def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'dp_dis1-sch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/gmm/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
flgMSE = int(args['flgMSE'])
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps # int(args['stride_test'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
flgAgg = int(args['flgAgg'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
typeLoad = int(args['typeLoad'])
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 150 #250
x2s_dim = 100 #250
y2s_dim = 100
z2s_dim = 100 #150
target_dim = k #x_dim #(x_dim-1)*k
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(
data_path,
windows,
appliances,
numApps=flgAgg,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
trainPer=0.6,
valPer=0.2,
testPer=0.2,
typeLoad=typeLoad,
flgAggSumScaled=1,
flgFilterZeros=1)
print(reader.stdTrain, reader.meanTrain)
instancesPlot = {
0: [4],
2: [10]
} #for now use hard coded instancesPlot for kelly sampling
train_data = Dataport(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels=yval)
test_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels=ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
""" print (mainloop)
attrs = vars(mainloop)
print ', '.join("%s: %s" % item for item in attrs.items())
print (type(mainloop.model.nodes[1]))
print (type(mainloop.model.params))"""
#for node in mainloop.model.nodes:
# print(node.name)
'''
for node in mainloop.model.nodes:
print("Name:", node.name, "Parent:", node.parent, "Unit:",node.unit,"init_W:", node.init_W, "init_b:", node.init_b)
for param in mainloop.model.params:
print(type(param),param)
'''
"""rnn = LSTM(name='rnn',
parent=['x_1', 'z_1','y_1'],
parent_dim=[x2s_dim, z2s_dim, y_dim],
nout=rnn_dim,
unit='tanh',
init_W=mainloop.model.nodes[0].init_W,
init_U=mainloop.model.nodes[0].init_U,
init_b=mainloop.model.nodes[0].init_b)
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=mainloop.model.nodes[1].init_W,
init_b=mainloop.model.nodes[1].init_b)
y_1 = FullyConnectedLayer(name='y_1',
parent=['y_t'],
parent_dim=[y_dim],
nout=y2s_dim,
unit='relu',
init_W=mainloop.model.nodes[2].init_W,
init_b=mainloop.model.nodes[2].init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=mainloop.model.nodes[3].init_W,
init_b=mainloop.model.nodes[3].init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1','y_1'],
parent_dim=[x2s_dim, rnn_dim,y2s_dim],
nout=q_z_dim,
unit='relu',
init_W=mainloop.model.nodes[4].init_W,
init_b=mainloop.model.nodes[4].init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=mainloop.model.nodes[5].init_W,
init_b=mainloop.model.nodes[5].init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=mainloop.model.nodes[6].init_W,
init_b=mainloop.model.nodes[6].init_b)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['x_1','s_tm1'],
parent_dim=[x2s_dim,rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=mainloop.model.nodes[7].init_W,
init_b=mainloop.model.nodes[7].init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=mainloop.model.nodes[8].init_W,
init_b=mainloop.model.nodes[8].init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=mainloop.model.nodes[9].init_W,
init_b=mainloop.model.nodes[9].init_b)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=mainloop.model.nodes[10].init_W,
init_b=mainloop.model.nodes[10].init_b)
theta_mu = FullyConnectedLayer(name='theta_mu',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=mainloop.model.nodes[11].init_W,
init_b=mainloop.model.nodes[11].init_b)
theta_sig = FullyConnectedLayer(name='theta_sig',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=mainloop.model.nodes[12].init_W,
init_b=mainloop.model.nodes[12].init_b)
coeff = FullyConnectedLayer(name='coeff',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=mainloop.model.nodes[13].init_W,
init_b=mainloop.model.nodes[13].init_b)"""
#pickle is from experiment gmmAE/18-05-30_16-07_app3
fmodel = open('dp_dis1-sch_1.pkl', 'rb')
mainloop = cPickle.load(fmodel)
fmodel.close()
rnn = mainloop.model.nodes[0]
x_1 = mainloop.model.nodes[1]
y_1 = mainloop.model.nodes[2]
z_1 = mainloop.model.nodes[3]
phi_1 = mainloop.model.nodes[4]
phi_mu = mainloop.model.nodes[5]
phi_sig = mainloop.model.nodes[6]
prior_1 = mainloop.model.nodes[7]
prior_mu = mainloop.model.nodes[8]
prior_sig = mainloop.model.nodes[9]
theta_1 = mainloop.model.nodes[10]
theta_mu = mainloop.model.nodes[11]
theta_sig = mainloop.model.nodes[12]
coeff = mainloop.model.nodes[13]
nodes = [
rnn,
x_1,
y_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu,
theta_sig,
coeff
] #, corr, binary
params = mainloop.model.params
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
def inner_fn_val(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(prior_mu_t, prior_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
pred_t = GMM_sample(theta_mu_t, theta_sig_t,
coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
pred_1_t = y_1.fprop([pred_t], params)
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, prior_mu_t, prior_sig_t, theta_mu_t, theta_sig_t, coeff_t, pred_t #, y_pred
#corr_temp, binary_temp
((s_temp_val, prior_mu_temp_val, prior_sig_temp_val, theta_mu_temp_val, theta_sig_temp_val, coeff_temp_val, prediction_val), updates_val) =\
theano.scan(fn=inner_fn_val,
sequences=[x_1_temp],
outputs_info=[s_0, None, None, None, None, None, None])
for k, v in updates_val.iteritems():
k.default_update = v
s_temp_val = concatenate([s_0[None, :, :], s_temp_val[:-1]], axis=0)
def inner_fn_train(x_t, y_t, schedSampMask, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1, y_t], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(phi_mu_t, phi_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
#corr_t = corr.fprop([theta_1_t], params)
#binary_t = binary.fprop([theta_1_t], params)
pred = GMM_sample(theta_mu_t, theta_sig_t,
coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
if (schedSampMask == 1):
s_t = rnn.fprop([[x_t, z_1_t, y_t], [s_tm1]], params)
else:
y_t_aux = y_1.fprop([pred], params)
s_t = rnn.fprop([[x_t, z_1_t, y_t_aux], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, theta_mu_t, theta_sig_t, coeff_t, pred #, y_pred
#corr_temp, binary_temp
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp, theta_mu_temp, theta_sig_temp, coeff_temp, prediction), updates) =\
theano.scan(fn=inner_fn_train,
sequences=[x_1_temp, y_1_temp, scheduleSamplingMask],
outputs_info=[s_0, None, None, None, None, None, None, None, None])
for k, v in updates.iteritems():
k.default_update = v
#s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu_temp.name = 'theta_mu_temp'
theta_sig_temp.name = 'theta_sig_temp'
coeff_temp.name = 'coeff'
if (flgAgg == -1):
prediction.name = 'x_reconstructed'
mse = T.mean((prediction - x)**2) # CHECK RESHAPE with an assertion
mae = T.mean(T.abs(prediction - x))
mse.name = 'mse'
pred_in = x.reshape((x_shape[0] * x_shape[1], -1))
else:
prediction.name = 'pred_' + str(flgAgg)
mse = T.mean(
(prediction - y)**2) # As axis = None is calculated for all
mae = T.mean(T.abs_(prediction - y))
mse.name = 'mse'
mae.name = 'mae'
pred_in = y.reshape((y.shape[0] * y.shape[1], -1))
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
theta_mu_in = theta_mu_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in = theta_sig_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff_in = coeff_temp.reshape((x_shape[0] * x_shape[1], -1))
#corr_in = corr_temp.reshape((x_shape[0]*x_shape[1], -1))
#binary_in = binary_temp.reshape((x_shape[0]*x_shape[1], -1))
recon = GMM(
pred_in, theta_mu_in, theta_sig_in, coeff_in
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon.name = 'gmm_out'
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
nll_upper_bound = recon_term + kl_term #+ mse
if (flgMSE):
nll_upper_bound = nll_upper_bound + mse
nll_upper_bound.name = 'nll_upper_bound'
######################## TEST (GENERATION) TIME
prediction_val.name = 'generated__' + str(flgAgg)
mse_val = T.mean(
(prediction_val - y)**2) # As axis = None is calculated for all
mae_val = T.mean(T.abs_(prediction_val - y))
#y_unNormalize = (y * reader.stdTrain) + reader.meanTrain # accessing to just an scalar when loading y_dim=1
#prediction_valAux = (prediction_val * reader.stdTrain) + reader.meanTrain
#mse_valUnNorm = T.mean((prediction_valAux - y_unNormalize)**2) # As axis = None is calculated for all
#mae_valUnNorm = T.mean( T.abs_(prediction_valAux - y_unNormalize) )
mse_val.name = 'mse_val'
mae_val.name = 'mae_val'
pred_in_val = y.reshape((y.shape[0] * y.shape[1], -1))
theta_mu_in_val = theta_mu_temp_val.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in_val = theta_sig_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff_in_val = coeff_temp_val.reshape((x_shape[0] * x_shape[1], -1))
recon_val = GMM(
pred_in_val, theta_mu_in_val, theta_sig_in_val, coeff_in_val
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out_val'
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term_val'
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(
freq=monitoring_freq,
ddout=[nll_upper_bound, recon_term, kl_term, mse, mae, prediction],
indexSep=5,
instancesPlot=instancesPlot, #{0:[4,20],2:[5,10]},#, 80,150
data=[Iterator(valid_data, batch_size)],
savedFolder=save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
lr_iterations = {0: lr, 75: (lr / 10), 150: (lr / 100)}
"""mainloop = Training(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[recon_term, kl_term, nll_upper_bound, mse, mae],
n_steps = n_steps,
extension=extension,
lr_iterations=lr_iterations,
k_speedOfconvergence=kSchedSamp
)"""
"""mainloop.restore(
data=Iterator(train_data, batch_size),
cost=nll_upper_bound,
model=model,
optimizer=mainloop.optimizer
)"""
mainloop.restore(name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[recon_term, kl_term, nll_upper_bound, mse, mae],
n_steps=n_steps,
extension=extension,
lr_iterations=lr_iterations,
k_speedOfconvergence=kSchedSamp)
mainloop.run()
data = Iterator(test_data, batch_size)
test_fn = theano.function(
inputs=[x, y], #[x, y],
#givens={x:Xtest},
#on_unused_input='ignore',
#z=( ,200,1)
allow_input_downcast=True,
outputs=[prediction_val, recon_term_val, mse_val,
mae_val] #prediction_val, mse_val, mae_val
,
updates=
updates_val #, allow_input_downcast=True, on_unused_input='ignore'
)
testOutput = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2]) #(20, 220, 1)
testOutput.append(outputGeneration[1:])
# outputGeneration[0].shape #(20, 220, 40)
#if (numBatchTest<5):
'''
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_z_0-4".format(numBatchTest))
plt.clf()
plt.figure(2)
plt.plot(np.transpose(outputGeneration[1],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_s_0-4".format(numBatchTest))
plt.clf()
plt.figure(3)
plt.plot(np.transpose(outputGeneration[2],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_theta_0-4".format(numBatchTest))
plt.clf()
'''
plt.figure(4)
plt.plot(np.transpose(outputGeneration[0], [1, 0, 2])[4])
plt.plot(np.transpose(batch[2], [1, 0, 2])[4])
plt.savefig(
save_path +
"/vrnn_dis_generated{}_RealAndPred_0-4".format(numBatchTest))
plt.clf()
plt.figure(4)
plt.plot(np.transpose(batch[0], [1, 0, 2])[4])
plt.savefig(save_path +
"/vrnn_dis_generated{}_Realagg_0-4".format(numBatchTest))
plt.clf()
numBatchTest += 1
testOutput = np.asarray(testOutput)
print(testOutput.shape)
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
#mseUnNorm_test = testOutput[:, 3].mean()
#maeUnNorm_test = testOutput[:, 4].mean()
fLog = open(save_path + '/output.csv', 'w')
fLog.write(str(lr_iterations) + "\n")
fLog.write(str(windows) + "\n")
fLog.write("logTest,mseTest,maeTest, mseTestUnNorm, maeTestUnNorm\n")
fLog.write("{},{},{}\n".format(recon_test, mse_test, mae_test))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
y2s_dim, z2s_dim))
header = "epoch,log,kl,mse,mae\n"
fLog.write(header)
for i, item in enumerate(mainloop.trainlog.monitor['recon_term']):
f = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
d = mainloop.trainlog.monitor['mse'][i]
e = mainloop.trainlog.monitor['mae'][i]
fLog.write("{:d},{:.2f},{:.2f},{:.3f},{:.3f}\n".format(f, a, b, d, e))
def main(args):
theano.optimizer='fast_compile'
theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'dp_disall-sch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args['save_path']#+'/aggVSdisag_distrib/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = int(args['stride_test'])
loadType = int(args['loadType'])
flgMSE = int(args['flgMSE'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
origLR = lr
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
print(str(windows))
q_z_dim = 500
p_z_dim = 500
p_x_dim = 500
x2s_dim = 200
y2s_dim = 200
z2s_dim = 200
target_dim = k# As different appliances are separeted in theta_mu1, theta_mu2, etc... each one is just created from k different Gaussians
Xtrain, ytrain, Xval, yval, Xtest,ytest, reader = fetch_dataport(data_path, windows, appliances,numApps=-1, period=period,
n_steps= n_steps, stride_train = stride_train, stride_test = stride_test,
trainPer=0.5, valPer=0.25, testPer=0.25, typeLoad = loadType,
flgAggSumScaled = 1, flgFilterZeros = 1)
print("Mean ",reader.meanTrain)
print("Std", reader.stdTrain)
instancesPlot = {0:[4]}
train_data = Dataport(name='train',
prep='normalize',
cond=True,# False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(name='valid',
