IndexError: LSTM with "stateful=True" - tensorflow

I tried to use LSTM network using reset callback for expected future
predictions as follows:
import numpy as np, pandas as pd, matplotlib.pyplot as plt
from keras.models import Sequential
from keras.layers import Dense, LSTM
from keras.callbacks import LambdaCallback
from sklearn.metrics import mean_squared_error
from sklearn.preprocessing import MinMaxScaler
from sklearn.preprocessing import StandardScaler
raw = np.sin(2*np.pi*np.arange(1024)/float(1024/2)).reshape(-1,1)
scaler = MinMaxScaler(feature_range=(-1, 1))
scaled = scaler.fit_transform(raw)
data = pd.DataFrame(scaled)
window_size = 3
data_s = data.copy()
for i in range(window_size):
data = pd.concat([data, data_s.shift(-(i+1))], axis = 1)
data.dropna(axis=0, inplace=True)
ds = data.values
n_rows = ds.shape[0]
ts = int(n_rows * 0.8)
train_data = ds[:ts,:]
test_data = ds[ts:,:]
train_X = train_data[:,:-1]
train_y = train_data[:,-1]
test_X = test_data[:,:-1]
test_y = test_data[:,-1]
print (train_X.shape)
print (train_y.shape)
print (test_X.shape)
print (test_y.shape)
batch_size = 3
n_feats = 1
train_X = train_X.reshape(train_X.shape[0], batch_size, n_feats)
test_X = test_X.reshape(test_X.shape[0], batch_size, n_feats)
print(train_X.shape, train_y.shape)
regressor = Sequential()
regressor.add(LSTM(units = 64, batch_input_shape=(1, batch_size, n_feats),
activation = 'sigmoid',
stateful=True, return_sequences=False))
regressor.add(Dense(units = 1))
regressor.compile(optimizer = 'adam', loss = 'mean_squared_error')
resetCallback = LambdaCallback(on_epoch_begin=lambda epoch,logs: regressor.reset_states())
regressor.fit(train_X, train_y, batch_size=1, epochs = 1, callbacks=[resetCallback])
previous_inputs = test_X
regressor.reset_states()
previous_predictions = regressor.predict(previous_inputs, batch_size=1)
previous_predictions = scaler.inverse_transform(previous_predictions).reshape(-1)
test_y = scaler.inverse_transform(test_y.reshape(-1,1)).reshape(-1)
plt.plot(test_y, color = 'blue')
plt.plot(previous_predictions, color = 'red')
plt.show()
inputs = test_X
future_predicitons = regressor.predict(inputs, batch_size=1)
n_futures = 7
regressor.reset_states()
predictions = regressor.predict(previous_inputs, batch_size=1)
print (predictions)
future_predicts = []
currentStep = predictions[:,-1:,:]
for i in range(n_futures):
currentStep = regressor.predict(currentStep, batch_size=1)
future_predicts.append(currentStep)
regressor.reset_states()
future_predicts = np.array(future_predicts, batch_size=1).reshape(-1,1)
future_predicts = scaler.inverse_transform(future_predicts).reshape(-1)
all_predicts = np.concatenate([predicts, future_predicts])
plt.plot(all_predicts, color='red')
plt.show()
but i got the following error. I could not figure out how to solve it for expected predictions.
currentStep = predictions[:,-1:,:]
IndexError: too many indices for array
PS this code has been adapted from https://github.com/danmoller/TestRepo/blob/master/testing%20the%20blog%20code%20-%20train%20and%20pred.ipynb

When you defined the regressor, you used return_sequences=False.
So, the regressor is returning 2D, tensors (without the steps), not 3D.
So you can't get elements from predictions using three indices as you did.
Possibilities:
With return_sequences=False, every prediction will be only the last step.
With return_sequences=True, every prediction will contain steps, even if only one step.

