def CAE_C_AE(input, input_labels, reuse=True):
cae_e, _ = Encoder(input,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True,
var_scope='CAE_Encoder')
c_e, _ = Encoder(input,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True,
var_scope='C_Encoder')
ae_e, _ = Encoder(input,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True,
var_scope='AE_Encoder')
cae_lp, _ = ffnn(cae_e,
num_layers=ffnn_num_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
reuse=True,
activate_last_layer=False,
var_scope='CAE_FFNN')
c_lp, _ = ffnn(c_e,
num_layers=ffnn_num_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
reuse=True,
activate_last_layer=False,
var_scope='C_FFNN')
cae_aei, _ = Decoder(cae_e,
input_channel=image_channels,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True,
final_size=scale_size,
var_scope='CAE_Decoder')
ae_aei, _ = Decoder(ae_e,
input_channel=image_channels,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True,
final_size=scale_size,
var_scope='AE_Decoder')
cae_loss_ae = tf.losses.mean_squared_error(input, cae_aei)
ae_loss_ae = tf.losses.mean_squared_error(input, ae_aei)
cae_loss_ce = CrossEntropy(cae_lp, input_labels)
c_loss_ce = CrossEntropy(c_lp, input_labels)
return cae_aei, ae_aei, cae_lp, c_lp, cae_loss_ae, ae_loss_ae, cae_loss_ce, c_loss_ce
def test_neuron_list(self):
'''
'''
FFNN = ffnn.ffnn(0, [10, 20])
FFNN._make_model(4, 1)
self.assertEqual(len(FFNN.model),
len([(4, 10), 'relu', (10, 20), 'relu', (20, 1)]))
def oae_nonlinear_cnn(input,
lbls,
n_labels=None,
reuse=False,
encoded_dimension=16,
cnn_layers=4,
node_growth_per_layer=4,
data_format='NHWC',
image_channels=3,
var_scope='oae_linear_cnn'):
with tf.variable_scope(var_scope):
z, enc_vars = Encoder(input,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=reuse)
z_o, offset_vars = ffnn(tf.concat([z, lbls], 1),
num_layers=3,
width=encoded_dimension,
output_dim=encoded_dimension,
activations=tf.elu,
activate_last_layer=False,
var_scope='offset',
reuse=reuse)
output, dec_vars = Decoder(z_o,
input_channel=image_channels,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=reuse,
final_size=scale_size)
output = tf.maximum(tf.minimum(output, 1.), 0.)
return z, z_o, output, enc_vars, dec_vars, offset_vars
def test_not_conv(self):
'''Test when model has not converged.
'''
FFNN = ffnn.ffnn(2, 10, n_iter_no_change=2, tol=1)
self.assertTrue(FFNN._converge([2, 3]))
self.assertTrue(FFNN._converge([4, 2, 2.5]))
self.assertTrue(FFNN._converge([2, 0.5]))
def test_list(self):
'''Both neuron and f_act are lists
'''
FFNN = ffnn.ffnn(0, [20, 30], [nn.ReLU(), nn.ReLU(), nn.ReLU()])
FFNN._make_model(4, 1)
self.assertEqual(
len(FFNN.model),
len([(4, 20), 'relu', (20, 30), 'relu', (30, 1), 'relu']))
def myBackprop(x, t, W1, W2):
y, z, a = ffnn(x, W1, W2)
# y: Network output
# z: hidden layer output
# a: hidden layer input
# Compute output Deltas
deltak = outputDeltas(t, y)
# Computing network Deltas
deltaj = networkDeltas(deltak, a, W2)
# Computing the
dEn_dw1 = deltaj * np.insert(x, 0, 1)
dEn_dw2 = deltak * np.insert(z, 0, 1)
return [dEn_dw1, dEn_dw2, y]
def myBackprop(x,t,W1,W2): y,z,a = ffnn(x,W1,W2) # y: Network output # z: hidden layer output # a: hidden layer input # Compute output Deltas deltak = outputDeltas(t,y) # Computing network Deltas deltaj = networkDeltas(deltak,a,W2) # Computing the dEn_dw1 = deltaj * np.insert(x,0,1) dEn_dw2 = deltak * np.insert(z,0,1) return [dEn_dw1, dEn_dw2, y]
def estimate(X, Y, X_CV, X_test, estimator, param, **kwargs):
""" Handler method to distribute estimate to correct estimation method. """
sys.path.insert(0, __path_to_source__)