prep='normalize',
cond=True,# False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels = yval)
test_data = Dataport(name='valid',
prep='normalize',
cond=True,# False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels = ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y , y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
#from experiment 18-05-31_18-48
pickelModel = '/home/gissella/Documents/Research/Disaggregation/PecanStreet-dataport/VRNN_theano_version/output/allAtOnce/18-06-14_21-41_7951/dp_disall-sch_1_best.pkl'
fmodel = open(pickelModel, 'rb')
mainloop = cPickle.load(fmodel)
fmodel.close()
#define layers
rnn = mainloop.model.nodes[0]
x_1 = mainloop.model.nodes[1]
y_1 = mainloop.model.nodes[2]
z_1 = mainloop.model.nodes[3]
phi_1 = mainloop.model.nodes[4]
phi_mu = mainloop.model.nodes[5]
phi_sig = mainloop.model.nodes[6]
prior_1 = mainloop.model.nodes[7]
prior_mu = mainloop.model.nodes[8]
prior_sig = mainloop.model.nodes[9]
theta_1 = mainloop.model.nodes[10]
theta_mu1 = mainloop.model.nodes[11]
theta_sig1 = mainloop.model.nodes[12]
coeff1 = mainloop.model.nodes[13]
nodes = [rnn,
x_1, y_1,z_1, #dissag_pred,
phi_1, phi_mu, phi_sig,
prior_1, prior_mu, prior_sig,
theta_1, theta_mu1, theta_sig1, coeff1]
params = mainloop.model.params
dynamicOutput = [None, None, None, None, None, None, None, None]
#dynamicOutput_val = [None, None, None, None, None, None,None, None, None]
if (y_dim>1):
theta_mu2 = mainloop.model.nodes[14]
theta_sig2 = mainloop.model.nodes[15]
coeff2 = mainloop.model.nodes[16]
nodes = nodes + [theta_mu2, theta_sig2, coeff2]
dynamicOutput = dynamicOutput+[None, None, None, None] #mu, sig, coef and pred
if (y_dim>2):
theta_mu3 = mainloop.model.nodes[17]
theta_sig3 = mainloop.model.nodes[18]
coeff3 = mainloop.model.nodes[19]
nodes = nodes + [theta_mu3, theta_sig3, coeff3]
dynamicOutput = dynamicOutput +[None, None, None, None]
if (y_dim>3):
theta_mu4 = mainloop.model.nodes[20]
theta_sig4 = mainloop.model.nodes[21]
coeff4 = mainloop.model.nodes[22]
nodes = nodes + [theta_mu4, theta_sig4, coeff4]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim>4):
theta_mu5 = mainloop.model.nodes[23]
theta_sig5 = mainloop.model.nodes[24]
coeff5 = mainloop.model.nodes[25]
nodes = nodes + [theta_mu5, theta_sig5, coeff5]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim>5):
theta_mu6 = mainloop.model.nodes[26]
theta_sig6 = mainloop.model.nodes[27]
coeff6 = mainloop.model.nodes[28]
nodes = nodes + [theta_mu6, theta_sig6, coeff6]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim>6):
theta_mu7 = mainloop.model.nodes[29]
theta_sig7 = mainloop.model.nodes[30]
coeff7 = mainloop.model.nodes[31]
nodes = nodes + [theta_mu7, theta_sig7, coeff7]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim>7):
theta_mu8 = mainloop.model.nodes[32]
theta_sig8 = mainloop.model.nodes[33]
coeff8 = mainloop.model.nodes[34]
nodes = nodes + [theta_mu8, theta_sig8, coeff8]
dynamicOutput = dynamicOutput + [None, None, None, None]
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
output_fn = [s_0] + dynamicOutput
output_fn_val = [s_0] + dynamicOutput[2:]
print(len(output_fn), len(output_fn_val))
def inner_fn_test(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t,s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(prior_mu_t, prior_sig_t)#in the original code it is gaussian. GMM is for the generation
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu1_t = theta_mu1.fprop([theta_1_t], params)
theta_sig1_t = theta_sig1.fprop([theta_1_t], params)
coeff1_t = coeff1.fprop([theta_1_t], params)
y_pred1 = GMM_sampleY(theta_mu1_t, theta_sig1_t, coeff1_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
tupleMulti = prior_mu_t, prior_sig_t, theta_mu1_t, theta_sig1_t, coeff1_t, y_pred1
if (y_dim>1):
theta_mu2_t = theta_mu2.fprop([theta_1_t], params)
theta_sig2_t = theta_sig2.fprop([theta_1_t], params)
coeff2_t = coeff2.fprop([theta_1_t], params)
y_pred2 = GMM_sampleY(theta_mu2_t, theta_sig2_t, coeff2_t)
y_pred1 = T.concatenate([y_pred1, y_pred2],axis=1)
tupleMulti = tupleMulti + (theta_mu2_t, theta_sig2_t, coeff2_t, y_pred2)
if (y_dim>2):
theta_mu3_t = theta_mu3.fprop([theta_1_t], params)
theta_sig3_t = theta_sig3.fprop([theta_1_t], params)
coeff3_t = coeff3.fprop([theta_1_t], params)
y_pred3 = GMM_sampleY(theta_mu3_t, theta_sig3_t, coeff3_t)
y_pred1 = T.concatenate([y_pred1, y_pred3],axis=1)
tupleMulti = tupleMulti + (theta_mu3_t, theta_sig3_t, coeff3_t, y_pred3)
if (y_dim>3):
theta_mu4_t = theta_mu4.fprop([theta_1_t], params)
theta_sig4_t = theta_sig4.fprop([theta_1_t], params)
coeff4_t = coeff4.fprop([theta_1_t], params)
y_pred4 = GMM_sampleY(theta_mu4_t, theta_sig4_t, coeff4_t)
y_pred1 = T.concatenate([y_pred1, y_pred4],axis=1)
tupleMulti = tupleMulti + (theta_mu4_t, theta_sig4_t, coeff4_t, y_pred4)
if (y_dim>4):
theta_mu5_t = theta_mu5.fprop([theta_1_t], params)
theta_sig5_t = theta_sig5.fprop([theta_1_t], params)
coeff5_t = coeff5.fprop([theta_1_t], params)
y_pred5 = GMM_sampleY(theta_mu5_t, theta_sig5_t, coeff5_t)
y_pred1 = T.concatenate([y_pred1, y_pred5],axis=1)
tupleMulti = tupleMulti + (theta_mu5_t, theta_sig5_t, coeff5_t, y_pred5)
if (y_dim>5):
theta_mu6_t = theta_mu6.fprop([theta_1_t], params)
theta_sig6_t = theta_sig6.fprop([theta_1_t], params)
coeff6_t = coeff6.fprop([theta_1_t], params)
y_pred6 = GMM_sampleY(theta_mu6_t, theta_sig6_t, coeff6_t)
y_pred1 = T.concatenate([y_pred1, y_pred6],axis=1)
tupleMulti = tupleMulti + (theta_mu6_t, theta_sig6_t, coeff6_t, y_pred6)
if (y_dim>6):
theta_mu7_t = theta_mu7.fprop([theta_1_t], params)
theta_sig7_t = theta_sig7.fprop([theta_1_t], params)
coeff7_t = coeff7.fprop([theta_1_t], params)
y_pred7 = GMM_sampleY(theta_mu7_t, theta_sig7_t, coeff7_t)
y_pred1 = T.concatenate([y_pred1, y_pred7],axis=1)
tupleMulti = tupleMulti + (theta_mu7_t, theta_sig7_t, coeff7_t, y_pred7)
if (y_dim>7):
theta_mu8_t = theta_mu8.fprop([theta_1_t], params)
theta_sig8_t = theta_sig8.fprop([theta_1_t], params)
coeff8_t = coeff8.fprop([theta_1_t], params)
y_pred8 = GMM_sampleY(theta_mu8_t, theta_sig8_t, coeff8_t)
y_pred1 = T.concatenate([y_pred1, y_pred8],axis=1)
tupleMulti = tupleMulti + (theta_mu8_t, theta_sig8_t, coeff8_t, y_pred8)
pred_1_t=y_1.fprop([y_pred1], params)
#y_pred = [GMM_sampleY(theta_mu_t[i], theta_sig_t[i], coeff_t[i]) for i in range(y_dim)]#T.stack([y_pred1,y_pred2],axis = 0 )
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return (s_t,)+tupleMulti
#corr_temp, binary_temp
(otherResults_val, updates_val) = theano.scan(fn=inner_fn_test, sequences=[x_1_temp],
outputs_info=output_fn_val )
for k, v in updates_val.iteritems():
k.default_update = v
x_shape = x.shape
y_shape = y.shape
x_in = x.reshape((x_shape[0]*x_shape[1], -1))
y_in = y.reshape((y_shape[0]*y_shape[1], -1))
######################## TEST (GENERATION) TIME
s_temp_val, prior_mu_temp_val, prior_sig_temp_val, \
theta_mu1_temp_val, theta_sig1_temp_val, coeff1_temp_val, y_pred1_temp_val = otherResults_val[:7]
restResults_val = otherResults_val[7:]
#s_temp_val = concatenate([s_0[None, :, :], s_temp_val[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu1_temp_val.name = 'theta_mu1_val'
theta_sig1_temp_val.name = 'theta_sig1_val'
coeff1_temp_val.name = 'coeff1_val'
y_pred1_temp_val.name = 'disaggregation1_val'
y_pred1_temp_val = T.clip(y_pred1_temp_val,0.0,np.inf)
prediction_val = y_pred1_temp_val
#[:,:,flgAgg].reshape((y.shape[0],y.shape[1],1)
mse1_val = T.mean((y_pred1_temp_val - y[:,:,0].reshape((y.shape[0],y.shape[1],1)))**2)
mae1_val = T.mean( T.abs_(y_pred1_temp_val - y[:,:,0].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred1_temp_val)
totReal = T.sum(y[:,:,0])
relErr1_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned1_val = 1 - T.sum(T.abs_(y_pred1_temp_val - y[:,:,0].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,0] * reader.stdTrain[0]) + reader.meanTrain[0]
#y_pred1_temp_val = (y_pred1_temp_val * reader.stdTrain[0]) + reader.meanTrain[0]
#mse1_valUnNorm = T.mean((y_pred1_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae1_valUnNorm = T.mean( T.abs_(y_pred1_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse1_val.name = 'mse1_val'
mae1_val.name = 'mae1_val'
theta_mu1_in_val = theta_mu1_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig1_in_val = theta_sig1_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff1_in_val = coeff1_temp_val.reshape((x_shape[0]*x_shape[1], -1))
totaMSE_val = mse1_val
totaMAE_val =mae1_val
indexSepDynamic_val = 5
#Initializing values of mse and mae
mse2_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae2_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mse3_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae3_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mse4_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae4_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mse5_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae5_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mse6_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae6_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mse7_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae7_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mse8_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
mae8_val = T.mean(T.zeros((y.shape[0],y.shape[1],1)))
relErr2_val = T.zeros((1,))
relErr3_val = T.zeros((1,))
relErr4_val = T.zeros((1,))
relErr5_val = T.zeros((1,))
relErr6_val = T.zeros((1,))
relErr7_val = T.zeros((1,))
relErr8_val = T.zeros((1,))
propAssigned2_val = T.zeros((1,))
propAssigned3_val = T.zeros((1,))
propAssigned4_val = T.zeros((1,))
propAssigned5_val = T.zeros((1,))
propAssigned6_val = T.zeros((1,))
propAssigned7_val = T.zeros((1,))
propAssigned8_val = T.zeros((1,))
if (y_dim>1):
theta_mu2_temp_val, theta_sig2_temp_val, coeff2_temp_val, y_pred2_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu2_temp_val.name = 'theta_mu2_val'
theta_sig2_temp_val.name = 'theta_sig2_val'
coeff2_temp_val.name = 'coeff2_val'
y_pred2_temp_val.name = 'disaggregation2_val'
y_pred2_temp_val = T.clip(y_pred2_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred2_temp_val], axis=2) #before it gets unnormalized
mse2_val = T.mean((y_pred2_temp_val - y[:,:,1].reshape((y.shape[0],y.shape[1],1)))**2)
mae2_val = T.mean( T.abs_(y_pred2_temp_val - y[:,:,1].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred2_temp_val)
totReal = T.sum(y[:,:,1])
relErr2_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned2_val = 1 - T.sum(T.abs_(y_pred2_temp_val - y[:,:,1].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,1] * reader.stdTrain[1]) + reader.meanTrain[1]
#y_pred2_temp_val = (y_pred2_temp_val * reader.stdTrain[1]) + reader.meanTrain[1]
#mse2_valUnNorm = T.mean((y_pred2_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae2_valUnNorm = T.mean( T.abs_(y_pred2_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse2_val.name = 'mse2_val'
mae2_val.name = 'mae2_val'
theta_mu2_in_val = theta_mu2_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig2_in_val = theta_sig2_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff2_in_val = coeff2_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = theta_mu2_in_val, theta_sig2_in_val, coeff2_in_val
totaMSE_val+=mse2_val
totaMAE_val+=mae2_val
indexSepDynamic_val +=2
if (y_dim>2):
theta_mu3_temp_val, theta_sig3_temp_val, coeff3_temp_val, y_pred3_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu3_temp_val.name = 'theta_mu3_val'
theta_sig3_temp_val.name = 'theta_sig3_val'
coeff3_temp_val.name = 'coeff3_val'
y_pred3_temp_val.name = 'disaggregation3_val'
y_pred3_temp_val = T.clip(y_pred3_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred3_temp_val], axis=2) #before it gets unnormalized
mse3_val = T.mean((y_pred3_temp_val - y[:,:,2].reshape((y.shape[0],y.shape[1],1)))**2)
mae3_val = T.mean( T.abs_(y_pred3_temp_val - y[:,:,2].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred3_temp_val)
totReal = T.sum(y[:,:,2])
relErr3_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned3_val = 1 - T.sum(T.abs_(y_pred3_temp_val - y[:,:,2].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,2] * reader.stdTrain[2]) + reader.meanTrain[2]
#y_pred3_temp_val = (y_pred3_temp_val * reader.stdTrain[2]) + reader.meanTrain[2]
#mse3_valUnNorm = T.mean((y_pred3_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae3_valUnNorm = T.mean( T.abs_(y_pred3_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse3_val.name = 'mse3_val'
mae3_val.name = 'mae3_val'
theta_mu3_in_val = theta_mu3_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig3_in_val = theta_sig3_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff3_in_val = coeff3_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu3_in_val, theta_sig3_in_val, coeff3_in_val)
totaMSE_val+=mse3_val
totaMAE_val+=mae3_val
indexSepDynamic_val +=2
if (y_dim>3):
theta_mu4_temp_val, theta_sig4_temp_val, coeff4_temp_val, y_pred4_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu4_temp_val.name = 'theta_mu4_val'
theta_sig4_temp_val.name = 'theta_sig4_val'
coeff4_temp_val.name = 'coeff4_val'
y_pred4_temp_val.name = 'disaggregation4_val'
y_pred4_temp_val = T.clip(y_pred4_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred4_temp_val], axis=2) #before it gets unnormalized