Related

ValueError: Input 0 of layer “Discriminator” is incompatible with the layer: expected shape=(None, 3), found shape=(100, 2)

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt
import seaborn as sns
from sklearn import preprocessing
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import precision_score, recall_score, f1_score,\
accuracy_score, balanced_accuracy_score,classification_report,\
plot_confusion_matrix, confusion_matrix
from sklearn.model_selection import KFold, GridSearchCV
from sklearn.model_selection import train_test_split
import lightgbm as lgb
from tensorflow.keras.layers import Input, Dense, Reshape, Flatten, Dropout, multiply, Concatenate
from tensorflow.keras.layers import BatchNormalization, Activation, Embedding, ZeroPadding2D, LeakyReLU
from tensorflow.keras.models import Sequential, Model
from tensorflow.keras.optimizers import Adam
from tensorflow.keras.initializers import RandomNormal
import tensorflow.keras.backend as K
from sklearn.utils import shuffle
import pickle
from tqdm import tqdm
import numpy as np
from scipy import stats
import pandas as pd
np.random.seed(1635848)
def get_data_XYZ_one_dimensional(n, a=-2, c=1/2, random_state=None, verbose=True):
"""
Generates pseudo-random data distributed according to the distribution defined in section 2.1 of the document
"Math/Confounders and data generation.pdf".
:param n: Number of data points to generate.
:param a: Mean of X.
:param c: Shape parameter for Weibull distribution.
:param random_state: Used to set the seed of numpy.random before generation of random numbers.
:param verbose: If True will display a progress bar. If False it will not display a progress bar.
:return: Pandas DataFrame with three columns (corresponding to X, Y and Z) and n rows (corresponding to the n
generated pseudo-random samples).
"""
np.random.seed(random_state)
output = []
iterator = tqdm(range(n)) if verbose else range(n)
for _ in iterator:
X = stats.norm.rvs(loc=-2, scale=1)
Y = stats.bernoulli.rvs(p=1/(1+np.exp(-X)))
if Y == 0:
Z = stats.expon.rvs(scale=np.exp(-X)) # note: np.exp(-X) could be cached for more computational efficiency but would render the code less useful
elif Y == 1:
Z = stats.weibull_min.rvs(c=c, scale=np.exp(-X))
else:
assert False
output.append((X, Y, Z))
return pd.DataFrame(output, columns=["Personal information", "Treatment", "Time to event"])
data = get_data_XYZ_one_dimensional(n=100, random_state=0)
print(data)
# The Architecture of CGAN
class cGAN():
"""
Class containing 3 methods (and __init__): generator, discriminator and train.
Generator is trained using random noise and label as inputs. Discriminator is trained
using real/fake samples and labels as inputs.
"""
def __init__(self,latent_dim=100, out_shape=3):
self.latent_dim = latent_dim
self.out_shape = out_shape
self.num_classes = 2
# using Adam as our optimizer
optimizer = Adam(0.0002, 0.5)
# building the discriminator
self.discriminator = self.discriminator()
self.discriminator.compile(loss=['binary_crossentropy'],
optimizer=optimizer,
metrics=['accuracy'])
# building the generator
self.generator = self.generator()
noise = Input(shape=(self.latent_dim,))
label = Input(shape=(1,))
gen_samples = self.generator([noise, label])
# we don't train discriminator when training generator
self.discriminator.trainable = False
valid = self.discriminator([gen_samples, label])
# combining both models
self.combined = Model([noise, label], valid)
self.combined.compile(loss=['binary_crossentropy'],
optimizer=optimizer,
metrics=['accuracy'])
def generator(self):
init = RandomNormal(mean=0.0, stddev=0.02)
model = Sequential()
model.add(Dense(128, input_dim=self.latent_dim))
model.add(Dropout(0.2))
model.add(LeakyReLU(alpha=0.2))
model.add(BatchNormalization(momentum=0.8))
model.add(Dense(256))
model.add(Dropout(0.2))
model.add(LeakyReLU(alpha=0.2))
model.add(BatchNormalization(momentum=0.8))
model.add(Dense(512))
model.add(Dropout(0.2))
model.add(LeakyReLU(alpha=0.2))
model.add(BatchNormalization(momentum=0.8))
model.add(Dense(self.out_shape, activation='tanh'))
noise = Input(shape=(self.latent_dim,))
label = Input(shape=(1,), dtype='int32')
label_embedding = Flatten()(Embedding(self.num_classes, self.latent_dim)(label))
model_input = multiply([noise, label_embedding])