sys.path.insert(0, __path_to_elm__)
assert 'estimator_id' in estimator, "estimate_handler: 'estimator_id' not in estimator"
if estimator['estimator_id'] == 'knn':
return knn(X, Y, X_CV, X_test, estimator, param, **kwargs)
elif estimator['estimator_id'] == 'linreg':
return linreg(X, Y, X_CV, X_test, estimator, param, **kwargs)
elif estimator['estimator_id'] == 'sirknn':
return sirknn(X, Y, X_CV, X_test, estimator, param, __path_to_source__,
**kwargs)
elif estimator['estimator_id'] == 'ffnn':
return ffnn(X, Y, X_CV, X_test, estimator, param, __path_to_source__,
**kwargs)
elif estimator['estimator_id'] == 'isotron':
return isotron(X, Y, X_CV, X_test, estimator, param,
__path_to_source__, **kwargs)
elif estimator['estimator_id'] == 'elm':
return elm_regressor(X, Y, X_CV, X_test, estimator, param,
__path_to_elm__, **kwargs)
else:
raise NotImplementedError("Estimator {0} is not implemented".format(
estimator.get('estimator_id', 'NONE')))
def ff_pin(input,
encoded_values,
pins,
width=[[5, 5, 0], [3, 3, 0], [4, 1, 0], [3, 3, 0], [5, 5, 0],
[0, 0, 2]],
encoder_depth=3,
num_layers=None,
output_dim=None,
activations=[tf.tanh, tf.nn.relu, ident],
activate_last_layer=True,
scope="FF_PIN",
reuse=None):
# Reading some implicit parameters
if num_layers == None:
if isinstance(width, list):
num_layers = len(width)
else:
raise 'Need to provide num_layers or width as list'
if reuse == None:
local_scope = tf.get_variable_scope().name + '/' + scope
scope_in_use = max([
obj.name[:len(local_scope)] == local_scope
for obj in tf.global_variables()
] + [False])
reuse = scope_in_use
if scope_in_use == True:
warnings.warn('Re-using variables for ' + local_scope + ' scope')
# Process the width and activation inputs into useable numbers
if isinstance(width, list):
if isinstance(width[0], list):
layer_widths = width
else:
layer_widths = [width] * num_layers
else:
layer_widths = [[width] * len(activations)] * num_layers
if output_dim == None:
output_dim == sum(layer_widths[-1])
# Check for coherency of final layer if needed
if activate_last_layer and sum(layer_widths[num_layers - 1]) != output_dim:
print layer_widths
raise BaseException(
'activate_last_layer == True but implied final layer width doesn\'t match output_dim \n (implied depth: '
+ str(sum(layer_widths[num_layers - 1])) + ', explicit depth: ' +
str(output_dim) + ')')
# The actual work
with tf.variable_scope(scope, reuse=reuse):
encoded_prediction = ffnn(input,
num_layers=encoder_depth,
width=layer_widths[:encoder_depth],
output_dim=sum(layer_widths[encoder_depth -
1]),
activations=activations,
activate_last_layer=True,
scope="Encoder",
reuse=reuse)
encoded_pinned = pins * encoded_values + (1 -
pins) * encoded_prediction
output = ffnn(encoded_pinned,
num_layers=num_layers - encoder_depth,
width=layer_widths[encoder_depth:],
output_dim=output_dim,
activations=activations,
activate_last_layer=activate_last_layer,
scope="Decoder",
reuse=reuse)
return output, encoded_prediction
#######################################################################
# model definition
#######################################################################
# The model for the real-data training samples
imgs, img_lbls, qr_f, qr_i = img_and_lbl_queue_setup(filenames, labels)
embeddings, enc_vars = Encoder(imgs,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=False)
label_predictions, ffnn_vars = ffnn(embeddings,
num_layers=5,
width=[[2 * n_labels]] * 4 + [[n_labels]],
output_dim=n_labels,
activations=[tf.tanh],
activate_last_layer=False,
scope="FFNN",
reuse=False)
autoencoded_images, dec_vars = Decoder(embeddings,