mse4_val = T.mean((y_pred4_temp_val - y[:,:,3].reshape((y.shape[0],y.shape[1],1)))**2)
mae4_val = T.mean( T.abs_(y_pred4_temp_val - y[:,:,3].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred4_temp_val)
totReal = T.sum(y[:,:,3])
relErr4_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned4_val = 1 - T.sum(T.abs_(y_pred4_temp_val - y[:,:,3].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,3] * reader.stdTrain[3]) + reader.meanTrain[3]
#y_pred4_temp_val = (y_pred4_temp_val * reader.stdTrain[3]) + reader.meanTrain[3]
#mse4_valUnNorm = T.mean((y_pred4_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae4_valUnNorm = T.mean( T.abs_(y_pred4_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse4_val.name = 'mse4_val'
mae4_val.name = 'mae4_val'
theta_mu4_in_val = theta_mu4_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig4_in_val = theta_sig4_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff4_in_val = coeff4_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu4_in_val, theta_sig4_in_val, coeff4_in_val)
totaMSE_val+=mse4_val
totaMAE_val+=mae4_val
indexSepDynamic_val +=2
if (y_dim>4):
theta_mu5_temp_val, theta_sig5_temp_val, coeff5_temp_val, y_pred5_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu5_temp_val.name = 'theta_mu5_val'
theta_sig5_temp_val.name = 'theta_sig5_val'
coeff5_temp_val.name = 'coeff5_val'
y_pred5_temp_val.name = 'disaggregation5_val'
y_pred5_temp_val = T.clip(y_pred5_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred5_temp_val], axis=2) # before it gets unnormalized
mse5_val = T.mean((y_pred5_temp_val - y[:,:,4].reshape((y.shape[0],y.shape[1],1)))**2)
mae5_val = T.mean( T.abs_(y_pred5_temp_val - y[:,:,4].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred5_temp_val)
totReal = T.sum(y[:,:,4])
relErr5_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned5_val = 1 - T.sum(T.abs_(y_pred5_temp_val - y[:,:,4].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,4] * reader.stdTrain[4]) + reader.meanTrain[4]
#y_pred5_temp_val = (y_pred5_temp_val * reader.stdTrain[4]) + reader.meanTrain[4]
#mse5_valUnNorm = T.mean((y_pred5_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae5_valUnNorm = T.mean( T.abs_(y_pred5_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse5_val.name = 'mse5_val'
mae5_val.name = 'mae5_val'
theta_mu5_in_val = theta_mu5_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig5_in_val = theta_sig5_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff5_in_val = coeff5_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu5_in_val, theta_sig5_in_val, coeff5_in_val)
totaMSE_val+=mse5_val
totaMAE_val+=mae5_val
indexSepDynamic_val +=2
if (y_dim>5):
theta_mu6_temp_val, theta_sig6_temp_val, coeff6_temp_val, y_pred6_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu6_temp_val.name = 'theta_mu6_val'
theta_sig6_temp_val.name = 'theta_sig6_val'
coeff6_temp_val.name = 'coeff6_val'
y_pred6_temp_val.name = 'disaggregation6_val'
y_pred6_temp_val = T.clip(y_pred6_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred6_temp_val], axis=2) #before it gets unnormalized
mse6_val = T.mean((y_pred6_temp_val - y[:,:,5].reshape((y.shape[0],y.shape[1],1)))**2)
mae6_val = T.mean( T.abs_(y_pred6_temp_val - y[:,:,5].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred6_temp_val)
totReal = T.sum(y[:,:,5])
relErr6_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned6_val = 1 - T.sum(T.abs_(y_pred6_temp_val - y[:,:,5].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,5] * reader.stdTrain[5]) + reader.meanTrain[5]
#y_pred6_temp_val = (y_pred6_temp_val * reader.stdTrain[5]) + reader.meanTrain[5]
#mse6_valUnNorm = T.mean((y_pred6_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae6_valUnNorm = T.mean( T.abs_(y_pred6_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse6_val.name = 'mse6_val'
mae6_val.name = 'mae6_val'
theta_mu6_in_val = theta_mu6_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig6_in_val = theta_sig6_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff6_in_val = coeff6_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu6_in_val, theta_sig6_in_val, coeff6_in_val)
totaMSE_val+=mse6_val
totaMAE_val+=mae6_val
indexSepDynamic_val +=2
if (y_dim>6):
theta_mu7_temp_val, theta_sig7_temp_val, coeff7_temp_val, y_pred7_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu7_temp_val.name = 'theta_mu7_val'
theta_sig7_temp_val.name = 'theta_sig7_val'
coeff7_temp_val.name = 'coeff7_val'
y_pred7_temp_val.name = 'disaggregation7_val'
y_pred7_temp_val = T.clip(y_pred7_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred7_temp_val], axis=2) # before it gets unnormalized
mse7_val = T.mean((y_pred7_temp_val - y[:,:,6].reshape((y.shape[0],y.shape[1],1)))**2)
mae7_val = T.mean( T.abs_(y_pred7_temp_val - y[:,:,6].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred7_temp_val)
totReal = T.sum(y[:,:,6])
relErr7_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned7_val = 1 - T.sum(T.abs_(y_pred7_temp_val - y[:,:,6].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,6] * reader.stdTrain[6]) + reader.meanTrain[6]
#y_pred7_temp_val = (y_pred7_temp_val * reader.stdTrain[6]) + reader.meanTrain[6]
#mse7_valUnNorm = T.mean((y_pred7_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae7_valUnNorm = T.mean( T.abs_(y_pred7_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse7_val.name = 'mse7_val'
mae7_val.name = 'mae7_val'
theta_mu7_in_val = theta_mu7_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig7_in_val = theta_sig7_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff7_in_val = coeff7_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu7_in_val, theta_sig7_in_val, coeff7_in_val)
totaMSE_val+=mse7_val
totaMAE_val+=mae7_val
indexSepDynamic_val +=2
if (y_dim>7):
theta_mu8_temp_val, theta_sig8_temp_val, coeff8_temp_val, y_pred8_temp_val = restResults_val[:4]
restResults_val = restResults_val[4:]
theta_mu8_temp_val.name = 'theta_mu8_val'
theta_sig8_temp_val.name = 'theta_sig8_val'
coeff8_temp_val.name = 'coeff8_val'
y_pred8_temp_val.name = 'disaggregation8_val'
y_pred8_temp_val = T.clip(y_pred8_temp_val,0.0,np.inf)
prediction_val = T.concatenate([prediction_val, y_pred8_temp_val], axis=2) # before it gets unnormalized
mse8_val = T.mean((y_pred8_temp_val - y[:,:,7].reshape((y.shape[0],y.shape[1],1)))**2)
mae8_val = T.mean( T.abs_(y_pred8_temp_val - y[:,:,7].reshape((y.shape[0],y.shape[1],1))) )
totPred = T.sum(y_pred8_temp_val)
totReal = T.sum(y[:,:,7])
relErr8_val =( totPred - totReal)/ T.maximum(totPred,totReal)
propAssigned8_val = 1 - T.sum(T.abs_(y_pred8_temp_val - y[:,:,7].reshape((y.shape[0],y.shape[1],1))))/(2*T.sum(x))
#y_unNormalize = (y[:,:,7] * reader.stdTrain[7]) + reader.meanTrain[7]
#y_pred8_temp_val = (y_pred8_temp_val * reader.stdTrain[7]) + reader.meanTrain[7]
#mse8_valUnNorm = T.mean((y_pred8_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae8_valUnNorm = T.mean( T.abs_(y_pred8_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))) )
mse8_val.name = 'mse8_val'
mae8_val.name = 'mae8_val'
theta_mu8_in_val = theta_mu8_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig8_in_val = theta_sig8_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff8_in_val = coeff8_temp_val.reshape((x_shape[0]*x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu8_in_val, theta_sig8_in_val, coeff8_in_val)
totaMSE_val+=mse8_val
totaMAE_val+=mae8_val
indexSepDynamic_val +=2
recon_val = GMMdisagMulti(y_dim, y_in, theta_mu1_in_val, theta_sig1_in_val, coeff1_in_val, *argsGMM_val)# BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out'
totaMSE_val = totaMSE_val/y_dim
totaMAE_val = totaMAE_val/y_dim
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term'
######################
optimizer = Adam(
lr=lr
)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(freq=monitoring_freq,
#ddout=[nll_upper_bound, recon_term, kl_term,totaMSE, totaMAE, mse1, mae1]+ddoutMSEA+ddoutYpreds ,
#indexSep=indexSepDynamic,
indexDDoutPlot = [13], # adding indexes of ddout for the plotting
#, (6,y_pred_temp)
instancesPlot = instancesPlot,#0-150
data=[Iterator(valid_data, batch_size)],
savedFolder = save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq, path=save_path, channel=channel_name),
WeightNorm()
]
lr_iterations = {0:lr}
data=Iterator(test_data, batch_size)
test_fn = theano.function(inputs=[x, y],#[x, y],
#givens={x:Xtest},
#on_unused_input='ignore',
#z=( ,200,1)
allow_input_downcast=True,
outputs=[prediction_val, recon_term_val, totaMSE_val, totaMAE_val,
mse1_val,mse2_val,mse3_val,mse4_val,mse5_val,mse6_val,mse7_val,mse8_val,
mae1_val,mae2_val,mae3_val,mae4_val,mae5_val,mae6_val,mae7_val,mae8_val, #unnormalized mae and mse 16 items#
relErr1_val,relErr2_val,relErr3_val,relErr4_val,relErr5_val,relErr6_val,relErr7_val,relErr8_val,
propAssigned1_val, propAssigned2_val,propAssigned3_val,propAssigned4_val,propAssigned5_val,propAssigned6_val,propAssigned7_val,propAssigned8_val],
updates=updates_val
)
testOutput = []
testMetrics2 = []
perEnergyAssig = []
bestInstsancesPred = []
bestInstsancesDisa = []
bestInstsancesAggr = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2])
testOutput.append(outputGeneration[1:20]) #before 36 including unnormalized metrics
testMetrics2.append(outputGeneration[20:])
########## best mae
predTest = np.transpose(outputGeneration[0],[1,0,2]).clip(min=0)
realTest = np.transpose(batch[2],[1,0,2])
batchMSE = np.mean(np.absolute(predTest-realTest),axis=(1,2))
idxMin = np.argmin(batchMSE)
print(np.asarray(idxMin).reshape(1,-1)[0,:])
print(batchMSE[idxMin])
for idx in np.asarray(idxMin).reshape(1,-1)[0,:]:
plt.figure(1)
plt.plot(predTest[idx])
plt.legend(appliances)
plt.savefig(save_path+"/vrnn_disall_test-b{}_Pred_0-{}".format(numBatchTest,idx),format='eps')
plt.clf()
plt.figure(2)
plt.plot(realTest[idx])
plt.legend(appliances)
plt.savefig(save_path+"/vrnn_disall_test-b{}_RealDisag_0-{}".format(numBatchTest,idx),format='eps')
plt.clf()
plt.figure(3)
plt.plot(np.transpose(batch[0],[1,0,2])[idx])
plt.savefig(save_path+"/vrnn_disall_test-b{}_Realagg_0-{}".format(numBatchTest,idx),format='eps')
plt.clf()
bestInstsancesPred.append(predTest[idx])
bestInstsancesDisa.append(realTest[idx])
bestInstsancesAggr.append(np.transpose(batch[0],[1,0,2])[idx])
numBatchTest+=1
sumNumPred = np.sum(predTest, axis=(0,1))
sumNumReal = np.sum(batch[2], axis=(0,1))
perEnergy = np.sum(batch[0], axis=(0,1))
perEnergyAssig.append((sumNumReal/perEnergy,sumNumPred/perEnergy))
scipy.io.savemat(save_path+'/testInstances.mat', mdict={'pred': bestInstsancesPred, 'disag':bestInstsancesDisa, 'agg':bestInstsancesAggr})
testOutput = np.asarray(testOutput)
testMetrics2 = np.asarray(testMetrics2)
print(testOutput.shape)
print(testMetrics2.shape)
testOutput[:,19:] = 1000 * testOutput[:,19:] # kwtts a watts
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
mse1_test = testOutput[:, 3].mean()
mae1_test = testOutput[:, 11].mean()
mse2_test = testOutput[:, 4].mean()
mae2_test = testOutput[:, 12].mean()
mse3_test = testOutput[:, 5].mean()
mae3_test = testOutput[:, 13].mean()
mse4_test = testOutput[:, 6].mean()
mae4_test = testOutput[:, 14].mean()
mse5_test = testOutput[:, 7].mean()
mae5_test = testOutput[:, 15].mean()
mse6_test = testOutput[:, 8].mean()
mae6_test = testOutput[:, 16].mean()
mse7_test = testOutput[:, 9].mean()
mae7_test = testOutput[:, 17].mean()
mse8_test = testOutput[:, 10].mean()
mae8_test = testOutput[:, 18].mean()
print(testOutput[:,3:11].mean(),testOutput[:,11:19].mean())
relErr1_test = testMetrics2[:,0].mean()
relErr2_test = testMetrics2[:,1].mean()
relErr3_test = testMetrics2[:,2].mean()
relErr4_test = testMetrics2[:,3].mean()
relErr5_test = testMetrics2[:,4].mean()
relErr6_test = testMetrics2[:,5].mean()
relErr7_test = testMetrics2[:,6].mean()
relErr8_test = testMetrics2[:,7].mean()
propAssigned1_test = testMetrics2[:, 8].mean()
propAssigned2_test = testMetrics2[:, 9].mean()
propAssigned3_test = testMetrics2[:, 10].mean()
propAssigned4_test = testMetrics2[:, 11].mean()
propAssigned5_test = testMetrics2[:, 12].mean()
propAssigned6_test = testMetrics2[:, 13].mean()
propAssigned7_test = testMetrics2[:, 14].mean()
propAssigned8_test = testMetrics2[:, 15].mean()
fLog = open(save_path+'/output.csv', 'w')
fLog.write(str(lr_iterations)+"\n")
fLog.write(str(appliances)+"\n")
fLog.write(str(windows)+"\n\n")
fLog.write("logTest,mse1_test,mse2_test,mse3_test,mse4_test,mse5_test, mse6_test,mse7_test,mse8_test,mae1_test,mae2_test,mae3_test,mae4_test,mae5_test, mae6_test,mae7_test,mae8_test,mseTest,maeTest\n")
#fLog.write("Unnorm,{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},0.0,0.0\n\n".format(mse1_valUnNorm,mse2_valUnNorm,mse3_valUnNorm,mse4_valUnNorm,mse5_valUnNorm, mse6_valUnNorm,mse7_valUnNorm,mse8_valUnNorm,mae1_valUnNorm,mae2_valUnNorm,mae3_valUnNorm,mae4_valUnNorm,mae5_valUnNorm, mae6_valUnNorm,mae7_valUnNorm,mae8_valUnNorm))
fLog.write("{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f}\n\n".format(recon_test,mse1_test,mse2_test,mse3_test,mse4_test,mse5_test, mse6_test,mse7_test,mse8_test,mae1_test,mae2_test,mae3_test,mae4_test,mae5_test, mae6_test,mae7_test,mae8_test,mse_test,mae_test))
fLog.write("relErr1,relErr2,relErr3,relErr4,relErr5,relErr6,relErr7,relErr8,propAssigned1,propAssigned2,propAssigned3,propAssigned4,propAssigned5\n")