gen_sample = model(model_input)
model.summary()
return Model([noise, label], gen_sample, name="Generator")
def discriminator(self):
init = RandomNormal(mean=0.0, stddev=0.02)
model = Sequential()
model.add(Dense(512, input_dim=self.out_shape, kernel_initializer=init))
model.add(LeakyReLU(alpha=0.2))
model.add(Dense(256, kernel_initializer=init))
model.add(LeakyReLU(alpha=0.2))
model.add(Dropout(0.4))
model.add(Dense(128, kernel_initializer=init))
model.add(LeakyReLU(alpha=0.2))
model.add(Dropout(0.4))
model.add(Dense(1, activation='sigmoid'))
gen_sample = Input(shape=(self.out_shape,))
label = Input(shape=(1,), dtype='int32')
label_embedding = Flatten()(Embedding(self.num_classes, self.out_shape)(label))
model_input = multiply([gen_sample, label_embedding])
validity = model(model_input)
model.summary()
return Model(inputs=[gen_sample, label], outputs=validity, name="Discriminator")
def train(self, X_train, y_train, pos_index, neg_index, epochs, sampling=False, batch_size=32, sample_interval=100, plot=True):
# though not recommended, defining losses as global helps as in analysing our cgan out of the class
global G_losses
global D_losses
G_losses = []
D_losses = []
# Adversarial ground truths
valid = np.ones((batch_size, 1))
fake = np.zeros((batch_size, 1))
for epoch in range(epochs):
# if sampling==True --> train discriminator with 8 sample from positive class and rest with negative class
if sampling:
idx1 = np.random.choice(pos_index, 3)
idx0 = np.random.choice(neg_index, batch_size-3)
idx = np.concatenate((idx1, idx0))
# if sampling!=True --> train discriminator using random instances in batches of 32
else:
idx = np.random.choice(len(y_train), batch_size)
samples, labels = X_train[idx], y_train[idx]
samples, labels = shuffle(samples, labels)
# Sample noise as generator input
noise = np.random.normal(0, 1, (batch_size, self.latent_dim))
gen_samples = self.generator.predict([noise, labels])
# label smoothing
if epoch < epochs//1.5:
valid_smooth = (valid+0.1)-(np.random.random(valid.shape)*0.1)
fake_smooth = (fake-0.1)+(np.random.random(fake.shape)*0.1)
else:
valid_smooth = valid
fake_smooth = fake
# Train the discriminator
self.discriminator.trainable = True
d_loss_real = self.discriminator.train_on_batch([samples, labels], valid_smooth)
d_loss_fake = self.discriminator.train_on_batch([gen_samples, labels], fake_smooth)
d_loss = 0.5 * np.add(d_loss_real, d_loss_fake)
# Train Generator
self.discriminator.trainable = False
sampled_labels = np.random.randint(0, 2, batch_size).reshape(-1, 1)
# Train the generator
g_loss = self.combined.train_on_batch([noise, sampled_labels], valid)
if (epoch+1)%sample_interval==0:
print('[%d/%d]\tLoss_D: %.4f\tLoss_G: %.4f'
% (epoch, epochs, d_loss[0], g_loss[0]))
G_losses.append(g_loss[0])
D_losses.append(d_loss[0])
if plot:
if epoch+1==epochs:
plt.figure(figsize=(10,5))
plt.title("Generator and Discriminator Loss")
plt.plot(G_losses,label="G")
plt.plot(D_losses,label="D")
plt.xlabel("iterations")
plt.ylabel("Loss")
plt.legend()
plt.show()
data.Treatment.value_counts()
scaler = StandardScaler()
X = scaler.fit_transform(data.drop('Treatment', 1))
y = data['Treatment'].values
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.2)
lgb_1 = lgb.LGBMClassifier()
lgb_1.fit(X_train, y_train)
y_pred = lgb_1.predict(X_test)
# evaluation
print(classification_report(y_test, y_pred))
plot_confusion_matrix(lgb_1, X_test, y_test)
plt.show()
le = preprocessing.LabelEncoder()
for i in ['Personal information', 'Treatment', 'Time to event']:
data[i] = le.fit_transform(data[i].astype(str))
y_train = y_train.reshape(-1,1)
pos_index = np.where(y_train==1)[0]
neg_index = np.where(y_train==0)[0]
cgan.train(X_train, y_train, pos_index, neg_index, epochs=500)
Here, the training gives an error ValueError: Input 0 of layer "Discriminator" is incompatible with the layer: expected shape=(None, 3), found shape=(100, 2). Well I understand I have to fix the shape by changing the input but where and how to do it.
Also there are 3 columns in data so how to go about making this work?
I think the fix out_shape=2 and not 3 because the generated output has 2 and you stated the number of classes to be 2 as well. Unless there is something else I am missing.
def __init__(self, latent_dim=100, out_shape=2):

