def _custom_time_series_regressor(
model_dir, head_type, exogenous_feature_columns):
return ts_estimators.TimeSeriesRegressor(
model=lstm_example._LSTMModel(
num_features=5, num_units=128,
exogenous_feature_columns=exogenous_feature_columns),
optimizer=adam.AdamOptimizer(0.001),
config=estimator_lib.RunConfig(tf_random_seed=4),
state_manager=state_management.ChainingStateManager(),
head_type=head_type,
model_dir=model_dir)
def _custom_time_series_regressor(
model_dir, head_type, exogenous_feature_columns):
return ts_estimators.TimeSeriesRegressor(
model=lstm_example._LSTMModel(
num_features=5, num_units=128,
exogenous_feature_columns=exogenous_feature_columns),
optimizer=adam.AdamOptimizer(0.001),
config=estimator_lib.RunConfig(tf_random_seed=4),
state_manager=state_management.ChainingStateManager(),
head_type=head_type,
model_dir=model_dir)
def test_custom_metrics(self):
"""Tests that the custom metrics can be applied to the estimator."""
model_dir = self.get_temp_dir()
estimator = ts_estimators.TimeSeriesRegressor(
model=lstm_example._LSTMModel(num_features=1, num_units=4),
optimizer=adam.AdamOptimizer(0.001),
config=estimator_lib.RunConfig(tf_random_seed=4),
model_dir=model_dir)
def input_fn():
return {
feature_keys.TrainEvalFeatures.TIMES: [[1, 2, 3], [7, 8, 9]],
feature_keys.TrainEvalFeatures.VALUES:
numpy.array([[[0.], [1.], [0.]], [[2.], [3.], [2.]]])
}
def metrics_fn(predictions, features):
# checking that the inputs are properly passed.
predict = predictions["mean"]
target = features[feature_keys.TrainEvalFeatures.VALUES][:, -1, 0]
return {
"plain_boring_metric386":
(math_ops.reduce_mean(math_ops.abs(predict - target)),
control_flow_ops.no_op()),
"fun_metric101": (math_ops.reduce_sum(predict + target),
control_flow_ops.no_op()),
}
# Evaluation without training is enough for testing custom metrics.
estimator = extenders.add_metrics(estimator, metrics_fn)
evaluation = estimator.evaluate(input_fn, steps=1)
self.assertIn("plain_boring_metric386", evaluation)
self.assertIn("fun_metric101", evaluation)
self.assertIn("average_loss", evaluation)
# The values are deterministic because of fixed tf_random_seed.
# However if they become flaky, remove such exacts comparisons.
self.assertAllClose(evaluation["plain_boring_metric386"], 1.130380)
self.assertAllClose(evaluation["fun_metric101"], 10.435442)
def test_custom_metrics(self):
"""Tests that the custom metrics can be applied to the estimator."""
model_dir = self.get_temp_dir()
estimator = ts_estimators.TimeSeriesRegressor(
model=lstm_example._LSTMModel(num_features=1, num_units=4),
optimizer=adam.AdamOptimizer(0.001),
config=estimator_lib.RunConfig(tf_random_seed=4),
model_dir=model_dir)
def input_fn():
return {
feature_keys.TrainEvalFeatures.TIMES: [[1, 2, 3], [7, 8, 9]],
feature_keys.TrainEvalFeatures.VALUES:
numpy.array([[[0.], [1.], [0.]], [[2.], [3.], [2.]]])
}
def metrics_fn(predictions, features):
# checking that the inputs are properly passed.
predict = predictions["mean"]
target = features[feature_keys.TrainEvalFeatures.VALUES][:, -1, 0]
return {
"plain_boring_metric386":
(math_ops.reduce_mean(math_ops.abs(predict - target)),
control_flow_ops.no_op()),
"fun_metric101": (math_ops.reduce_sum(predict + target),
control_flow_ops.no_op()),
}
# Evaluation without training is enough for testing custom metrics.
estimator = extenders.add_metrics(estimator, metrics_fn)
evaluation = estimator.evaluate(input_fn, steps=1)
self.assertIn("plain_boring_metric386", evaluation)
self.assertIn("fun_metric101", evaluation)
self.assertIn("average_loss", evaluation)