input_channel=image_channels,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=False,
final_size=scale_size)
# Run the model on a consistent selection of in-sample pictures
img_oos, lbls_oos, fs_oos = load_practice_images(oos_dir,
n_images=batch_size_x,
labels=labels)
# plt.show()
outputfile = open('Training optimization data.txt','w')
outputfile.write(str(W1i))
outputfile.write(str(W2i))
outputfile.write('Niter eta Training_MCR_C1 Training_MCR_C2 Test_MCR_C1 Test_MCR_2\n')
for Niter in [5,10,15,20,25,30,35]:
for eta in [0.0001,0.0005,0.001,0.0015,0.002,0.0025,0.0030]:
W1_trained, W2_trained = trainNN(X,T,W1i,W2i,Niter,eta)
# Evaluating the training error
y_training_class1=[]
for exes in x1:
y,z,a = ffnn(exes.T,W1_trained,W2_trained)
y_training_class1.append(y[0,0])
y_training_class2=[]
for exes in x2:
y,z,a = ffnn(exes.T,W1_trained,W2_trained)
y_training_class2.append(y[0,0])
MCR_1 = 0
for value in y_training_class1:
if value < 0.5:
MCR_1 += 1
MCR_2 = 0
for value in y_training_class2:
if value > 0.5:
def fader_cnn(images,
true_labels=None,
counter_labels=None,
n_labels=None,
reuse=False,
encoded_dimension=16,
cnn_layers=4,
node_growth_per_layer=4,
data_format='NHWC',
image_channels=3,
ffnn_layers=3,
ffnn_width=n_labels,
ffnn_activations=[tf.tanh]):
embeddings, enc_vars = Encoder(images,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=reuse)
latent_embeddings = embeddings
scores, ffnn_vars = ffnn(embeddings,
num_layers=ffnn_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
activate_last_layer=False,
var_scope='Fader_FFNN',
reuse=reuse)
estimated_labels = tf.tanh(scores)
autoencoded, dec_vars = Decoder(tf.concat([embeddings, estimated_labels],
1),
input_channel=image_channels,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=reuse,
final_size=scale_size)
autoencoded = tf.maximum(tf.minimum(autoencoded, 1.), 0.)
reencoded_embeddings, _ = Encoder(autoencoded,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True)
reencoded_latent_embeddings = reencoded_embeddings
reencoded_scores, _ = ffnn(embeddings,
num_layers=ffnn_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
activate_last_layer=False,
var_scope='Fader_FFNN',
reuse=True)
reencoded_estimated_labels = tf.tanh(reencoded_scores)
if true_labels is not None:
fixed_labels = estimated_labels * (1 -
tf.abs(true_labels)) + true_labels
else:
fixed_labels = estimated_labels
output = {
'latent_embeddings': latent_embeddings,
'scores': scores,
'estimated_labels': estimated_labels,
'fixed_labels': fixed_labels,
'autoencoded': autoencoded,
'reencoded_scores': reencoded_scores,
'reencoded_latent_embeddings': reencoded_latent_embeddings,
'reencoded_estimated_labels': reencoded_estimated_labels,
'enc_vars': enc_vars,
'dec_vars': dec_vars,
'ffnn_vars': ffnn_vars,
'images': images,
'losses': {
'ae':
tf.losses.mean_squared_error(images, autoencoded),
'label':
CrossEntropy(scores, true_labels)
if true_labels is not None else tf.zeros_like(scores),
're_embed':
tf.losses.mean_squared_error(latent_embeddings,
reencoded_latent_embeddings),
're_label':
CrossEntropy(reencoded_scores, fixed_labels)
}
}
if true_labels is not None:
output['true_labels'] = true_labels
if counter_labels is None:
counter_output = 'Nothing here'
else:
counter_fixed_labels = estimated_labels * (
1 - tf.abs(counter_labels)) + counter_labels
counter_autoencoded, _ = Decoder(tf.concat(
[latent_embeddings, counter_fixed_labels], 1),
input_channel=image_channels,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True,
final_size=scale_size)
counter_autoencoded = tf.minimum(tf.maximum(counter_autoencoded, 0.),
1.)