ValueError:could not broadcast input array from shape (1221,) into shape (1221,7)

I am working on my project titled 'Prediction of Stock price using Stacked LSTM', but I am getting this error "ValueError: could not broadcast input array from shape (1221,) into shape (1221,7)", in the line
trainPredictPlot[look_back:len(train_predict)+look_back, :] = train_predict
My code is:
import tensorflow as tf
from tensorflow.keras.models import load_model
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense, LSTM, Dropout
lstm_model = Sequential()
lstm_model.add(LSTM(50, return_sequences = True, input_shape = (100, 1)))
lstm_model.add(LSTM(50, return_sequences = True))
lstm_model.add(LSTM(50))
lstm_model.add(Dense(1))
lstm_model.compile(loss = 'mean_squared_error', optimizer = 'adam')
lstm_model.summary()
lstm_model.fit(X_train, Y_train, validation_data = (X_test, Y_test), epochs = 100, batch_size = 64, verbose = 1)
train_predict = lstm_model.predict(X_train)
test_predict = lstm_model.predict(X_test)
train_predict.shape
test_predict.shape
train_predict_dataset_like = np.zeros(shape=(len(train_predict), 7) )
# put the predicted values in the right field
train_predict_dataset_like[:,0] = train_predict[:,0]
# inverse transform and then select the right field
train_predict = scaler.inverse_transform(train_predict_dataset_like)[:,0]
test_predict_dataset_like = np.zeros(shape=(len(test_predict), 7) )
# put the predicted values in the right field
test_predict_dataset_like[:,0] = test_predict[:,0]
# inverse transform and then select the right field
test_predict = scaler.inverse_transform(test_predict_dataset_like)[:,0]
import math
from sklearn.metrics import mean_squared_error
math.sqrt(mean_squared_error(Y_train, train_predict))
math.sqrt(mean_squared_error(Y_test, test_predict))
### Plotting
# shift train predictions for plotting
look_back=100
trainPredictPlot = numpy.empty_like(data)
trainPredictPlot[:, :] = numpy.nan
##### This is where the error takes place ####
trainPredictPlot[look_back:len(train_predict)+look_back, :] = train_predict
# shift test predictions for plotting
testPredictPlot = numpy.empty_like(data)
testPredictPlot[:, :] = numpy.nan
##### This is where the error takes place ####
testPredictPlot[len(train_predict)+(look_back*2)+1:len(data)-1, :] = test_predict
# plot baseline and predictions
plt.plot(scaler.inverse_transform(data))
plt.plot(trainPredictPlot)
plt.plot(testPredictPlot)
plt.show()
The shape of train_predict and test_predict are (1221, 1) & (1221, 1) respectively.
I guess the shape of trainPredictPlot should be (num, 7), and trainPredictPlot[look_back:len(train_predict)+look_back, :] means to take all the columns of trainPredictPlot, so in the end you will get (1221, 7), which doesn't match train_predict. So you need to do this:
trainPredictPlot[look_back:len(train_predict)+look_back, 1] = train_predict
The 1 above means to take the first column, you need to change it according to the actual situation.