# The values are deterministic because of fixed tf_random_seed.
# However if they become flaky, remove such exacts comparisons.
self.assertAllClose(evaluation["plain_boring_metric386"], 1.130380)
self.assertAllClose(evaluation["fun_metric101"], 10.435442)
x = np.array(range(1000))
noise = np.random.uniform(-0.2, 0.2, 1000)
y = np.sin(np.pi * x / 50) + np.cos(np.pi * x / 50) + np.sin(
np.pi * x / 25) + noise
data = { #以numpy的形式读入
tf.contrib.timeseries.TrainEvalFeatures.TIMES: x,
tf.contrib.timeseries.TrainEvalFeatures.VALUES: y
}
reader = NumpyReader(data)
#建立batch数据集
train_input_fn = tf.contrib.timeseries.RandomWindowInputFn(reader,
batch_size=4,
window_size=100)
#隐层为128
estimator = ts_estimators.TimeSeriesRegressor(
model=_LSTMModel(num_features=1, num_units=128),
optimizer=tf.train.AdadeltaOptimizer(0.001))
estimator.train(input_fn=train_input_fn, steps=2000)
evaluation_input_fn = tf.contrib.timeseries.WholeDatasetInputFn(reader)
evaluation = estimator.evaluate(input_fn=evaluation_input_fn, steps=1)
(predictions, ) = tuple(
estimator.predict(input_fn=tf.contrib.timeseries.
predict_continuation_input_fn(evaluation, steps=200)))
observed_times = evaluation['times'][0]
observed = evaluation['observed'][0, :, :]
evaluated_times = evaluation['times'][0]
evaluated = evaluation['mean'][0]
predicted_times = predictions['times']
predicted = predictions['mean']
plt.figure(figsize=(15, 5))
plt.axvline(999, linestyle='dotted', linewidth=4, color='r')
def test_one_shot_prediction_head_export(self):
model_dir = self.get_temp_dir()
categorical_column = feature_column.categorical_column_with_hash_bucket(
key="categorical_exogenous_feature", hash_bucket_size=16)
exogenous_feature_columns = [
feature_column.numeric_column("2d_exogenous_feature", shape=(2, )),
feature_column.embedding_column(
categorical_column=categorical_column, dimension=10)
]
estimator = ts_estimators.TimeSeriesRegressor(
model=lstm_example._LSTMModel(
num_features=5,
num_units=128,
exogenous_feature_columns=exogenous_feature_columns),
optimizer=adam.AdamOptimizer(0.001),
config=estimator_lib.RunConfig(tf_random_seed=4),
state_manager=state_management.ChainingStateManager(),
head_type=ts_head_lib.OneShotPredictionHead,
model_dir=model_dir)
train_features = {
feature_keys.TrainEvalFeatures.TIMES:
numpy.arange(20, dtype=numpy.int64),
feature_keys.TrainEvalFeatures.VALUES:
numpy.tile(numpy.arange(20, dtype=numpy.float32)[:, None], [1, 5]),
"2d_exogenous_feature":
numpy.ones([20, 2]),
"categorical_exogenous_feature":
numpy.array(["strkey"] * 20)[:, None]
}
train_input_fn = input_pipeline.RandomWindowInputFn(
input_pipeline.NumpyReader(train_features),
shuffle_seed=2,
num_threads=1,
batch_size=16,
window_size=16)
estimator.train(input_fn=train_input_fn, steps=5)
input_receiver_fn = estimator.build_raw_serving_input_receiver_fn()
export_location = estimator.export_savedmodel(self.get_temp_dir(),
input_receiver_fn)
graph = ops.Graph()
with graph.as_default():
with session_lib.Session() as session:
signatures = loader.load(session, [tag_constants.SERVING],
export_location)
self.assertEqual([feature_keys.SavedModelLabels.PREDICT],
list(signatures.signature_def.keys()))
predict_signature = signatures.signature_def[
feature_keys.SavedModelLabels.PREDICT]
six.assertCountEqual(self, [
feature_keys.FilteringFeatures.TIMES,
feature_keys.FilteringFeatures.VALUES,
"2d_exogenous_feature", "categorical_exogenous_feature"
], predict_signature.inputs.keys())
features = {
feature_keys.TrainEvalFeatures.TIMES:
numpy.tile(
numpy.arange(35, dtype=numpy.int64)[None, :], [2, 1]),
feature_keys.TrainEvalFeatures.VALUES:
numpy.tile(
numpy.arange(20, dtype=numpy.float32)[None, :, None],
[2, 1, 5]),
"2d_exogenous_feature":
numpy.ones([2, 35, 2]),
"categorical_exogenous_feature":
numpy.tile(
numpy.array(["strkey"] * 35)[None, :, None], [2, 1, 1])
}
feeds = {
graph.as_graph_element(input_value.name):
features[input_key]
for input_key, input_value in
predict_signature.inputs.items()
}
fetches = {
output_key: graph.as_graph_element(output_value.name)
for output_key, output_value in