fLog.write("{},{},{},{},{},{},{},{},{},{},{},{},{},{},{},{}\n".format(relErr1_test,relErr2_test,relErr3_test,relErr4_test, relErr5_test,relErr6_test,relErr7_test,relErr8_test,propAssigned1_test,propAssigned2_test,propAssigned3_test, propAssigned4_test,propAssigned5_test,propAssigned6_test,propAssigned7_test,propAssigned8_test))
fLog.write("batch,perReal1,perReal2,perReal3,perReal4,perReal5,perReal6,perReal7,perReal8,perPredict1,perPredict2,perPredict3,perPredict4,perPredict5,perPredict6,perPredict7,perPredict8\n")
for batch, item in enumerate(perEnergyAssig):
fLog.write("{},{},{},{},{},{},{},{},{},{},{},{},{},{},{},{},{}\n".format(batch,item[0][0],item[0][1],item[0][2],item[0][3],item[0][4],item[0][5],item[0][6],item[0][7],item[1][0],item[1][1],item[1][2],item[1][3],item[1][4],item[1][5],item[1][6],item[1][7]))
fLog.write(pickelModel)
f = open(save_path+'/outputRealGeneration.pkl', 'wb')
pickle.dump(outputGeneration, f, -1)
f.close()
def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'vrnn_gmm_%d' % trial
channel_name = 'nll_upper_bound'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/gmm/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
flgMSE = int(args['flgMSE'])
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps # int(args['stride_test'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
flgAgg = int(args['flgAgg'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
typeLoad = int(args['typeLoad'])
debug = int(args['debug'])
n_steps_val = n_steps
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
print str(windows)
q_z_dim = 180
p_z_dim = 180
p_x_dim = 200
x2s_dim = 100
z2s_dim = 150
target_dim = k #x_dim #(x_dim-1)*k
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(
data_path,
windows,
appliances,
numApps=flgAgg,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
trainPer=0.6,
valPer=0.2,
testPer=0.2,
typeLoad=typeLoad,
flgAggSumScaled=1,
flgFilterZeros=1)
instancesPlot = {
0: [5]
} #for now use hard coded instancesPlot for kelly sampling
train_data = Dataport(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=ytrain,
labels=Xtrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=yval,
labels=Xval)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
rnn = LSTM(name='rnn',
parent=['x_1', 'z_1'],
parent_dim=[x2s_dim, z2s_dim],
nout=rnn_dim,
unit='tanh',
init_W=init_W,
init_U=init_U,
init_b=init_b)
'''
dissag_pred = FullyConnectedLayer(name='disag_1',
parent=['s_tm1'],
parent_dim=[rnn_dim],
nout=num_apps,
unit='relu',
init_W=init_W,
init_b=init_b)
'''
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1'],
parent_dim=[x2s_dim, rnn_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['s_tm1'],
parent_dim=[rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu = FullyConnectedLayer(name='theta_mu',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_sig = FullyConnectedLayer(name='theta_sig',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff = FullyConnectedLayer(name='coeff',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
corr = FullyConnectedLayer(name='corr',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='tanh',
init_W=init_W,
init_b=init_b)
binary = FullyConnectedLayer(name='binary',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='sigmoid',
init_W=init_W,
init_b=init_b)
nodes = [
rnn,
x_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu,
theta_sig,
coeff
] #, corr, binary
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
def inner_val_fn(s_tm1):
'''
phi_1_t = phi_1.fprop([x_t, s_tm1], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
'''
prior_1_t = prior_1.fprop([s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(prior_mu_t, prior_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
pred_t = GMM_sample(theta_mu_t, theta_sig_t,
coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
pred_1_t = x_1.fprop([pred_t], params)
s_t = rnn.fprop([[pred_1_t, z_1_t], [s_tm1]], params)
return s_t, pred_t, z_t, theta_1_t, theta_mu_t, theta_sig_t, coeff_t
# prior_mu_temp_val, prior_sig_temp_val
((s_temp_val, prediction_val, z_t_temp_val, theta_1_temp_val, theta_mu_temp_val, theta_sig_temp_val, coeff_temp_val), updates_val) =\
theano.scan(fn=inner_val_fn , n_steps=n_steps_val, #already 1 subtracted if doing next step
outputs_info=[s_0, None, None, None, None, None, None])
for k, v in updates_val.iteritems():
k.default_update = v
def inner_fn(x_t, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(phi_mu_t, phi_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
#corr_t = corr.fprop([theta_1_t], params)
#binary_t = binary.fprop([theta_1_t], params)
pred = GMM_sample(theta_mu_t, theta_sig_t,
coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
s_t = rnn.fprop([[x_t, z_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, z_t, z_1_t, theta_1_t, theta_mu_t, theta_sig_t, coeff_t, pred #, y_pred
#corr_temp, binary_temp
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp,z_t_temp, z_1_temp, theta_1_temp, theta_mu_temp, theta_sig_temp, coeff_temp, prediction), updates) =\
theano.scan(fn=inner_fn,
sequences=[x_1_temp ],
outputs_info=[s_0, None, None, None, None, None, None, None, None, None, None, None])
for k, v in updates.iteritems():
k.default_update = v
s_temp = concatenate(
[s_0[None, :, :], s_temp[:-1]], axis=0
) # seems like this is for creating an additional dimension to s_0
'''
theta_1_temp = theta_1.fprop([z_1_temp, s_temp], params)
theta_mu_temp = theta_mu.fprop([theta_1_temp], params)
theta_sig_temp = theta_sig.fprop([theta_1_temp], params)
coeff_temp = coeff.fprop([theta_1_temp], params)
corr_temp = corr.fprop([theta_1_temp], params)
binary_temp = binary.fprop([theta_1_temp], params)
'''
s_temp.name = 'h' #gisse
z_1_temp.name = 'z2' #gisse
z_t_temp.name = 'z'
theta_mu_temp.name = 'mu'
theta_sig_temp.name = 'sig'
coeff_temp.name = 'coeff'
prediction.name = 'Prediction-' + str(appliances[flgAgg][:-1])
mse = T.mean((prediction - x)**2) # As axis = None is calculated for all
mae = T.mean(T.abs_(prediction - x))
mse.name = 'mse'
mae.name = 'mae'
x_in = x.reshape((batch_size * n_steps, -1))
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
theta_mu_in = theta_mu_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in = theta_sig_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff_in = coeff_temp.reshape((x_shape[0] * x_shape[1], -1))
#corr_in = corr_temp.reshape((x_shape[0]*x_shape[1], -1))
#binary_in = binary_temp.reshape((x_shape[0]*x_shape[1], -1))
recon = GMM(
x_in, theta_mu_in, theta_sig_in, coeff_in
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon.name = 'gmm_out'
#recon = recon * mask
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
#kl_temp = kl_temp * mask
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
nll_upper_bound = recon_term + kl_term #+ mse
if (flgMSE):
nll_upper_bound = nll_upper_bound + mse
nll_upper_bound.name = 'nll_upper_bound'
############## TEST ###############
theta_mu_in_val = theta_mu_temp_val.reshape((batch_size * n_steps, -1))
theta_sig_in_val = theta_sig_temp_val.reshape((batch_size * n_steps, -1))
coeff_in_val = coeff_temp_val.reshape((batch_size * n_steps, -1))
pred_in = prediction_val.reshape((batch_size * n_steps, -1))
recon_val = GMM(
pred_in, theta_mu_in_val, theta_sig_in_val, coeff_in_val
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((batch_size, n_steps))
recon_val.name = 'gmm_out_val'
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(
freq=monitoring_freq,
ddout=[nll_upper_bound, recon_term, kl_term, mse, mae, prediction],
indexSep=5,
indexDDoutPlot=[(0, theta_mu_temp), (2, z_t_temp),
(3, prediction)],
instancesPlot=instancesPlot, #{0:[4,20],2:[5,10]},#, 80,150
data=[Iterator(valid_data, batch_size)],
savedFolder=save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
lr_iterations = {
0: lr,
30: (lr / 10)
} #, 150:(lr/10), 270:(lr/100), 370:(lr/1000)
mainloop = Training(name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[nll_upper_bound],
n_steps=n_steps,
extension=extension,
lr_iterations=lr_iterations)
mainloop.run()
test_fn = theano.function(
inputs=[],
outputs=[prediction_val, recon_val],
updates=
updates_val #, allow_input_downcast=True, on_unused_input='ignore'
)
outputGeneration = test_fn()
#{0:[4,20], 2:[5,10]}
'''
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0],[1,0,2])[5])
plt.savefig(save_path+"/vrnn_dis_generated_z_0-4.ps")
plt.figure(2)
plt.plot(np.transpose(outputGeneration[1],[1,0,2])[5])
plt.savefig(save_path+"/vrnn_dis_generated_s_0-4.ps")
plt.figure(3)
plt.plot(np.transpose(outputGeneration[2],[1,0,2])[5])
plt.savefig(save_path+"/vrnn_dis_generated_theta_0-4.ps")
'''
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0], [1, 0, 2])[2])
plt.savefig(save_path + "/vrnn_dis_generated_pred_0-2.ps")
plt.figure(2)
plt.plot(np.transpose(outputGeneration[0], [1, 0, 2])[10])
plt.savefig(save_path + "/vrnn_dis_generated_pred_0-10.ps")
plt.figure(3)
plt.plot(np.transpose(outputGeneration[0], [1, 0, 2])[15])
plt.savefig(save_path + "/vrnn_dis_generated_pred_0-15.ps")
testLogLike = np.asarray(outputGeneration[1]).mean()
fLog = open(save_path + '/output.csv', 'w')
fLog.write(str(lr_iterations) + "\n")
fLog.write(str(windows) + "\n")
fLog.write("Test-log-likelihood\n")
fLog.write("{}\n".format(testLogLike))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
z2s_dim))
fLog.write("epoch,log,kl,nll_upper_bound,mse,mae\n")
for i, item in enumerate(mainloop.trainlog.monitor['nll_upper_bound']):
f = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
c = mainloop.trainlog.monitor['nll_upper_bound'][i]
d = mainloop.trainlog.monitor['mse'][i]
e = mainloop.trainlog.monitor['mae'][i]
fLog.write("{:d},{:.2f},{:.2f},{:.2f},{:.3f},{:.3f}\n".format(
f, a, b, c, d, e))
fLog.close()
f = open(save_path + '/outputRealGeneration.pkl', 'wb')
cPickle.dump(outputGeneration, f, -1)
f.close()
def main(args):
theano.optimizer = 'fast_compile'
theano.config.exception_verbosity = 'high'
trial = int(args['trial'])
pkl_name = 'vrnn_gmm_%d' % trial
channel_name = 'mse'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/aggVSdisag_distrib/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps
typeLoad = int(args['typeLoad'])
flgMSE = int(args['flgMSE'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
origLR = lr
debug = int(args['debug'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 350
p_z_dim = 400
p_x_dim = 450
x2s_dim = 400
y2s_dim = 200
z2s_dim = 350
target_dim = k # As different appliances are separeted in theta_mu1, theta_mu2, etc... each one is just created from k different Gaussians
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(
data_path,
windows,
appliances,
numApps=-1,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
flgAggSumScaled=1,
flgFilterZeros=1,
typeLoad=typeLoad)
instancesPlot = {0: [10]}
#instancesPlot = reader.build_dict_instances_plot(listDates, batch_size, Xval.shape[0])
train_data = Dataport(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels=yval)
test_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels=ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
"""rnn = LSTM(name='rnn',
parent=['x_1', 'z_1', 'y_1'],
parent_dim=[x2s_dim, z2s_dim, y2s_dim],
nout=rnn_dim,
unit='tanh',
init_W=mainloop.model.nodes[0].init_W,
init_U=mainloop.model.nodes[0].init_U,
init_b=mainloop.model.nodes[0].init_b)
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
y_1 = FullyConnectedLayer(name='y_1',
parent=['y_t'],
parent_dim=[y_dim],
nout=y2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1','y_1'],
parent_dim=[x2s_dim, rnn_dim, y2s_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['x_1','s_tm1'],
parent_dim=[x2s_dim,rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu1 = FullyConnectedLayer(name='theta_mu1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu2 = FullyConnectedLayer(name='theta_mu2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu3 = FullyConnectedLayer(name='theta_mu3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu4 = FullyConnectedLayer(name='theta_mu4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu5 = FullyConnectedLayer(name='theta_mu5',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_sig1 = FullyConnectedLayer(name='theta_sig1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig2 = FullyConnectedLayer(name='theta_sig2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig3 = FullyConnectedLayer(name='theta_sig3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig4 = FullyConnectedLayer(name='theta_sig4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig5 = FullyConnectedLayer(name='theta_sig5',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff1 = FullyConnectedLayer(name='coeff1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff2 = FullyConnectedLayer(name='coeff2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff3 = FullyConnectedLayer(name='coeff3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff4 = FullyConnectedLayer(name='coeff4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff5 = FullyConnectedLayer(name='coeff5',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)"""
#from experiment 18-05-31_18-48
fmodel = open('disall.pkl', 'rb')
mainloop = cPickle.load(fmodel)
fmodel.close()
#define layers
rnn = mainloop.model.nodes[0]
x_1 = mainloop.model.nodes[1]
y_1 = mainloop.model.nodes[2]
z_1 = mainloop.model.nodes[3]