counter_reencoded_embeddings, _ = Encoder(
counter_autoencoded,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=True)
counter_reencoded_latent_embeddings = counter_reencoded_embeddings
counter_reencoded_scores, _ = ffnn(counter_reencoded_embeddings,
num_layers=ffnn_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
activate_last_layer=False,
var_scope='Fader_FFNN',
reuse=True)
counter_reencoded_estimated_labels = tf.tanh(counter_reencoded_scores)
output.update({
'counter_labels':
counter_labels,
'counter_fixed_labels':
counter_fixed_labels,
'counter_autoencoded':
counter_autoencoded,
'counter_reencoded_scores':
counter_reencoded_scores,
'counter_reencoded_latent_embeddings':
counter_reencoded_latent_embeddings,
'counter_reencoded_estimated_labels':
counter_reencoded_estimated_labels
})
output['losses'].update({
'counter_similarity':
tf.losses.mean_squared_error(autoencoded, counter_autoencoded),
'counter_re_embed':
tf.losses.mean_squared_error(latent_embeddings,
counter_reencoded_latent_embeddings),
'counter_re_label':
CrossEntropy(counter_reencoded_scores, counter_fixed_labels)
})
return output
if __name__ == '__main__':
parser = argparse.ArgumentParser()
parser.add_argument(
'--file',
type=pathlib.Path,
help='Include CSV file using --file arg'
)
parser.add_argument('--cnn', action='store_true')
parser.add_argument('--rnn', action='store_true')
parser.add_argument('--ae', action='store_true')
parser.add_argument('--ffnn', action='store_true')
args = parser.parse_args()
if not args.file:
sys.exit('Include dataset to run network using: --file <PATH>')
x_train, y_train = translate.run(args.file)
if args.ffnn:
ffnn(x_train, y_train)
elif args.rnn:
rnn(x_train, y_train)
elif args.cnn:
cnn(x_train, y_train)
elif args.ae:
ae(x_train, y_train)
else:
sys.exit('Include network type: [--cnn, --rnn, --ae, --ffnn]')
def master_process(tick):
pred, nif, orig, corr, main_op, main_corr, hist_plot, y_traina, five_day_md = lstm_nn.lstmnn(
tick, 50)
forcst, tenyears, diff, ind, acf_1, jnd, pacf_1, ind2, acf_2, jnd2, pacf_2, pred_adj, testval = arima_tsm.arima_tsm(
)
score_senti = senti.sentiment_analysis(tick)
final_pred, prices_a, rsq = ffnn.ffnn(400, pred, nif, orig, corr, main_op,
forcst)
next_day_pred = five_day_md * score_senti + final_pred[-1][0]
time_curr = (str(datetime.now()))
time_stamp = time_curr[-6:]
figure(figsize=(16, 7))
plt.tight_layout()
plt.subplots_adjust(left=0.1,
bottom=0.1,
right=0.92,
top=0.95,
wspace=0.2,
hspace=0.25)
plt.subplot(2, 4, 1)
plt.title('LSTM Loss MSE', fontsize=6)
plt.plot(hist_plot, color='red', label='loss MSE')
plt.xlabel('Epoch Number', fontsize=6)
plt.ylabel('Loss', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 2)
plt.title('NIFTY 100 6 years', fontsize=6)
ty = tenyears.values
plt.plot(ty,
color='blue',
label='NIFTY-100 shows upward trend and seasonality')
plt.xlabel('Observation Points (DAYS)', fontsize=6)
plt.ylabel('NIFTY-100', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 3)
plt.bar(ind,
acf_1,
color='blue',
label='We can observe steady decrease in AC')
plt.title('ACF of Undifferenced Series', fontsize=6)
plt.xlabel('Observation point', fontsize=6)
plt.ylabel('Auto Covariance', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 4)
plt.bar(jnd,
pacf_1,
color='blue',
label='We can Observe Sudden drop in PAC')
plt.title('PACF of Undifferenced Series', fontsize=6)
plt.xlabel('Observation point', fontsize=6)