Value Error due to Numpy returning an object

I'm trying to make the following code piece at the end run.
However, i'm getting the following error when i try to fit my model:
"ValueError: setting an array element with a sequence."
I'm trying to use a RNN to predict the next 5 days of prices. So, in the function create_ts I'm trying to create two time series, one with the first X items and another with X+1, X+2, X+3, X+4, and X+5 - these five items being the next five days of prices i'd like to predict.
I suspect the problem is here somewhere:
def create_ts(ds, series, day_gap):
x, y = [], []
for i in range(len(ds) - series - 1):
item = ds[i:(i+series),0]
x.append(item)
next_item = ds[i+series:(i+series+day_gap), 0]
y.append(next_item)
#print(type(np.array(x)), type(np.array(y)))
return np.array(x), np.array(y).reshape(-1,1)
series = 5
predict_days = 5
train_x, train_y = create_ts(stock_train, series, predict_days)
test_x, test_y = create_ts(stock_test, series, predict_days)
#reshape into LSTM format - samples, steps, features
train_x = np.reshape(train_x, (train_x.shape[0], train_x.shape[1], 1))
test_x = np.reshape(test_x, (test_x.shape[0], test_x.shape[1], 1))
#build model
model = Sequential()
model.add(LSTM(4,input_shape = (series, 1)))
model.add(Dense(1))
model.compile(loss='mse', optimizer = 'adam')
#fit model
model.fit(train_x, train_y, epochs = 100, batch_size = 32)
Thanks in advance for any help!
Below is the full code piece:
from keras import backend as k
import os
from importlib import reload
def set_keras_backend(backend):
if k.backend() != backend:
os.environ['KERAS_BACKEND'] = backend
reload(k)
assert k.backend() == backend
set_keras_backend("cntk")
import numpy as np
import pandas as pd
from keras.layers.core import Dense, Activation, Dropout
from keras.layers.recurrent import LSTM
from keras.models import Sequential
from sklearn.cross_validation import train_test_split
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error
import matplotlib.pyplot as plt
import math
np.random.seed(7)
#load dataset
fileloc = "C:\\Stock Data\\CL1.csv"
stock_data = pd.read_csv(fileloc)
stock_data.head()
stock_data.dtypes
stock_data['Date'] = pd.to_datetime(stock_data['Date'])
stock_data['Price'] = pd.to_numeric(stock_data['Price'], downcast = 'float')
stock_data.set_index('Date', inplace=True)
stock_close = stock_data['Price']
stock_close = stock_close.values.reshape(len(stock_close), 1)
plt.plot(stock_close)
#normalize data
scaler = MinMaxScaler(feature_range = (0,1))
stock_close = scaler.fit_transform(stock_close)
#split data into a train, test set
train_size = int(len(stock_close)*0.7)
test_size = len(stock_close) - train_size
stock_train, stock_test = stock_close[0:train_size, :], stock_close[train_size:len(stock_close), :]
#convert the data into a time series looking back over a period fo days
def create_ts(ds, series, day_gap):
x, y = [], []
for i in range(len(ds) - series - 1):
item = ds[i:(i+series),0]
x.append(item)
next_item = ds[i+series:(i+series+day_gap), 0]
y.append(next_item)
#print(type(np.array(x)), type(np.array(y)))
return np.array(x), np.array(y).reshape(-1,1)
series = 5
predict_days = 5
train_x, train_y = create_ts(stock_train, series, predict_days)
test_x, test_y = create_ts(stock_test, series, predict_days)
#reshape into LSTM format - samples, steps, features
train_x = np.reshape(train_x, (train_x.shape[0], train_x.shape[1], 1))
test_x = np.reshape(test_x, (test_x.shape[0], test_x.shape[1], 1))
#build model
model = Sequential()
model.add(LSTM(4,input_shape = (series, 1)))
model.add(Dense(1))
model.compile(loss='mse', optimizer = 'adam')
#fit model
model.fit(train_x, train_y, epochs = 100, batch_size = 32)

ValueError: in case of LSTM with `stateful=True`

I tried to use LSTM network with stateful=True as follows:
import numpy as np, pandas as pd, matplotlib.pyplot as plt
from keras.models import Sequential
from keras.layers import Dense, LSTM
from keras.callbacks import LambdaCallback
from sklearn.metrics import mean_squared_error
from sklearn.preprocessing import MinMaxScaler
from sklearn.preprocessing import StandardScaler
raw = np.sin(2*np.pi*np.arange(1024)/float(1024/2))
data = pd.DataFrame(raw)
window_size = 3
data_s = data.copy()
for i in range(window_size):
data = pd.concat([data, data_s.shift(-(i+1))], axis = 1)
data.dropna(axis=0, inplace=True)
print (data)
ds = data.values
n_rows = ds.shape[0]
ts = int(n_rows * 0.8)
train_data = ds[:ts,:]
test_data = ds[ts:,:]
train_X = train_data[:,:-1]
train_y = train_data[:,-1]
test_X = test_data[:,:-1]
test_y = test_data[:,-1]
print (train_X.shape)
print (train_y.shape)
print (test_X.shape)
print (test_y.shape)
(816, 3)
(816,)
(205, 3)
(205,)
batch_size = 3
n_feats = 1
train_X = train_X.reshape(train_X.shape[0], batch_size, n_feats)
test_X = test_X.reshape(test_X.shape[0], batch_size, n_feats)
print(train_X.shape, train_y.shape)
regressor = Sequential()
regressor.add(LSTM(units = 64, batch_input_shape=(train_X.shape[0], batch_size, n_feats),
activation = 'sigmoid',
stateful=True, return_sequences=True))
regressor.add(Dense(units = 1))
regressor.compile(optimizer = 'adam', loss = 'mean_squared_error')
resetCallback = LambdaCallback(on_epoch_begin=lambda epoch,logs: regressor.reset_states())
regressor.fit(train_X, train_y, batch_size=7, epochs = 1, callbacks=[resetCallback])
previous_inputs = test_X
regressor.reset_states()
previous_predictions = regressor.predict(previous_inputs).reshape(-1)
test_y = test_y.reshape(-1)
plt.plot(test_y, color = 'blue')
plt.plot(previous_predictions, color = 'red')
plt.show()
However, I got:
ValueError: Error when checking target: expected dense_1 to have 3 dimensions, but got array with shape (816, 1)
PS this code has been adapted from https://github.com/danmoller/TestRepo/blob/master/testing%20the%20blog%20code%20-%20train%20and%20pred.ipynb
Two minor bugs:
Here you have
regressor.add(LSTM(units = 64, batch_input_shape=(train_X.shape[0], batch_size, n_feats),
activation = 'sigmoid',
stateful=True, return_sequences=True))
This LSTM will return a 3D vector, but your y is 2D which throws a valuerror. You can fix this with return_sequences=False. I'm not sure why you initially had train_X.shape[0] inside of your batch_input, the number of samples in your entire set shouldn't affect the size of each batch.
regressor.add(LSTM(units = 64, batch_input_shape=(1, batch_size, n_feats),
activation = 'sigmoid',
stateful=True, return_sequences=False))
After this you have
regressor.fit(train_X, train_y, batch_size=7, epochs = 1, callbacks=[resetCallback])
In a stateful network you can only put in a number of inputs that divides the batch size. Since 7 doesn't divide 816 we change this to 1:
regressor.fit(train_X, train_y, batch_size=1, epochs = 1, callbacks=[resetCallback])
The same goes in your predict. You must specify batch_size=1:
previous_predictions = regressor.predict(previous_inputs, batch_size=1).reshape(-1)