phi_1 = mainloop.model.nodes[4]
phi_mu = mainloop.model.nodes[5]
phi_sig = mainloop.model.nodes[6]
prior_1 = mainloop.model.nodes[7]
prior_mu = mainloop.model.nodes[8]
prior_sig = mainloop.model.nodes[9]
theta_1 = mainloop.model.nodes[10]
theta_mu1 = mainloop.model.nodes[11]
theta_sig1 = mainloop.model.nodes[12]
coeff1 = mainloop.model.nodes[13]
nodes = [
rnn,
x_1,
y_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu1,
theta_sig1,
coeff1
]
params = mainloop.model.params
dynamicOutput = [None, None, None, None, None, None, None, None]
#dynamicOutput_val = [None, None, None, None, None, None,None, None, None]
if (y_dim > 1):
theta_mu2 = mainloop.model.nodes[14]
theta_sig2 = mainloop.model.nodes[15]
coeff2 = mainloop.model.nodes[16]
nodes = nodes + [theta_mu2, theta_sig2, coeff2]
dynamicOutput = dynamicOutput + [None, None, None, None
] #mu, sig, coef and pred
if (y_dim > 2):
theta_mu3 = mainloop.model.nodes[17]
theta_sig3 = mainloop.model.nodes[18]
coeff3 = mainloop.model.nodes[19]
nodes = nodes + [theta_mu3, theta_sig3, coeff3]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim > 3):
theta_mu4 = mainloop.model.nodes[20]
theta_sig4 = mainloop.model.nodes[21]
coeff4 = mainloop.model.nodes[22]
nodes = nodes + [theta_mu4, theta_sig4, coeff4]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim > 4):
theta_mu5 = mainloop.model.nodes[23]
theta_sig5 = mainloop.model.nodes[24]
coeff5 = mainloop.model.nodes[25]
nodes = nodes + [theta_mu5, theta_sig5, coeff5]
dynamicOutput = dynamicOutput + [None, None, None, None]
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
output_fn = [s_0] + dynamicOutput
output_fn_val = [s_0] + dynamicOutput[2:]
print(len(output_fn), len(output_fn_val))
def inner_fn_test(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(
prior_mu_t, prior_sig_t
) #in the original code it is gaussian. GMM is for the generation
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu1_t = theta_mu1.fprop([theta_1_t], params)
theta_sig1_t = theta_sig1.fprop([theta_1_t], params)
coeff1_t = coeff1.fprop([theta_1_t], params)
y_pred1 = GMM_sampleY(
theta_mu1_t, theta_sig1_t,
coeff1_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
tupleMulti = prior_mu_t, prior_sig_t, theta_mu1_t, theta_sig1_t, coeff1_t, y_pred1
if (y_dim > 1):
theta_mu2_t = theta_mu2.fprop([theta_1_t], params)
theta_sig2_t = theta_sig2.fprop([theta_1_t], params)
coeff2_t = coeff2.fprop([theta_1_t], params)
y_pred2 = GMM_sampleY(theta_mu2_t, theta_sig2_t, coeff2_t)
y_pred1 = T.concatenate([y_pred1, y_pred2], axis=1)
tupleMulti = tupleMulti + (theta_mu2_t, theta_sig2_t, coeff2_t,
y_pred2)
if (y_dim > 2):
theta_mu3_t = theta_mu3.fprop([theta_1_t], params)
theta_sig3_t = theta_sig3.fprop([theta_1_t], params)
coeff3_t = coeff3.fprop([theta_1_t], params)
y_pred3 = GMM_sampleY(theta_mu3_t, theta_sig3_t, coeff3_t)
y_pred1 = T.concatenate([y_pred1, y_pred3], axis=1)
tupleMulti = tupleMulti + (theta_mu3_t, theta_sig3_t, coeff3_t,
y_pred3)
if (y_dim > 3):
theta_mu4_t = theta_mu4.fprop([theta_1_t], params)
theta_sig4_t = theta_sig4.fprop([theta_1_t], params)
coeff4_t = coeff4.fprop([theta_1_t], params)
y_pred4 = GMM_sampleY(theta_mu4_t, theta_sig4_t, coeff4_t)
y_pred1 = T.concatenate([y_pred1, y_pred4], axis=1)
tupleMulti = tupleMulti + (theta_mu4_t, theta_sig4_t, coeff4_t,
y_pred4)
if (y_dim > 4):
theta_mu5_t = theta_mu5.fprop([theta_1_t], params)
theta_sig5_t = theta_sig5.fprop([theta_1_t], params)
coeff5_t = coeff5.fprop([theta_1_t], params)
y_pred5 = GMM_sampleY(theta_mu5_t, theta_sig5_t, coeff5_t)
y_pred1 = T.concatenate([y_pred1, y_pred5], axis=1)
tupleMulti = tupleMulti + (theta_mu5_t, theta_sig5_t, coeff5_t,
y_pred5)
pred_1_t = y_1.fprop([y_pred1], params)
#y_pred = [GMM_sampleY(theta_mu_t[i], theta_sig_t[i], coeff_t[i]) for i in range(y_dim)]#T.stack([y_pred1,y_pred2],axis = 0 )
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return (s_t, ) + tupleMulti
#corr_temp, binary_temp
(restResults_val, updates_val) = theano.scan(fn=inner_fn_test,
sequences=[x_1_temp],
outputs_info=output_fn_val)
for k, v in updates_val.iteritems():
k.default_update = v
def inner_fn(x_t, y_t, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1, y_t], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(
phi_mu_t, phi_sig_t
) #in the original code it is gaussian. GMM is for the generation
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu1_t = theta_mu1.fprop([theta_1_t], params)
theta_sig1_t = theta_sig1.fprop([theta_1_t], params)
coeff1_t = coeff1.fprop([theta_1_t], params)
y_pred1 = GMM_sampleY(
theta_mu1_t, theta_sig1_t,
coeff1_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
tupleMulti = phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, theta_mu1_t, theta_sig1_t, coeff1_t, y_pred1
if (y_dim > 1):
theta_mu2_t = theta_mu2.fprop([theta_1_t], params)
theta_sig2_t = theta_sig2.fprop([theta_1_t], params)
coeff2_t = coeff2.fprop([theta_1_t], params)
y_pred2 = GMM_sampleY(theta_mu2_t, theta_sig2_t, coeff2_t)
tupleMulti = tupleMulti + (theta_mu2_t, theta_sig2_t, coeff2_t,
y_pred2)
if (y_dim > 2):
theta_mu3_t = theta_mu3.fprop([theta_1_t], params)
theta_sig3_t = theta_sig3.fprop([theta_1_t], params)
coeff3_t = coeff3.fprop([theta_1_t], params)
y_pred3 = GMM_sampleY(theta_mu3_t, theta_sig3_t, coeff3_t)
tupleMulti = tupleMulti + (theta_mu3_t, theta_sig3_t, coeff3_t,
y_pred3)
if (y_dim > 3):
theta_mu4_t = theta_mu4.fprop([theta_1_t], params)
theta_sig4_t = theta_sig4.fprop([theta_1_t], params)
coeff4_t = coeff4.fprop([theta_1_t], params)
y_pred4 = GMM_sampleY(theta_mu4_t, theta_sig4_t, coeff4_t)
tupleMulti = tupleMulti + (theta_mu4_t, theta_sig4_t, coeff4_t,
y_pred4)
if (y_dim > 4):
theta_mu5_t = theta_mu5.fprop([theta_1_t], params)
theta_sig5_t = theta_sig5.fprop([theta_1_t], params)
coeff5_t = coeff5.fprop([theta_1_t], params)
y_pred5 = GMM_sampleY(theta_mu5_t, theta_sig5_t, coeff5_t)
tupleMulti = tupleMulti + (theta_mu5_t, theta_sig5_t, coeff5_t,
y_pred5)
#y_pred = [GMM_sampleY(theta_mu_t[i], theta_sig_t[i], coeff_t[i]) for i in range(y_dim)]#T.stack([y_pred1,y_pred2],axis = 0 )
s_t = rnn.fprop([[x_t, z_1_t, y_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return (s_t, ) + tupleMulti
#corr_temp, binary_temp
(restResults, updates) = theano.scan(fn=inner_fn,
sequences=[x_1_temp, y_1_temp],
outputs_info=output_fn)
'''
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp,z_t_temp, z_1_temp, theta_1_temp,
theta_mu1_temp, theta_sig1_temp, coeff1_temp, theta_mu2_temp, theta_sig2_temp, coeff2_temp,
theta_mu3_temp, theta_sig3_temp, coeff3_temp, theta_mu4_temp, theta_sig4_temp, coeff4_temp,
theta_mu5_temp, theta_sig5_temp, coeff5_temp,
y_pred1_temp, y_pred2_temp, y_pred3_temp, y_pred4_temp, y_pred5_temp), updates) =\
theano.scan(fn=inner_fn,
sequences=[x_1_temp, y_1_temp],
outputs_info=[s_0, None, None, None, None, None, None, None, None,None, None, None,
None, None, None, None, None, None, None, None,
None, None, None, None, None, None, None, None])
'''
s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp, theta_mu1_temp, theta_sig1_temp, coeff1_temp, y_pred1_temp = restResults[:
9]
restResults = restResults[9:]
for k, v in updates.iteritems():
k.default_update = v
#s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu1_temp.name = 'theta_mu1'
theta_sig1_temp.name = 'theta_sig1'
coeff1_temp.name = 'coeff1'
y_pred1_temp.name = 'disaggregation1'
#[:,:,flgAgg].reshape((y.shape[0],y.shape[1],1)
mse1 = T.mean((y_pred1_temp - y[:, :, 0].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae1 = T.mean(
T.abs_(y_pred1_temp - y[:, :, 0].reshape((y.shape[0], y.shape[1], 1))))
mse1.name = 'mse1'
mae1.name = 'mae1'
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
y_shape = y.shape
#x_in = x.reshape((x_shape[0]*x_shape[1], -1))
y_in = y.reshape((y_shape[0] * y_shape[1], -1))
theta_mu1_in = theta_mu1_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig1_in = theta_sig1_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff1_in = coeff1_temp.reshape((x_shape[0] * x_shape[1], -1))
ddoutMSEA = []
ddoutYpreds = [y_pred1_temp]
indexSepDynamic = 6 # plus 1 for TOTAMSE
#totaMSE = T.copy(mse1)
mse2 = T.zeros((1, ))
mae2 = T.zeros((1, ))
mse3 = T.zeros((1, ))
mae3 = T.zeros((1, ))
mse4 = T.zeros((1, ))
mae4 = T.zeros((1, ))
mse5 = T.zeros((1, ))
mae5 = T.zeros((1, ))
if (y_dim > 1):
theta_mu2_temp, theta_sig2_temp, coeff2_temp, y_pred2_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu2_temp.name = 'theta_mu2'
theta_sig2_temp.name = 'theta_sig2'
coeff2_temp.name = 'coeff2'
y_pred2_temp.name = 'disaggregation2'
mse2 = T.mean((y_pred2_temp - y[:, :, 1].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae2 = T.mean(
T.abs_(y_pred2_temp -
y[:, :, 1].reshape((y.shape[0], y.shape[1], 1))))
mse2.name = 'mse2'
mae2.name = 'mae2'
theta_mu2_in = theta_mu2_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig2_in = theta_sig2_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff2_in = coeff2_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = theta_mu2_in, theta_sig2_in, coeff2_in
ddoutMSEA = ddoutMSEA + [mse2, mae2]
ddoutYpreds = ddoutYpreds + [y_pred2_temp]
#totaMSE+=mse2
indexSepDynamic += 2
if (y_dim > 2):
theta_mu3_temp, theta_sig3_temp, coeff3_temp, y_pred3_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu3_temp.name = 'theta_mu3'
theta_sig3_temp.name = 'theta_sig3'
coeff3_temp.name = 'coeff3'
y_pred3_temp.name = 'disaggregation3'
mse3 = T.mean((y_pred3_temp - y[:, :, 2].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae3 = T.mean(
T.abs_(y_pred3_temp -
y[:, :, 2].reshape((y.shape[0], y.shape[1], 1))))
mse3.name = 'mse3'
mae3.name = 'mae3'
theta_mu3_in = theta_mu3_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig3_in = theta_sig3_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff3_in = coeff3_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu3_in, theta_sig3_in, coeff3_in)
ddoutMSEA = ddoutMSEA + [mse3, mae3]
ddoutYpreds = ddoutYpreds + [y_pred3_temp]
#totaMSE+=mse3
indexSepDynamic += 2
if (y_dim > 3):
theta_mu4_temp, theta_sig4_temp, coeff4_temp, y_pred4_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu4_temp.name = 'theta_mu4'
theta_sig4_temp.name = 'theta_sig4'
coeff4_temp.name = 'coeff4'
y_pred4_temp.name = 'disaggregation4'
mse4 = T.mean((y_pred4_temp - y[:, :, 3].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae4 = T.mean(
T.abs_(y_pred4_temp -
y[:, :, 3].reshape((y.shape[0], y.shape[1], 1))))
mse4.name = 'mse4'
mae4.name = 'mae4'
theta_mu4_in = theta_mu4_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig4_in = theta_sig4_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff4_in = coeff4_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu4_in, theta_sig4_in, coeff4_in)
ddoutMSEA = ddoutMSEA + [mse4, mae4]
ddoutYpreds = ddoutYpreds + [y_pred4_temp]
#totaMSE+=mse4
indexSepDynamic += 2
if (y_dim > 4):
theta_mu5_temp, theta_sig5_temp, coeff5_temp, y_pred5_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu5_temp.name = 'theta_mu5'
theta_sig5_temp.name = 'theta_sig5'
coeff5_temp.name = 'coeff5'
y_pred5_temp.name = 'disaggregation5'
mse5 = T.mean((y_pred5_temp - y[:, :, 4].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae5 = T.mean(
T.abs_(y_pred5_temp -
y[:, :, 4].reshape((y.shape[0], y.shape[1], 1))))
mse5.name = 'mse5'
mae5.name = 'mae5'
theta_mu5_in = theta_mu5_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig5_in = theta_sig5_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff5_in = coeff5_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu5_in, theta_sig5_in, coeff5_in)
ddoutMSEA = ddoutMSEA + [mse5, mae5]
ddoutYpreds = ddoutYpreds + [y_pred5_temp]
#totaMSE+=mse5
indexSepDynamic += 2
totaMSE = (mse1 + mse2 + mse3 + mse4 + mse5) / y_dim
totaMSE.name = 'mse'
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
y_shape = y.shape
x_in = x.reshape((x_shape[0] * x_shape[1], -1))
y_in = y.reshape((y_shape[0] * y_shape[1], -1))
recon = GMMdisagMulti(
y_dim, y_in, theta_mu1_in, theta_sig1_in, coeff1_in, *argsGMM
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon.name = 'gmm_out'
'''
recon5 = GMM(y_in[:,4, None], theta_mu5_in, theta_sig5_in, coeff5_in)
recon5 = recon.reshape((x_shape[0], x_shape[1]))
'''
recon_term = recon.sum(axis=0).mean()
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
#kl_temp = kl_temp * mask
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
#nll_upper_bound_0 = recon_term + kl_term
#nll_upper_bound_0.name = 'nll_upper_bound_0'
if (flgMSE == 1):
nll_upper_bound = recon_term + kl_term + totaMSE
else:
nll_upper_bound = recon_term + kl_term
nll_upper_bound.name = 'nll_upper_bound'
######################## TEST (GENERATION) TIME
s_temp_val, prior_mu_temp_val, prior_sig_temp_val, \
theta_mu1_temp_val, theta_sig1_temp_val, coeff1_temp_val, y_pred1_temp_val = restResults_val[:7]
restResults_val = restResults_val[7:]
s_temp_val = concatenate(
[s_0[None, :, :], s_temp_val[:-1]], axis=0
) # seems like this is for creating an additional dimension to s_0
theta_mu1_temp_val.name = 'theta_mu1_val'
theta_sig1_temp_val.name = 'theta_sig1_val'
coeff1_temp_val.name = 'coeff1_val'
y_pred1_temp_val.name = 'disaggregation1_val'
#[:,:,flgAgg].reshape((y.shape[0],y.shape[1],1)
mse1_val = T.mean((y_pred1_temp_val - y[:, :, 0].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae1_val = T.mean(
T.abs_(y_pred1_temp_val -