plt.ylabel('Partial Auto Covariance', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 5)
plt.bar(ind2, acf_2, color='green', label='AC values for d=1, p=2')
plt.title('ACF plot for First Differencing', fontsize=6)
plt.xlabel('Observation Points', fontsize=6)
plt.ylabel('Auto Covariance Values', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 6)
plt.bar(jnd2, pacf_2, color='green', label='PAC values for d=1, q=2')
plt.title('PACF plot for First Differencing', fontsize=6)
plt.xlabel('Observation Points', fontsize=6)
plt.ylabel('Partial Auto Covariance Values', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 7)
plt.plot(pred_adj, color='green', label='ARIMA(2,1,2) Forecast')
plt.plot(testval, color='grey', label='NIFTY-100')
plt.title('ARIMA(2,1,2) Forecast', fontsize=6)
plt.xlabel('Observation points(Days)', fontsize=6)
plt.ylabel('NIFTY-60', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.subplot(2, 4, 8)
plt.plot(final_pred, color='green', label='predicted')
plt.plot(prices_a, color='black', label='actual')
plt.xlabel('Observation Points (DAYS)', fontsize=6)
plt.ylabel('Value', fontsize=6)
plt.legend(prop={'size': 6})
plt.xticks(fontsize=6)
plt.yticks(fontsize=6)
plt.suptitle('Graphs ' + tick, fontsize=12)
dir_path = os.path.dirname(os.path.realpath(__file__))
save_path = dir_path + '\static\output' + time_stamp + '.png'
img_name = 'output' + time_stamp + '.png'
plt.savefig(save_path)
plt.close()
return next_day_pred, rsq, img_name
outputfile = open('Training optimization data.txt', 'w')
outputfile.write(str(W1i))
outputfile.write(str(W2i))
outputfile.write(
'Niter eta Training_MCR_C1 Training_MCR_C2 Test_MCR_C1 Test_MCR_2\n')
for Niter in [5, 10, 15, 20, 25, 30, 35]:
for eta in [0.0001, 0.0005, 0.001, 0.0015, 0.002, 0.0025, 0.0030]:
W1_trained, W2_trained = trainNN(X, T, W1i, W2i, Niter, eta)
# Evaluating the training error
y_training_class1 = []
for exes in x1:
y, z, a = ffnn(exes.T, W1_trained, W2_trained)
y_training_class1.append(y[0, 0])
y_training_class2 = []
for exes in x2:
y, z, a = ffnn(exes.T, W1_trained, W2_trained)
y_training_class2.append(y[0, 0])
MCR_1 = 0
for value in y_training_class1:
if value < 0.5:
MCR_1 += 1
MCR_2 = 0
for value in y_training_class2:
if value > 0.5:
def test_neuron_int(self):
'''
'''
FFNN = ffnn.ffnn(2, 10)
FFNN._make_model(4, 1)
self.assertEqual(len(FFNN.model), len([(4, 10), 'relu', (10, 1)]))
def test_conv(self):
'''Test when model has converged.
'''
FFNN = ffnn.ffnn(2, 10, n_iter_no_change=2, tol=1)
self.assertFalse(FFNN._converge([2, 2]))
self.assertFalse(FFNN._converge([2, 1.5]))
return np.matrix(array)
USAGE = """USAGE: tester.py "input pattern" "weight matrix 1" "weight matrix 2"
Example: tester.py x W1 W2
Where x is a Dx1 dimensional vector
W1 is Dx(Mh+1) dimensional matrix
W2 is (Mh+1)xMo dimensional matrix
"""
if len(sys.argv) != 4:
#print(USAGE)
exit(1)
script, x_input, W1_input, W2_input = sys.argv
x = np.matrix(np.loadtxt(x_input))
W1 = np.matrix(np.loadtxt(W1_input))
W2 = np.matrix(np.loadtxt(W2_input))
y, z, a = ffnn(x.T, W1, W2)
print("Network output: " + str(y) + '\n' + "Hidden layer input: " + str(a) +
'\n' + "Hidden layer output: " + str(z))
print("This configuration has " + str(np.shape(W2)[1]) +
" neurons in the hidden layer")
t = 1 # Synthesizing the target value so that we get some error when running the script :)
dEn_w1, dEn_w2, y = myBackprop(x.T, t, W1, W2)
def test_len(self):
'''Test if length is too short.
