : shape of input images
network : Neural network to train outputing embeddings
margin : minimal distance between Anchor-Positive and Anchor-Negative for the lossfunction (alpha)
'''
# Define the tensors for the three input images
anchor_input = Input(input_shape, name="anchor_input")
positive_input = Input(input_shape, name="positive_input")
negative_input = Input(input_shape, name="negative_input")
# Generate the encodings (feature vectors) for the three images
encoded_a = network(anchor_input)
encoded_p = network(positive_input)
encoded_n = network(negative_input)
#TripletLoss Layer
loss_layer = TripletLossLayer(alpha=margin,name='triplet_loss_layer')([encoded_a,encoded_p,encoded_n])
# Connect the inputs with the outputs
network_train = Model(inputs=[anchor_input,positive_input,negative_input],outputs=loss_layer)
# return the model
return network_train
def get_batch_random(batch_size,s="train"):
# initialize result
triplets=[np.zeros((batch_size,m)) for i in range(3)]
for i in range(batch_size):
#Pick one random class for anchor
anchor_class = np.random.randint(0, nb_classes)
nb_sample_available_for_class_AP = X[anchor_class].shape[0]
#Pick two different random pics for this class => A and P. You can use same anchor as P if there is one one element for anchor
if nb_sample_available_for_class_AP<=1:
continue
[idx_A,idx_P] = np.random.choice(nb_sample_available_for_class_AP,size=2 ,replace=False)
#Pick another class for N, different from anchor_class
negative_class = (anchor_class + np.random.randint(1,nb_classes)) % nb_classes
nb_sample_available_for_class_N = X[negative_class].shape[0]
#Pick a random pic for this negative class => N
idx_N = np.random.randint(0, nb_sample_available_for_class_N)
triplets[0][i,:] = X[anchor_class][idx_A,:]
triplets[1][i,:] = X[anchor_class][idx_P,:]
triplets[2][i,:] = X[negative_class][idx_N,:]
return np.array(triplets)
def get_batch_hard(draw_batch_size,hard_batchs_size,norm_batchs_size,network,s="train"):
if s == 'train':
X = train_in
else:
X = val
#m, features = X[0].shape
#while True:
#Step 1 : pick a random batch to study
studybatch = get_batch_random(draw_batch_size,X)
#Step 2 : compute the loss with current network : d(A,P)-d(A,N). The alpha parameter here is omited here since we want only to order them
studybatchloss = np.zeros((draw_batch_size))
#Compute embeddings for anchors, positive and negatives
A = network.predict(studybatch[0])
P = network.predict(studybatch[1])
N = network.predict(studybatch[2])
#Compute d(A,P)-d(A,N)
studybatchloss = np.sum(np.square(A-P),axis=1) - np.sum(np.square(A-N),axis=1)
#Sort by distance (high distance first) and take the
selection = np.argsort(studybatchloss)[::-1][:hard_batchs_size]
#Draw other random samples from the batch
selection2 = np.random.choice(np.delete(np.arange(draw_batch_size),selection),norm_batchs_size,replace=False)
selection = np.append(selection,selection2)
triplets = [studybatch[0][selection,:], studybatch[1][selection,:],studybatch[2][selection,:]]
triplets = triplets.reshape(triplets.shape[0],triplets.shape[1],triplets.shape[2])
yield triplets
network = build_network(input_shape,embeddingsize=10)
hard = get_batch_hard(5,4,1,network,s="train")
network_train = build_model(input_shape,network)
optimizer = Adam(lr = 0.00006)
network_train.compile(loss=None,optimizer=optimizer)
#this works
#history = network_train.fit(hard,epochs=100,steps_per_epoch=1, verbose=2)
history = network_train.fit_generator(hard,epochs=10,steps_per_epoch=16, verbose=2)
# error:: the list of Numpy arrays that you are passing to your model is not the size the model
expected. Expected to see 3 array(s), but instead got the following list of 1 arrays:
I think that's beacause in your generator you are yielding the 3 inputs array in one list, you need to yield the 3 arrays independently:
triplet_1 = studybatch[0][selection,:]
triplet_2 = studybatch[1][selection,:]
triplet_3 = studybatch[2][selection,:]
yield [triplet_1, triplet_2, triplet_3]
I have minibatches that I get from an sqlite database with data of integer and float type, x, and a binary label in 0 and 1, y. I am looking for something like X_train, X_test, y_train, y_test = sklearn.model_selection.train_test_split(y, x, test_size=0.1, random_state=1, stratify=True) from scikit-learn, where a keyword could stratify the data (i.e. the same number of class-0 and class-1 instances).
In Tensorflow 2, stratification seems not straightforwardly possible. My very complicated solution works for me, but takes a lot of time because of all the reshaping and transposing:
def stratify(x, y):
# number of positive instances (the smaller class)
pos = np.sum(y).item() # how many positive bonds there are
x = np.transpose(x)
# number of features
f = np.shape(x)[1]
# filter only class 1
y = tf.transpose(y)
x_pos = tf.boolean_mask(x,
y_pos = tf.boolean_mask(y, y)
# filter only class 1
x_neg = tf.boolean_mask(x, tf.bitwise.invert(y)-254)
x_neg = tf.reshape(x_neg, [f,-1])
y_neg = tf.boolean_mask(y, tf.bitwise.invert(y)-254)
# just take randomy as many class-0 as there are class-1
x_neg = tf.transpose(tf.random.shuffle(tf.transpose(x_neg)))
x_neg = x_neg[:,0:pos]
y_neg = y_neg[0:pos]
# concat the class-1 and class-0 together, then shuffle, and concat back together
x = tf.concat([x_pos,tf.transpose(x_neg)],0)
y = tf.concat([y_pos, tf.transpose(y_neg)],0)
xy = tf.concat([tf.transpose(x), tf.cast(np.reshape(y,[1, -1]), tf.float64)],0)
xy = tf.transpose((tf.random.shuffle(tf.transpose(xy)))) # because there is no axis arg in shuffle
x = xy[0:f,:]
x = tf.transpose(x)
y = xy[f,:]
return x, y
I am happy to see some feedback/improvement on my own function or novel, easier ideas.