y[:, :, 0].reshape((y.shape[0], y.shape[1], 1))))
#NEURALNILM #(sum_output - sum_target) / max(sum_output, sum_target))
totPred = T.sum(y_pred1_temp_val)
totReal = T.sum(y[:, :, 0])
relErr1_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned1_val = 1 - T.sum(
T.abs_(y_pred1_temp_val - y[:, :, 0].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
#y_unNormalize = (y[:,:,0] * reader.stdTraining[0]) + reader.meanTraining[0]
#y_pred1_temp_val = (y_pred1_temp_val * reader.stdTraining[0]) + reader.meanTraining[0]
#mse1_valUnNorm = T.mean((y_pred1_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae1_valUnNorm = T.mean( T.abs_(y_pred1_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))))
mse1_val.name = 'mse1_val'
mae1_val.name = 'mae1_val'
theta_mu1_in_val = theta_mu1_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig1_in_val = theta_sig1_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff1_in_val = coeff1_temp_val.reshape((x_shape[0] * x_shape[1], -1))
ddoutMSEA_val = []
ddoutYpreds_val = [y_pred1_temp_val]
totaMSE_val = mse1_val
totaMAE_val = mae1_val
indexSepDynamic_val = 5
prediction_val = y_pred1_temp_val
#Initializing values of mse and mae
mse2_val = T.zeros((1, ))
mae2_val = T.zeros((1, ))
mse3_val = T.zeros((1, ))
mae3_val = T.zeros((1, ))
mse4_val = T.zeros((1, ))
mae4_val = T.zeros((1, ))
mse5_val = T.zeros((1, ))
mae5_val = T.zeros((1, ))
relErr2_val = T.zeros((1, ))
relErr3_val = T.zeros((1, ))
relErr4_val = T.zeros((1, ))
relErr5_val = T.zeros((1, ))
propAssigned2_val = T.zeros((1, ))
propAssigned3_val = T.zeros((1, ))
propAssigned4_val = T.zeros((1, ))
propAssigned5_val = T.zeros((1, ))
if (y_dim > 1):
theta_mu2_temp_val, theta_sig2_temp_val, coeff2_temp_val, y_pred2_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu2_temp_val.name = 'theta_mu2_val'
theta_sig2_temp_val.name = 'theta_sig2_val'
coeff2_temp_val.name = 'coeff2_val'
y_pred2_temp_val.name = 'disaggregation2_val'
mse2_val = T.mean((y_pred2_temp_val - y[:, :, 1].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae2_val = T.mean(
T.abs_(y_pred2_temp_val -
y[:, :, 1].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred2_temp_val)
totReal = T.sum(y[:, :, 1])
relErr2_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned2_val = 1 - T.sum(
T.abs_(y_pred2_temp_val - y[:, :, 1].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse2_val.name = 'mse2_val'
mae2_val.name = 'mae2_val'
theta_mu2_in_val = theta_mu2_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig2_in_val = theta_sig2_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff2_in_val = coeff2_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = theta_mu2_in_val, theta_sig2_in_val, coeff2_in_val
ddoutMSEA_val = ddoutMSEA_val + [mse2_val, mae2_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred2_temp_val]
totaMSE_val += mse2_val
totaMAE_val += mae2_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred2_temp_val],
axis=2)
if (y_dim > 2):
theta_mu3_temp_val, theta_sig3_temp_val, coeff3_temp_val, y_pred3_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu3_temp_val.name = 'theta_mu3_val'
theta_sig3_temp_val.name = 'theta_sig3_val'
coeff3_temp_val.name = 'coeff3_val'
y_pred3_temp_val.name = 'disaggregation3_val'
mse3_val = T.mean((y_pred3_temp_val - y[:, :, 2].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae3_val = T.mean(
T.abs_(y_pred3_temp_val -
y[:, :, 2].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred3_temp_val)
totReal = T.sum(y[:, :, 2])
relErr3_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned3_val = 1 - T.sum(
T.abs_(y_pred3_temp_val - y[:, :, 2].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse3_val.name = 'mse3_val'
mae3_val.name = 'mae3_val'
theta_mu3_in_val = theta_mu3_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig3_in_val = theta_sig3_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff3_in_val = coeff3_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu3_in_val, theta_sig3_in_val,
coeff3_in_val)
ddoutMSEA_val = ddoutMSEA_val + [mse3_val, mae3_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred3_temp_val]
totaMSE_val += mse3_val
totaMAE_val += mae3_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred3_temp_val],
axis=2)
if (y_dim > 3):
theta_mu4_temp_val, theta_sig4_temp_val, coeff4_temp_val, y_pred4_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu4_temp_val.name = 'theta_mu4_val'
theta_sig4_temp_val.name = 'theta_sig4_val'
coeff4_temp_val.name = 'coeff4_val'
y_pred4_temp_val.name = 'disaggregation4_val'
mse4_val = T.mean((y_pred4_temp_val - y[:, :, 3].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae4_val = T.mean(
T.abs_(y_pred4_temp_val -
y[:, :, 3].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred4_temp_val)
totReal = T.sum(y[:, :, 3])
relErr4_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned4_val = 1 - T.sum(
T.abs_(y_pred4_temp_val - y[:, :, 3].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse4_val.name = 'mse4_val'
mae4_val.name = 'mae4_val'
theta_mu4_in_val = theta_mu4_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig4_in_val = theta_sig4_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff4_in_val = coeff4_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu4_in_val, theta_sig4_in_val,
coeff4_in_val)
ddoutMSEA_val = ddoutMSEA_val + [mse4_val, mae4_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred4_temp_val]
totaMSE_val += mse4_val
totaMAE_val += mae4_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred4_temp_val],
axis=2)
if (y_dim > 4):
theta_mu5_temp_val, theta_sig5_temp_val, coeff5_temp_val, y_pred5_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu5_temp_val.name = 'theta_mu5_val'
theta_sig5_temp_val.name = 'theta_sig5_val'
coeff5_temp_val.name = 'coeff5_val'
y_pred5_temp_val.name = 'disaggregation5_val'
mse5_val = T.mean((y_pred5_temp_val - y[:, :, 4].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae5_val = T.mean(
T.abs_(y_pred5_temp_val -
y[:, :, 4].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred5_temp_val)
totReal = T.sum(y[:, :, 4])
relErr5_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned5_val = 1 - T.sum(
T.abs_(y_pred5_temp_val - y[:, :, 4].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse5_val.name = 'mse5_val'
mae5_val.name = 'mae5_val'
theta_mu5_in_val = theta_mu5_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig5_in_val = theta_sig5_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff5_in_val = coeff5_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu5_in_val, theta_sig5_in_val,
coeff5_in_val)
ddoutMSEA_val = ddoutMSEA_val + [mse5_val, mae5_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred5_temp_val]
totaMSE_val += mse5_val
totaMAE_val += mae5_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred5_temp_val],
axis=2)
recon_val = GMMdisagMulti(
y_dim, y_in, theta_mu1_in_val, theta_sig1_in_val, coeff1_in_val,
*argsGMM_val
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out'
totaMSE_val = totaMSE_val / y_dim
totaMAE_val = totaMAE_val / y_dim
'''
recon5 = GMM(y_in[:,4, None], theta_mu5_in, theta_sig5_in, coeff5_in)
recon5 = recon.reshape((x_shape[0], x_shape[1]))
'''
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term'
######################
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(
freq=monitoring_freq,
ddout=[nll_upper_bound, recon_term, totaMSE, kl_term, mse1, mae1] +
ddoutMSEA + ddoutYpreds,
indexSep=indexSepDynamic,
indexDDoutPlot=[13], # adding indexes of ddout for the plotting
#, (6,y_pred_temp)
instancesPlot=instancesPlot, #0-150
data=[Iterator(valid_data, batch_size)],
savedFolder=save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
lr_iterations = {0: lr}
'''
mainloop = Training(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[nll_upper_bound],
n_steps = n_steps,
extension=extension,
lr_iterations=lr_iterations
)
'''
mainloop.restore(name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[nll_upper_bound],
n_steps=n_steps,
extension=extension,
lr_iterations=lr_iterations)
mainloop.run()
data = Iterator(test_data, batch_size)
test_fn = theano.function(
inputs=[x, y], #[x, y],
#givens={x:Xtest},
#on_unused_input='ignore',
#z=( ,200,1)
allow_input_downcast=True,
outputs=[
prediction_val, recon_term_val, totaMSE_val, totaMAE_val, mse1_val,
mse2_val, mse3_val, mse4_val, mse5_val, mae1_val, mae2_val,
mae3_val, mae4_val, mae5_val, relErr1_val, relErr2_val,
relErr3_val, relErr4_val, relErr5_val, propAssigned1_val,
propAssigned2_val, propAssigned3_val, propAssigned4_val,
propAssigned5_val
] #prediction_val, mse_val, mae_val
,
updates=
updates_val #, allow_input_downcast=True, on_unused_input='ignore'
)
testOutput = []
testMetrics2 = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2])
testOutput.append(outputGeneration[1:14])
testMetrics2.append(outputGeneration[14:])
#{0:[4,20], 2:[5,10]}
#if (numBatchTest==0):
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0],
[1, 0, 2])[4]) #ORIGINAL 1,0,2
plt.savefig(save_path +
"/vrnn_dis_generated{}_Pred_0-4".format(numBatchTest))
plt.clf()
plt.figure(2)
plt.plot(np.transpose(batch[2], [1, 0, 2])[4])
plt.savefig(save_path +
"/vrnn_dis_generated{}_RealDisag_0-4".format(numBatchTest))
plt.clf()
plt.figure(3)
plt.plot(np.transpose(batch[0], [1, 0, 2])[4]) #ORIGINAL 1,0,2
plt.savefig(save_path +
"/vrnn_dis_generated{}_Realagg_0-4".format(numBatchTest))
plt.clf()
numBatchTest += 1
testOutput = np.asarray(testOutput)
testMetrics2 = np.asarray(testMetrics2)
print(testOutput.shape)
print(testMetrics2.shape)
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
mse1_test = testOutput[:, 3].mean()
mae1_test = testOutput[:, 8].mean()
mse2_test = testOutput[:, 4].mean()
mae2_test = testOutput[:, 9].mean()
mse3_test = testOutput[:, 5].mean()
mae3_test = testOutput[:, 10].mean()
mse4_test = testOutput[:, 6].mean()
mae4_test = testOutput[:, 11].mean()
mse5_test = testOutput[:, 7].mean()
mae5_test = testOutput[:, 12].mean()
relErr1_test = testMetrics2[:, 0].mean()
relErr2_test = testMetrics2[:, 1].mean()
relErr3_test = testMetrics2[:, 2].mean()
relErr4_test = testMetrics2[:, 3].mean()
relErr5_test = testMetrics2[:, 4].mean()
propAssigned1_test = testMetrics2[:, 5].mean()
propAssigned2_test = testMetrics2[:, 6].mean()
propAssigned3_test = testMetrics2[:, 7].mean()
propAssigned4_test = testMetrics2[:, 8].mean()
propAssigned5_test = testMetrics2[:, 9].mean()
fLog = open(save_path + '/output.csv', 'w')
fLog.write(str(lr_iterations) + "\n")
fLog.write(str(appliances) + "\n")
fLog.write(str(windows) + "\n")
fLog.write(
"logTest,mse1_test,mse2_test,mse3_test,mse4_test,mse5_test,mae1_test,mae2_test,mae3_test,mae4_test,mae5_test,mseTest,maeTest\n"
)
fLog.write("{},{},{},{},{},{},{},{},{},{},{},{},{}\n\n".format(
recon_test, mse1_test, mse2_test, mse3_test, mse4_test, mse5_test,
mae1_test, mae2_test, mae3_test, mae4_test, mae5_test, mse_test,
mae_test))
fLog.write(
"relErr1,relErr2,relErr3,relErr4,relErr5,propAssigned1,propAssigned2,propAssigned3,propAssigned4,propAssigned5\n"
)
fLog.write("{},{},{},{},{},{},{},{},{},{}\n".format(
relErr1_test, relErr2_test, relErr3_test, relErr4_test, relErr5_test,
propAssigned1_test, propAssigned2_test, propAssigned3_test,
propAssigned4_test, propAssigned5_test))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
y2s_dim, z2s_dim))
fLog.write(
"epoch,log,kl,mse1,mse2,mse3,mse4,mse5,mae1,mae2,mae3,mae4,mae5\n")
for i, item in enumerate(mainloop.trainlog.monitor['nll_upper_bound']):
d, e, f, g, j, k, l, m = 0, 0, 0, 0, 0, 0, 0, 0
ep = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
c = mainloop.trainlog.monitor['mse1'][i]
h = mainloop.trainlog.monitor['mae1'][i]
if (y_dim > 1):
d = mainloop.trainlog.monitor['mse2'][i]
j = mainloop.trainlog.monitor['mae2'][i]
if (y_dim > 2):
e = mainloop.trainlog.monitor['mse3'][i]
k = mainloop.trainlog.monitor['mae3'][i]
if (y_dim > 3):
f = mainloop.trainlog.monitor['mse4'][i]
l = mainloop.trainlog.monitor['mae4'][i]
if (y_dim > 4):
g = mainloop.trainlog.monitor['mse5'][i]
m = mainloop.trainlog.monitor['mae5'][i]
fLog.write(
"{:d},{:.2f},{:.2f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f}\n"
.format(ep, a, b, c, d, e, f, g, h, j, k, l, m))
f = open(save_path + '/outputRealGeneration.pkl', 'wb')
pickle.dump(outputGeneration, f, -1)
f.close()
def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
#pkl_name = 'dp_dis1-nosch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/gmm/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
testRef_file = args['testRef_file']
flgMSE = int(args['flgMSE'])
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps # int(args['stride_test'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
flgAgg = int(args['flgAgg'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
typeLoad = int(args['typeLoad'])
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
clipped = int(args['clipped'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "Reading pkl file '%s'" % testRef_file
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 150 #250
x2s_dim = 100 #250
y2s_dim = 100
z2s_dim = 100 #150
target_dim = k #x_dim #(x_dim-1)*k
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(
data_path,
windows,
appliances,
numApps=flgAgg,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
trainPer=0.6,
valPer=0.2,