LSTM to predict sine wave

Here I would like to generate a tutorial usage of LSTM in MxNet, with the example for Tensorflow. (location at https://github.com/mouradmourafiq/tensorflow-lstm-regression/blob/master/lstm_sin.ipynb"
Here is my major code
import mxnet as mx
import numpy as np
import pandas as pd
import argparse
import os
import sys
from data_processing import generate_data
import logging
head = '%(asctime)-15s %(message)s'
logging.basicConfig(level=logging.DEBUG, format=head)
TIMESTEPS = 3
BATCH_SIZE = 100
X, y = generate_data(np.sin, np.linspace(0, 100, 10000), TIMESTEPS, seperate=False)
train_iter = mx.io.NDArrayIter(X['train'], y['train'], batch_size=BATCH_SIZE, shuffle=True, label_name='lro_label')
eval_iter = mx.io.NDArrayIter(X['val'], y['val'], batch_size=BATCH_SIZE, shuffle=False)
test_iter = mx.io.NDArrayIter(X['test'], batch_size=BATCH_SIZE, shuffle=False)
num_layers = 3
num_hidden = 50
data = mx.sym.Variable('data')
label = mx.sym.Variable('lro_label')
stack = mx.rnn.SequentialRNNCell()
for i in range(num_layers):
stack.add(mx.rnn.LSTMCell(num_hidden=num_hidden, prefix='lstm_l%d_'%i))
#stack.reset()
outputs, states = stack.unroll(length=TIMESTEPS,
inputs=data,
layout='NTC',
merge_outputs=True)
outputs = mx.sym.reshape(outputs, shape=(BATCH_SIZE, -1))
# purpose of fc1 was to make shape change to (batch_size, *), or label shape won't match LSTM unrolled output shape.
outputs = mx.sym.FullyConnected(data=outputs, num_hidden=1, name='fc1')
label = mx.sym.reshape(label, shape=(-1,))
outputs = mx.sym.LinearRegressionOutput(data=outputs,
label=label,
name='lro')
contexts = mx.cpu(0)
model = mx.mod.Module(symbol = outputs,
data_names = ['data'],
label_names = ['lro_label'])
model.fit(train_iter, eval_iter,
optimizer_params = {'learning_rate':0.005},
num_epoch=4,
batch_end_callback=mx.callback.Speedometer(BATCH_SIZE, 2))
This code runs but the train_accuracy is Nan.
The question is how to make it correct?
And since unrolled out shape has sequence_length, how can it match to label shape? Did my FC1 net make sense?
pass auto_reset=False to Speedometer callback, say, batch_end_callback=mx.callback.Speedometer(BATCH_SIZE, 2, auto_reset=False), should fix the NaN train-acc.