Data division is best if it is done in raw format only or before you transform it into tensors. If there is a strong requirement to do it in TensorFlow only, then I will suggest you to make use of tf.data.Dataset class. I have added the demo code with relevant comments explaining the steps.
import tensorflow as tf
import numpy as np
TEST_SIZE = 0.1
DATA_SIZE = 1000
# Create data
X_data = np.random.rand(DATA_SIZE, 28, 28, 1)
y_data = np.random.randint(0, 2, [DATA_SIZE])
samples1 = np.sum(y_data)
print('Percentage of 1 = ', samples1 / len(y_data))
# Create TensorFlow dataset
dataset = tf.data.Dataset.from_tensor_slices((X_data, y_data))
# Gather data with 0 and 1 labels separately
class0_dataset = dataset.filter(lambda x, y: y == 0)
class1_dataset = dataset.filter(lambda x, y: y == 1)
# Shuffle them
class0_dataset = class0_dataset.shuffle(DATA_SIZE)
class1_dataset = class1_dataset.shuffle(DATA_SIZE)
# Split them
class0_test_samples_len = int((DATA_SIZE - samples1) * TEST_SIZE)
class0_test = class0_dataset.take(class0_test_samples_len)
class0_train = class0_dataset.skip(class0_test_samples_len)
class1_test_samples_len = int(samples1 * TEST_SIZE)
class1_test = class1_dataset.take(class1_test_samples_len)
class1_train = class1_dataset.skip(class1_test_samples_len)
print('Train Class 0 = ', len(list(class0_train)), ' Class 1 = ', len(list(class1_train)))
print('Test Class 0 = ', len(list(class0_test)), ' Class 1 = ', len(list(class1_test)))
# Gather datasets
train_dataset = class0_train.concatenate(class1_train).shuffle(DATA_SIZE)
test_dataset = class0_test.concatenate(class1_test).shuffle(DATA_SIZE)
print('Train dataset size = ', len(list(train_dataset)))
print('Test dataset size = ', len(list(test_dataset)))
Sample output:
Percentage of 1 = 0.474
Train Class 0 = 474 Class 1 = 427
Test Class 0 = 52 Class 1 = 47
Train dataset size = 901
Test dataset size = 99
FC = mx.sym.FullyConnected(data=x_3,flatten=False, num_hidden=n_class)
x = mx.sym.softmax(data=FC)
sm_label = mx.sym.Reshape(data=label, shape=(-1,))
sm_label = mx.sym.Cast(data = sm_label, dtype = ‘int32’)
sm = mx.sym.WarpCTC(data=x, label=sm_label, label_length =n_len ,
input_length =rnn_length )
my x layer's shape[(32L, 35L, 27L)] （bacthsize，input_lenth，n_class)
label的shape[(32L,21L)] (batchsize,label_lenth)
warpctc
simple_bind error.
Arguments:
data: (32, 1L, 32L, 286L)
label: (32, 21L)
Error in operator warpctc48: Shape inconsistent, Provided = [672], inferred shape=[0,1]
What can I do?
MXNet repo has a WarpCTC example here. You can run the training using python lstm_ocr_train.py --gpu 1 --num_proc 4 --loss warpctc font/Ubuntu-M.ttf. In the example, here are the shapes of prediction and label used with WarpCTC operator:
Prediction is (10240, 11)
Label is (512,)
label_length: 4
input_length: 80
batch_size = 128
seq_length = 80
In the above case,
Prediction is (batch_size*seq_length, n_class).
Label is (batch_size*label_length,).
Following along the lines of the example, I would suggest calling WarpCTC with prediction shape = (1120, 27), label shape = (672,), label_length = 21, input_length = 35 in your case.
I am playing Seq2Seq model use embedding_rnn_seq2seq function ,
i read document say embedding_rnn_seq2seq return outputs and state that in each time-step ,
but i try to get state only can get one step
here is my model
seq_length = 100
batch_size = 128
vocab_size = 12
memory_dim = 100
enc_inp = [tf.placeholder(tf.int32, shape=(None,), name="inp%i" % t) for t in range(seq_length)]
labels = [tf.placeholder(tf.int32, shape=(None,), name="labels%i" % t) for t in range(seq_length)]
dec_inp = ([tf.zeros_like(labels[0], dtype=np.int32, name="GO")] + labels[:-1])
weights = [tf.ones_like(labels_t, dtype=tf.float32) for labels_t in labels]
cell = rnn_cell.GRUCell(memory_dim)
dec_outputs, dec_memory = seq2seq.embedding_rnn_seq2seq(enc_inp,dec_inp,cell,vocab_size,vocab_size,vocab_size)
loss = seq2seq.sequence_loss(dec_outputs, labels, weights, vocab_size)
try to get state (dec_memory)
dec_memory_batch = sess.run(dec_memory , feed_dict)
only return a one-step memory_dim size vector , maybe is last step state
So , do anyone have some advice ?