testPer=0.2,
typeLoad=typeLoad,
flgAggSumScaled=1,
flgFilterZeros=1)
print(reader.stdTrain, reader.meanTrain)
instancesPlot = {
0: [4],
2: [5]
} #for now use hard coded instancesPlot for kelly sampling
train_data = Dataport(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels=yval)
test_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels=ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = test_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
fmodel = open(testRef_file, 'rb')
mainloop = cPickle.load(fmodel)
fmodel.close()
#define layers
rnn = mainloop.model.nodes[0]
x_1 = mainloop.model.nodes[1]
y_1 = mainloop.model.nodes[2]
z_1 = mainloop.model.nodes[3]
phi_1 = mainloop.model.nodes[4]
phi_mu = mainloop.model.nodes[5]
phi_sig = mainloop.model.nodes[6]
prior_1 = mainloop.model.nodes[7]
prior_mu = mainloop.model.nodes[8]
prior_sig = mainloop.model.nodes[9]
theta_1 = mainloop.model.nodes[10]
theta_mu = mainloop.model.nodes[11]
theta_sig = mainloop.model.nodes[12]
coeff = mainloop.model.nodes[13]
nodes = [
rnn,
x_1,
y_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu,
theta_sig,
coeff
] #, corr, binary
params = mainloop.model.params
"""params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)"""
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
def inner_fn_val(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(prior_mu_t, prior_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
pred_t = GMM_sample(theta_mu_t, theta_sig_t,
coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
pred_1_t = y_1.fprop([pred_t], params)
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, prior_mu_t, prior_sig_t, theta_mu_t, theta_sig_t, coeff_t, pred_t #, y_pred
#corr_temp, binary_temp
((s_temp_val, prior_mu_temp_val, prior_sig_temp_val, theta_mu_temp_val, theta_sig_temp_val, coeff_temp_val, prediction_val), updates_val) =\
theano.scan(fn=inner_fn_val,
sequences=[x_1_temp],
outputs_info=[s_0, None, None, None, None, None, None])
for k, v in updates_val.iteritems():
k.default_update = v
s_temp_val = concatenate([s_0[None, :, :], s_temp_val[:-1]], axis=0)
x_shape = x.shape
######################## TEST (GENERATION) TIME
prediction_val = T.clip(prediction_val, 0.0, np.inf)
prediction_val.name = 'generated__' + str(flgAgg)
mse_val = T.mean(
(prediction_val - y)**2) # As axis = None is calculated for all
mae_val = T.mean(T.abs_(prediction_val - y))
mse_val.name = 'mse_val'
mae_val.name = 'mae_val'
pred_in_val = y.reshape((y.shape[0] * y.shape[1], -1))
theta_mu_in_val = theta_mu_temp_val.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in_val = theta_sig_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff_in_val = coeff_temp_val.reshape((x_shape[0] * x_shape[1], -1))
recon_val = GMM(
pred_in_val, theta_mu_in_val, theta_sig_in_val, coeff_in_val
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out_val'
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term_val'
data = Iterator(test_data, batch_size)
test_fn = theano.function(
inputs=[x, y], #[x, y],
allow_input_downcast=True,
outputs=[
prediction_val, theta_mu_in_val, theta_sig_in_val, coeff_in_val,
recon_term_val
] #prediction_val, mse_val, mae_val
,
updates=
updates_val #, allow_input_downcast=True, on_unused_input='ignore'
)
testOutput = []
bestInstsancesPred = []
bestInstsancesDisa = []
bestInstsancesAggr = []
numBatchTest = 0
for batch in data:
#, recon_term_val, mse_val, mae_val
x_test, y_test = batch[0], batch[2]
outputGeneration = test_fn(x_test, y_test) #(20, 220, 1)
#testOutput.append(outputGeneration[1:])
# outputGeneration[0].shape #(20, 220, 40)
if (clipped == 1):
prediction_test = outputGeneration[0].clip(min=0)
theta_mu_test = outputGeneration[1]
theta_sig_test = outputGeneration[2]
coeff_in_test = outputGeneration[3]
realAggTest = np.transpose(x_test, [1, 0, 2])
realDisagTest = np.transpose(
y_test, [1, 0, 2]) # because y_test already transformed
prediction_test = np.transpose(prediction_test, [1, 0, 2])
### test loglike
y_test = y_test.reshape((y_test.shape[0] * y_test.shape[1], -1))
recon_test = GMM_outside(
y_test, theta_mu_test, theta_sig_test, coeff_in_test
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_test = recon_test.reshape((x_test.shape[0], x_test.shape[1]))
recon_term_test = recon_test.sum(axis=0).mean()
## test mse - mae
mse_test = np.mean(
(prediction_test -
realDisagTest)**2) # As axis = None is calculated for all
mae_test = np.mean(np.absolute(prediction_test - realDisagTest))
testOutput.append(
(recon_term_test, mse_test, mae_test, outputGeneration[4]))
batchMae_test = np.mean(np.absolute(prediction_test - realDisagTest),
axis=(1, 2))
idxMin = np.argmin(batchMae_test)
for idx in np.asarray(idxMin).reshape(1, -1)[0, :]:
plt.figure(1)
plt.plot(prediction_test[idx])
plt.plot(realDisagTest[idx])
plt.legend(["Predicted", "Real"])
plt.savefig(
save_path +
"/vrnn_dis1_test-b{}_Pred-Real_0-{}".format(numBatchTest, idx))
plt.clf()
plt.figure(3)
plt.plot(np.transpose(batch[0], [1, 0, 2])[idx])
plt.savefig(
save_path +
"/vrnn_dis1_test-b{}_RealAgg_0-{}".format(numBatchTest, idx))
plt.clf()
bestInstsancesPred.append(prediction_test[idx])
bestInstsancesDisa.append(realDisagTest[idx])
bestInstsancesAggr.append(realAggTest[idx])
numBatchTest += 1
testOutput = np.asarray(testOutput)
recon_testOutside = np.mean(testOutput[:, 0])
mse_test = np.mean(testOutput[:, 1])
mae_test = np.mean(testOutput[:, 2])
recon_testInside = np.mean(testOutput[:, 3])
#mseUnNorm_test = testOutput[:, 3].mean()
#maeUnNorm_test = testOutput[:, 4].mean()
fLog = open(save_path + '/output_test.csv', 'w')
fLog.write(str(windows) + "\n")
fLog.write(
"logTestOutside,logTestInside,mseTest,maeTest, mseTestUnNorm, maeTestUnNorm\n"
)
fLog.write("{},{},{},{}\n".format(recon_testOutside, recon_testInside,
mse_test, mae_test))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
y2s_dim, z2s_dim))
def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'dp_dis1-nosch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args['save_path'] #+'/gmm/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
flgMSE = int(args['flgMSE'])
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps# int(args['stride_test'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
flgAgg = int(args['flgAgg'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
typeLoad = int(args['typeLoad'])
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 150#250
x2s_dim = 100#250
y2s_dim = 100
z2s_dim = 100#150
target_dim = k#x_dim #(x_dim-1)*k
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(data_path, windows, appliances,numApps=flgAgg, period=period,
n_steps= n_steps, stride_train = stride_train, stride_test = stride_test,
trainPer=0.6, valPer=0.2, testPer=0.2, typeLoad=typeLoad,
flgAggSumScaled = 1, flgFilterZeros = 1)
print(reader.stdTrain, reader.meanTrain)
instancesPlot = {0:[4], 2:[5]} #for now use hard coded instancesPlot for kelly sampling
train_data = Dataport(name='train',
prep='normalize',
cond=True,# False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(name='valid',
prep='normalize',
cond=True,# False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels = yval)
test_data = Dataport(name='valid',
prep='normalize',
cond=True,# False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels = ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y , y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
pickelModel = '/home/gissella/Documents/Research/Disaggregation/PecanStreet-dataport/VRNN_theano_version/output/gmmAE/18-05-30_16-27_app6/dp_dis1-sch_1_best.pkl'
fmodel = open(pickelModel, 'rb')
mainloop = cPickle.load(fmodel)
fmodel.close()
#define layers
rnn = mainloop.model.nodes[0]
x_1 = mainloop.model.nodes[1]
y_1 = mainloop.model.nodes[2]
z_1 = mainloop.model.nodes[3]
phi_1 = mainloop.model.nodes[4]
phi_mu = mainloop.model.nodes[5]
phi_sig = mainloop.model.nodes[6]
prior_1 = mainloop.model.nodes[7]
prior_mu = mainloop.model.nodes[8]
prior_sig = mainloop.model.nodes[9]
theta_1 = mainloop.model.nodes[10]
theta_mu = mainloop.model.nodes[11]
theta_sig = mainloop.model.nodes[12]
coeff = mainloop.model.nodes[13]
nodes = [rnn,
x_1, y_1, z_1, #dissag_pred,
phi_1, phi_mu, phi_sig,
prior_1, prior_mu, prior_sig,
theta_1, theta_mu, theta_sig, coeff]#, corr, binary
params = mainloop.model.params
"""params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)"""
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
def inner_fn_val(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t,s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(prior_mu_t, prior_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
pred_t = GMM_sample(theta_mu_t, theta_sig_t, coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
pred_1_t = y_1.fprop([pred_t], params)
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, prior_mu_t, prior_sig_t, theta_mu_t, theta_sig_t, coeff_t, pred_t#, y_pred
#corr_temp, binary_temp
((s_temp_val, prior_mu_temp_val, prior_sig_temp_val, theta_mu_temp_val, theta_sig_temp_val, coeff_temp_val, prediction_val), updates_val) =\
theano.scan(fn=inner_fn_val,
sequences=[x_1_temp],
outputs_info=[s_0, None, None, None, None, None, None])
for k, v in updates_val.iteritems():
k.default_update = v
s_temp_val = concatenate([s_0[None, :, :], s_temp_val[:-1]], axis=0)
x_shape = x.shape
######################## TEST (GENERATION) TIME
prediction_val.name = 'generated__'+str(flgAgg)
mse_val = T.mean((prediction_val - y)**2) # As axis = None is calculated for all
mae_val = T.mean( T.abs_(prediction_val - y) )
mse_val.name = 'mse_val'
mae_val.name = 'mae_val'
pred_in_val = y.reshape((y.shape[0]*y.shape[1],-1))
theta_mu_in_val = theta_mu_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig_in_val = theta_sig_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff_in_val = coeff_temp_val.reshape((x_shape[0]*x_shape[1], -1))
recon_val = GMM(pred_in_val, theta_mu_in_val, theta_sig_in_val, coeff_in_val)# BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out_val'
recon_term_val= recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term_val'
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
data=Iterator(test_data, batch_size)
test_fn = theano.function(inputs=[x, y],#[x, y],
allow_input_downcast=True,
outputs=[prediction_val, recon_term_val, mse_val, mae_val]#prediction_val, mse_val, mae_val
,updates=updates_val#, allow_input_downcast=True, on_unused_input='ignore'
)
testOutput = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2])#(20, 220, 1)
testOutput.append(outputGeneration[1:])
# outputGeneration[0].shape #(20, 220, 40)
#if (numBatchTest<5):
'''
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_z_0-4".format(numBatchTest))
plt.clf()
plt.figure(2)
plt.plot(np.transpose(outputGeneration[1],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_s_0-4".format(numBatchTest))
plt.clf()
plt.figure(3)
plt.plot(np.transpose(outputGeneration[2],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_theta_0-4".format(numBatchTest))
plt.clf()
'''
plt.figure(4)
plt.plot(np.transpose(outputGeneration[0],[1,0,2])[4])
plt.plot(np.transpose(batch[2],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_RealAndPred_0-4".format(numBatchTest))
plt.clf()
plt.figure(4)
plt.plot(np.transpose(batch[0],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_Realagg_0-4".format(numBatchTest))
plt.clf()
numBatchTest+=1
testOutput = np.asarray(testOutput)
print(testOutput.shape)
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
#mseUnNorm_test = testOutput[:, 3].mean()
#maeUnNorm_test = testOutput[:, 4].mean()
fLog = open(save_path+'/output.csv', 'w')
fLog.write(str(lr_iterations)+"\n")
fLog.write(str(windows)+"\n")
fLog.write("logTest,mseTest,maeTest, mseTestUnNorm, maeTestUnNorm\n")
fLog.write("{},{},{}\n".format(recon_test,mse_test,mae_test))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim))
header = "epoch,log,kl,mse,mae\n"
fLog.write(header)
for i , item in enumerate(mainloop.trainlog.monitor['recon_term']):
f = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
d = mainloop.trainlog.monitor['mse'][i]
e = mainloop.trainlog.monitor['mae'][i]
fLog.write("{:d},{:.2f},{:.2f},{:.3f},{:.3f}\n".format(f,a,b,d,e))
def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'dp_dis1-nosch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/gmm/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
flgMSE = int(args['flgMSE'])
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps # int(args['stride_test'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
flgAgg = int(args['flgAgg'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
typeLoad = int(args['typeLoad'])
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
typeActivFunc = args['typeActivFunc']
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 150 #250
x2s_dim = 100 #250
y2s_dim = 100
z2s_dim = 100 #150
target_dim = k #x_dim #(x_dim-1)*k
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(
data_path,
windows,
appliances,
numApps=flgAgg,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
trainPer=0.6,
valPer=0.2,
testPer=0.2,
typeLoad=typeLoad,
flgAggSumScaled=1,
flgFilterZeros=1)
print(reader.stdTrain, reader.meanTrain)
instancesPlot = {
0: [4],
2: [5]
} #for now use hard coded instancesPlot for kelly sampling
train_data = Dataport(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels=yval)