'''
FFNN = ffnn.ffnn(2, 10, n_iter_no_change=10)
self.assertTrue(FFNN._converge([]))
self.assertTrue(FFNN._converge([2, 3]))
return np.matrix(array)
USAGE = """USAGE: tester.py "input pattern" "weight matrix 1" "weight matrix 2"
Example: tester.py x W1 W2
Where x is a Dx1 dimensional vector
W1 is Dx(Mh+1) dimensional matrix
W2 is (Mh+1)xMo dimensional matrix
"""
if len(sys.argv) != 4:
#print(USAGE)
exit(1)
script, x_input, W1_input, W2_input = sys.argv
x = np.matrix(np.loadtxt(x_input))
W1 = np.matrix(np.loadtxt(W1_input))
W2 = np.matrix(np.loadtxt(W2_input))
y,z,a = ffnn(x.T,W1,W2)
print("Network output: " + str(y) +'\n'+ "Hidden layer input: " + str(a) + '\n'+"Hidden layer output: " + str(z))
print("This configuration has " + str(np.shape(W2)[1]) + " neurons in the hidden layer")
t = 1 # Synthesizing the target value so that we get some error when running the script :)
dEn_w1, dEn_w2, y = myBackprop(x.T,t,W1,W2)
def master_process(tick):
pred,nif,orig,corr, main_op, main_corr, hist_plot,y_traina = lstm_nn.lstmnn(tick,5)
forcst, tenyears,diff, ind,acf_1,jnd,pacf_1, ind2,acf_2,jnd2,pacf_2,pred_adj,testval = arima_tsm.arima_tsm()
score_senti = senti.sentiment_analysis(tick)
final_pred, prices_a = ffnn.ffnn(40,pred,nif,orig,corr,main_op,forcst,score_senti)
figure(figsize=(40,15))
plt.subplot(2,4,1)
plt.title('LSTM Loss MSE')
plt.plot(hist_plot,color='red',label='loss MSE')
plt.xlabel('Epoch Number')
plt.ylabel('Loss')
plt.legend()
plt.subplot(2,4,2)
plt.title('NIFTY 100 10 years')
ty = tenyears.values
plt.plot(ty,color='blue',label='NIFTY-100 shows upward trend and seasonality')
plt.xlabel('Observation Points (DAYS)')
plt.ylabel('NIFTY-100')
plt.legend()
plt.subplot(2,4,3)
plt.bar(ind,acf_1,color='blue', label='We can observe steady decrease in AC')
plt.title('ACF of Undifferenced Series')
plt.xlabel('Observation point')
plt.ylabel('Auto Covariance')
plt.legend()
plt.subplot(2,4,4)
plt.bar(jnd,pacf_1,color='blue', label='We can Observe Sudden drop in PAC')
plt.title('PACF of Undifferenced Series')
plt.xlabel('Observation point')
plt.ylabel('Partial Auto Covariance')
plt.legend()
plt.subplot(2,4,5)
plt.bar(ind2,acf_2,color='green',label = 'AC values for d=1, p=2')
plt.title('ACF plot for First Differencing')
plt.xlabel('Observation Points')
plt.ylabel('Auto Covariance Values')
plt.legend()
plt.subplot(2,4,6)
plt.bar(jnd2,pacf_2,color='green',label = 'PAC values for d=1, q=2')
plt.title('PACF plot for First Differencing')
plt.xlabel('Observation Points')
plt.ylabel('Partial Auto Covariance Values')
plt.legend()
plt.subplot(2,4,7)
plt.plot(pred_adj, color='green', label='ARIMA(2,1,2) Forecast')
plt.plot(testval,color='grey', label='NIFTY-100')
plt.title('ARIMA(2,1,2) Forecast')
plt.xlabel('Observation points(Days)')
plt.ylabel('NIFTY-100')
plt.legend()
plt.subplot(2,4,8)
plt.plot(final_pred, color='green',label='predicted')
plt.plot(prices_a, color='black',label='actual')
plt.xlabel('Observation Points (DAYS)')
plt.ylabel('Value')
plt.legend()
plt.suptitle('Graphs', fontsize=20)
plt.savefig('Output.png')
plt.close()
####################################################################### # starting the managed session routine ####################################################################### tf.Graph().as_default() ####################################################################### # model definition ####################################################################### # The model for the real-data training samples imgs, img_lbls, qr_f, qr_i = img_and_lbl_queue_setup(filenames, labels, batch_size=batch_size_x) cae_embeddings, cae_enc_vars = Encoder(imgs, z_num=encoded_dimension, repeat_num=cnn_layers, hidden_num=node_growth_per_layer, data_format=data_format, reuse=False, var_scope='CAE_Encoder') c_embeddings, c_enc_vars = Encoder(imgs, z_num=encoded_dimension, repeat_num=cnn_layers, hidden_num=node_growth_per_layer, data_format=data_format, reuse=False, var_scope='C_Encoder') ae_embeddings, ae_enc_vars = Encoder(imgs, z_num=encoded_dimension, repeat_num=cnn_layers, hidden_num=node_growth_per_layer, data_format=data_format, reuse=False, var_scope='AE_Encoder') cae_label_predictions, cae_ffnn_vars = ffnn(cae_embeddings, num_layers=5, width=[[2 * n_labels]] * 4 + [[n_labels]], output_dim=n_labels, activations=[tf.tanh], activate_last_layer=False, reuse=False, var_scope='CAE_FFNN') c_label_predictions, c_ffnn_vars = ffnn( c_embeddings, num_layers=5, width=[[2 * n_labels]] * 4 + [[n_labels]], output_dim=n_labels, activations=[tf.tanh], activate_last_layer=False, reuse=False, var_scope='C_FFNN') cae_autoencoded_images, cae_dec_vars = Decoder(cae_embeddings, input_channel=image_channels, repeat_num=cnn_layers, hidden_num=node_growth_per_layer, data_format=data_format, reuse=False, final_size=scale_size, var_scope='CAE_Decoder') ae_autoencoded_images, ae_dec_vars = Decoder( ae_embeddings, input_channel=image_channels, repeat_num=cnn_layers, hidden_num=node_growth_per_layer, data_format=data_format, reuse=False, final_size=scale_size, var_scope='AE_Decoder') # Define the losses lambda_ae = tf.placeholder(tf.float32, []) cae_loss_ae = tf.losses.mean_squared_error(cae_autoencoded_images, imgs) ae_loss_ae = tf.losses.mean_squared_error( ae_autoencoded_images, imgs) cae_loss_lbls_ce = CrossEntropy(cae_label_predictions, img_lbls) c_loss_lbls_ce = CrossEntropy( c_label_predictions, img_lbls) cae_loss_lbls_mse = tf.losses.mean_squared_error(img_lbls, tf.tanh(cae_label_predictions), weights=tf.abs(img_lbls)) c_loss_lbls_mse = tf.losses.mean_squared_error(img_lbls, tf.tanh( c_label_predictions), weights=tf.abs(img_lbls)) cae_loss_combined = cae_loss_lbls_ce + lambda_ae * cae_loss_ae c_loss_combined = c_loss_lbls_ce ae_loss_combined = lambda_ae * ae_loss_ae
# Read in training
train_df = pd.read_csv('train.csv')[:subset_train]
X = train_df.values
del train_df # free up some memory
I = np.identity(10)
# Strip the labels off of the training data
y = np.array([I[i] for i in X.T[0].T]) # one-hot the y's
X = X.T[1:].T
# Give the data mean 0:
X = X.astype(float)
X -= 128.0
nn = ffnn(784,n_hidden,10,n_epochs,print_every,reg,alpha,minibatch=minibatch)
nn.fit(X,y)
# Compute the training error
if training_accuracy:
nn.training_accuracy(X,y)
# Test the network
del X,y # free up some memory
X_test = pd.read_csv('test.csv').values
scores = []
for i in range(0,len(X_test),1000):
# TODO this is a bugged line, it's outputting only zeros at the moment
scores.extend([np.argmax(row) for row in nn.predict(X_test)])
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=False,
var_scope='C_Encoder')
ae_embeddings, ae_enc_vars = Encoder(imgs,
z_num=encoded_dimension,
repeat_num=cnn_layers,
hidden_num=node_growth_per_layer,
data_format=data_format,
reuse=False,
var_scope='AE_Encoder')
cae_label_predictions, cae_ffnn_vars = ffnn(cae_embeddings,
num_layers=ffnn_num_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
activate_last_layer=False,
reuse=False,
var_scope='CAE_FFNN')
c_label_predictions, c_ffnn_vars = ffnn(c_embeddings,
num_layers=ffnn_num_layers,
width=ffnn_width,
output_dim=n_labels,
activations=ffnn_activations,
activate_last_layer=False,
reuse=False,
var_scope='C_FFNN')
cae_autoencoded_images, cae_dec_vars = Decoder(
cae_embeddings,
input_channel=image_channels,
repeat_num=cnn_layers,