test_data = Dataport(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels=ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
y_1 = FullyConnectedLayer(name='y_1',
parent=['y_t'],
parent_dim=[y_dim],
nout=y2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
rnn = LSTM(name='rnn',
parent=['x_1', 'z_1', 'y_1'],
parent_dim=[x2s_dim, z2s_dim, y_dim],
nout=rnn_dim,
unit='tanh',
init_W=init_W,
init_U=init_U,
init_b=init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1', 'y_1'],
parent_dim=[x2s_dim, rnn_dim, y2s_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['x_1', 's_tm1'],
parent_dim=[x2s_dim, rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu = FullyConnectedLayer(name='theta_mu',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit=typeActivFunc,
init_W=init_W,
init_b=init_b)
theta_sig = FullyConnectedLayer(name='theta_sig',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff = FullyConnectedLayer(name='coeff',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
corr = FullyConnectedLayer(name='corr',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='tanh',
init_W=init_W,
init_b=init_b)
binary = FullyConnectedLayer(name='binary',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='sigmoid',
init_W=init_W,
init_b=init_b)
nodes = [
rnn,
x_1,
y_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu,
theta_sig,
coeff
] #, corr, binary
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
def inner_fn_train(x_t, y_t, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1, y_t], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(phi_mu_t, phi_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
#corr_t = corr.fprop([theta_1_t], params)
#binary_t = binary.fprop([theta_1_t], params)
pred = GMM_sample(theta_mu_t, theta_sig_t,
coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
s_t = rnn.fprop([[x_t, z_1_t, y_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, theta_mu_t, theta_sig_t, coeff_t, pred #, y_pred
#corr_temp, binary_temp
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp, theta_mu_temp, theta_sig_temp, coeff_temp, prediction), updates) =\
theano.scan(fn=inner_fn_train,
sequences=[x_1_temp, y_1_temp],
outputs_info=[s_0, None, None, None, None, None, None, None, None])
for k, v in updates.iteritems():
k.default_update = v
#s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu_temp.name = 'theta_mu_temp'
theta_sig_temp.name = 'theta_sig_temp'
coeff_temp.name = 'coeff'
if (flgAgg == -1):
prediction.name = 'x_reconstructed'
mse = T.mean((prediction - x)**2) # CHECK RESHAPE with an assertion
mae = T.mean(T.abs(prediction - x))
mse.name = 'mse'
pred_in = x.reshape((x_shape[0] * x_shape[1], -1))
else:
prediction.name = 'pred_' + str(flgAgg)
mse = T.mean(
(prediction - y)**2) # As axis = None is calculated for all
mae = T.mean(T.abs_(prediction - y))
mse.name = 'mse'
mae.name = 'mae'
pred_in = y.reshape((y.shape[0] * y.shape[1], -1))
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
theta_mu_in = theta_mu_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig_in = theta_sig_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff_in = coeff_temp.reshape((x_shape[0] * x_shape[1], -1))
#corr_in = corr_temp.reshape((x_shape[0]*x_shape[1], -1))
#binary_in = binary_temp.reshape((x_shape[0]*x_shape[1], -1))
recon = GMM(
pred_in, theta_mu_in, theta_sig_in, coeff_in
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon.name = 'gmm_out'
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
nll_upper_bound = recon_term + kl_term #+ mse
if (flgMSE):
nll_upper_bound = nll_upper_bound + mse
nll_upper_bound.name = 'nll_upper_bound'
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(
freq=monitoring_freq,
ddout=[
nll_upper_bound, recon_term, kl_term, mse, mae, theta_mu_temp,
prediction
],
indexSep=5,
instancesPlot=instancesPlot, #{0:[4,20],2:[5,10]},#, 80,150
data=[Iterator(valid_data, batch_size)],
savedFolder=save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
lr_iterations = {0: lr}
mainloop = Training(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[recon_term, kl_term, nll_upper_bound, mse, mae],
n_steps=n_steps,
extension=extension,
lr_iterations=lr_iterations,
k_speedOfconvergence=kSchedSamp)
mainloop.run()
fLog = open(save_path + '/output.csv', 'w')
fLog.write(str(lr_iterations) + "\n")
fLog.write(str(windows) + "\n")
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
y2s_dim, z2s_dim))
header = "epoch,log,kl,mse,mae\n"
fLog.write(header)
for i, item in enumerate(mainloop.trainlog.monitor['recon_term']):
f = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
d = mainloop.trainlog.monitor['mse'][i]
e = mainloop.trainlog.monitor['mae'][i]
fLog.write("{:d},{:.2f},{:.2f},{:.3f},{:.3f}\n".format(f, a, b, d, e))
def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'dp_dis1-sch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args['save_path'] #+'/gmm/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
flgMSE = int(args['flgMSE'])
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps# int(args['stride_test'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
flgAgg = int(args['flgAgg'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
typeLoad = int(args['typeLoad'])
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
q_z_dim = 150
p_z_dim = 150
p_x_dim = 150#250
x2s_dim = 100#250
y2s_dim = 100
z2s_dim = 100#150
target_dim = k#x_dim #(x_dim-1)*k
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_dataport(data_path, windows, appliances,numApps=flgAgg, period=period,
n_steps= n_steps, stride_train = stride_train, stride_test = stride_test,
trainPer=0.6, valPer=0.2, testPer=0.2, typeLoad=typeLoad,
flgAggSumScaled = 1, flgFilterZeros = 1)
print(reader.stdTrain, reader.meanTrain)
instancesPlot = {0:[4], 2:[10]} #for now use hard coded instancesPlot for kelly sampling
train_data = Dataport(name='train',
prep='normalize',
cond=True,# False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Dataport(name='valid',
prep='normalize',
cond=True,# False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels = yval)
test_data = Dataport(name='valid',
prep='normalize',
cond=True,# False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels = ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y , y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
fmodel = open('dp_dis1-sch_1_best.pkl', 'rb')
mainloop = cPickle.load(fmodel)
fmodel.close()
#attrs = vars(mainloop)
#print ', '.join("%s: %s" % item for item in attrs.items())
"""names = [x.name for x in mainloop.model.nodes]
print(names)
print(mainloop.model.nodes)"""
#define layers
rnn = mainloop.model.nodes[0]
x_1 = mainloop.model.nodes[1]
y_1 = mainloop.model.nodes[2]
z_1 = mainloop.model.nodes[3]
phi_1 = mainloop.model.nodes[4]
phi_mu = mainloop.model.nodes[5]
phi_sig = mainloop.model.nodes[6]
prior_1 = mainloop.model.nodes[7]
prior_mu = mainloop.model.nodes[8]
prior_sig = mainloop.model.nodes[9]
theta_1 = mainloop.model.nodes[10]
theta_mu = mainloop.model.nodes[11]
theta_sig = mainloop.model.nodes[12]
coeff = mainloop.model.nodes[13]
nodes = [rnn,
x_1, y_1, z_1, #dissag_pred,
phi_1, phi_mu, phi_sig,
prior_1, prior_mu, prior_sig,
theta_1, theta_mu, theta_sig, coeff]#, corr, binary
params = mainloop.model.params
"""params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())"""
#params = init_tparams(params)
"""OrderedDict([('W_x_1__rnn', W_x_1__rnn), ('W_z_1__rnn', W_z_1__rnn), ('W_y_1__rnn', W_y_1__rnn),
('U_rnn__rnn', U_rnn__rnn), ('b_rnn', b_rnn), ('W_x_t__x_1', W_x_t__x_1), ('b_x_1', b_x_1),
('W_y_t__y_1', W_y_t__y_1), ('b_y_1', b_y_1), ('W_z_t__z_1', W_z_t__z_1), ('b_z_1', b_z_1),
('W_x_1__phi_1', W_x_1__phi_1), ('W_s_tm1__phi_1', W_s_tm1__phi_1), ('W_y_1__phi_1', W_y_1__phi_1),
('b_phi_1', b_phi_1), ('W_phi_1__phi_mu', W_phi_1__phi_mu), ('b_phi_mu', b_phi_mu),
('W_phi_1__phi_sig', W_phi_1__phi_sig), ('b_phi_sig', b_phi_sig), ('W_x_1__prior_1', W_x_1__prior_1),
('W_s_tm1__prior_1', W_s_tm1__prior_1), ('b_prior_1', b_prior_1), ('W_prior_1__prior_mu', W_prior_1__prior_mu),
('b_prior_mu', b_prior_mu), ('W_prior_1__prior_sig', W_prior_1__prior_sig), ('b_prior_sig', b_prior_sig),
('W_z_1__theta_1', W_z_1__theta_1), ('W_s_tm1__theta_1', W_s_tm1__theta_1), ('b_theta_1', b_theta_1),
('W_theta_1__theta_mu', W_theta_1__theta_mu), ('b_theta_mu', b_theta_mu), ('W_theta_1__theta_sig', W_theta_1__theta_sig),
('b_theta_sig', b_theta_sig), ('W_theta_1__coeff', W_theta_1__coeff), ('b_coeff', b_coeff)])"""
"""w1 = params['W_x_1__rnn']
w2 = params['W_phi_1__phi_sig']
w3 = params['W_theta_1__coeff']
print("Initialized W matricies:")
print("W1:",w1.get_value())
print("W2:",w2.get_value())
print("W3:",w3.get_value())
print("\n\n--------------------------------\n\n")"""
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
def inner_fn_val(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t,s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(prior_mu_t, prior_sig_t)
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu_t = theta_mu.fprop([theta_1_t], params)
theta_sig_t = theta_sig.fprop([theta_1_t], params)
coeff_t = coeff.fprop([theta_1_t], params)
pred_t = GMM_sample(theta_mu_t, theta_sig_t, coeff_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
pred_1_t = y_1.fprop([pred_t], params)
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return s_t, prior_mu_t, prior_sig_t, theta_mu_t, theta_sig_t, coeff_t, pred_t#, y_pred
#corr_temp, binary_temp
((s_temp_val, prior_mu_temp_val, prior_sig_temp_val, theta_mu_temp_val, theta_sig_temp_val, coeff_temp_val, prediction_val), updates_val) =\
theano.scan(fn=inner_fn_val,
sequences=[x_1_temp],
outputs_info=[s_0, None, None, None, None, None, None])
for k, v in updates_val.iteritems():
k.default_update = v
s_temp_val = concatenate([s_0[None, :, :], s_temp_val[:-1]], axis=0)
x_shape = x.shape
######################## TEST (GENERATION) TIME
prediction_val.name = 'generated__'+str(flgAgg)
mse_val = T.mean((prediction_val - y)**2) # As axis = None is calculated for all
mae_val = T.mean( T.abs_(prediction_val - y) )
mse_val.name = 'mse_val'
mae_val.name = 'mae_val'
pred_in_val = y.reshape((y.shape[0]*y.shape[1],-1))
theta_mu_in_val = theta_mu_temp_val.reshape((x_shape[0]*x_shape[1], -1))
theta_sig_in_val = theta_sig_temp_val.reshape((x_shape[0]*x_shape[1], -1))
coeff_in_val = coeff_temp_val.reshape((x_shape[0]*x_shape[1], -1))
recon_val = GMM(pred_in_val, theta_mu_in_val, theta_sig_in_val, coeff_in_val)# BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out_val'
recon_term_val= recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term_val'
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(
lr=lr
)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(freq=monitoring_freq,
#ddout=[nll_upper_bound, recon_term, kl_term, mse, mae, prediction],
indexSep=5,
instancesPlot = instancesPlot, #{0:[4,20],2:[5,10]},#, 80,150
data=[Iterator(valid_data, batch_size)],
savedFolder = save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq, path=save_path, channel=channel_name),
WeightNorm()
]
"""params = OrderedDict()
for node in mainloop.model.nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)"""
""" w11 = params['W_x_1__rnn']
w21 = params['W_phi_1__phi_sig']
w31 = params['W_theta_1__coeff']
print("Pickle W matricies:")
print("W1:",w11.get_value())
print("W2:",w21.get_value())
print("W3:",w31.get_value())"""
"""mainloop.restore(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
#cost=nll_upper_bound,
#outputs=[recon_term, kl_term, nll_upper_bound, mse, mae],
n_steps = n_steps,
extension=extension,
#lr_iterations=lr_iterations,
k_speedOfconvergence=kSchedSamp
)"""
data=Iterator(test_data, batch_size)
test_fn = theano.function(inputs=[x, y],#[x, y],
#givens={x:Xtest},
#on_unused_input='ignore',
#z=( ,200,1)
allow_input_downcast=True,
outputs=[prediction_val, recon_term_val, mse_val, mae_val]#prediction_val, mse_val, mae_val
,updates=updates_val#, allow_input_downcast=True, on_unused_input='ignore'
)
testOutput = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2])#(20, 220, 1)
testOutput.append(outputGeneration[1:])
plt.figure(4)
plt.plot(np.transpose(outputGeneration[0],[1,0,2])[4])
plt.plot(np.transpose(batch[2],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_RealAndPred_0-4".format(numBatchTest))
plt.clf()
plt.figure(4)
plt.plot(np.transpose(batch[0],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_Realagg_0-4".format(numBatchTest))
plt.clf()
numBatchTest+=1
testOutput = np.asarray(testOutput)
print(testOutput.shape)
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
#mseUnNorm_test = testOutput[:, 3].mean()
#maeUnNorm_test = testOutput[:, 4].mean()
fLog = open(save_path+'/output.csv', 'w')
#fLog.write(str(lr_iterations)+"\n")
fLog.write(str(windows)+"\n")
fLog.write("logTest,mseTest,maeTest, mseTestUnNorm, maeTestUnNorm\n")
fLog.write("{},{},{}\n".format(recon_test,mse_test,mae_test))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim))
header = "epoch,log,kl,mse,mae\n"
fLog.write(header)
for i , item in enumerate(mainloop.trainlog.monitor['recon_term']):
f = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
d = mainloop.trainlog.monitor['mse'][i]
e = mainloop.trainlog.monitor['mae'][i]
fLog.write("{:d},{:.2f},{:.2f},{:.3f},{:.3f}\n".format(f,a,b,d,e))