predict_signature.outputs.items()
}
output = session.run(fetches, feed_dict=feeds)
self.assertAllEqual((2, 15, 5), output["mean"].shape)
def test_one_shot_prediction_head_export(self):
model_dir = self.get_temp_dir()
categorical_column = feature_column.categorical_column_with_hash_bucket(
key="categorical_exogenous_feature", hash_bucket_size=16)
exogenous_feature_columns = [
feature_column.numeric_column(
"2d_exogenous_feature", shape=(2,)),
feature_column.embedding_column(
categorical_column=categorical_column, dimension=10)]
estimator = ts_estimators.TimeSeriesRegressor(
model=lstm_example._LSTMModel(
num_features=5, num_units=128,
exogenous_feature_columns=exogenous_feature_columns),
optimizer=adam.AdamOptimizer(0.001),
config=estimator_lib.RunConfig(tf_random_seed=4),
state_manager=state_management.ChainingStateManager(),
head_type=ts_head_lib.OneShotPredictionHead,
model_dir=model_dir)
train_features = {
feature_keys.TrainEvalFeatures.TIMES: numpy.arange(
20, dtype=numpy.int64),
feature_keys.TrainEvalFeatures.VALUES: numpy.tile(numpy.arange(
20, dtype=numpy.float32)[:, None], [1, 5]),
"2d_exogenous_feature": numpy.ones([20, 2]),
"categorical_exogenous_feature": numpy.array(
["strkey"] * 20)[:, None]
}
train_input_fn = input_pipeline.RandomWindowInputFn(
input_pipeline.NumpyReader(train_features), shuffle_seed=2,
num_threads=1, batch_size=16, window_size=16)
estimator.train(input_fn=train_input_fn, steps=5)
input_receiver_fn = estimator.build_raw_serving_input_receiver_fn()
export_location = estimator.export_savedmodel(self.get_temp_dir(),
input_receiver_fn)
graph = ops.Graph()
with graph.as_default():
with session_lib.Session() as session:
signatures = loader.load(
session, [tag_constants.SERVING], export_location)
self.assertEqual([feature_keys.SavedModelLabels.PREDICT],
list(signatures.signature_def.keys()))
predict_signature = signatures.signature_def[
feature_keys.SavedModelLabels.PREDICT]
six.assertCountEqual(
self,
[feature_keys.FilteringFeatures.TIMES,
feature_keys.FilteringFeatures.VALUES,
"2d_exogenous_feature",
"categorical_exogenous_feature"],
predict_signature.inputs.keys())
features = {
feature_keys.TrainEvalFeatures.TIMES: numpy.tile(
numpy.arange(35, dtype=numpy.int64)[None, :], [2, 1]),
feature_keys.TrainEvalFeatures.VALUES: numpy.tile(numpy.arange(
20, dtype=numpy.float32)[None, :, None], [2, 1, 5]),
"2d_exogenous_feature": numpy.ones([2, 35, 2]),
"categorical_exogenous_feature": numpy.tile(numpy.array(
["strkey"] * 35)[None, :, None], [2, 1, 1])
}
feeds = {
graph.as_graph_element(input_value.name): features[input_key]
for input_key, input_value in predict_signature.inputs.items()}
fetches = {output_key: graph.as_graph_element(output_value.name)
for output_key, output_value
in predict_signature.outputs.items()}
output = session.run(fetches, feed_dict=feeds)
self.assertAllEqual((2, 15, 5), output["mean"].shape)
@author: Zhukun Luo Jiangxi university of finance and economics ''' #多变量lstm from __future__ import print_function import numpy as np import matplotlib from tensorflow.contrib.timeseries.examples.lstm import _LSTMModel import matplotlib.pyplot as plt import tensorflow as tf from tensorflow.contrib.timeseries.python.timeseries import estimators as ts_estimators from tensorflow.contrib.timeseries.python.timeseries import NumpyReader,CSVReader csv_file_name='./multivariate_periods.csv' reader=CSVReader(csv_file_name,column_names=((tf.contrib.timeseries.TrainEvalFeatures.TIMES,)+(tf.contrib.timeseries.TrainEvalFeatures.VALUES,)*5)) train_input_fn=tf.contrib.timeseries.RandomWindowInputFn(reader,batch_size=4,window_size=32) estimator=ts_estimators.TimeSeriesRegressor(model=_LSTMModel(num_features=5,num_units=128),optimizer=tf.train.AdadeltaOptimizer(0.001)) estimator.train(input_fn=train_input_fn, steps=2000) evaluation_input_fn=tf.contrib.timeseries.WholeDatasetInputFn(reader) evaluation=estimator.evaluate(input_fn=evaluation_input_fn, steps=1) (predictions,)=tuple(estimator.predict(input_fn=tf.contrib.timeseries.predict_continuation_input_fn(evaluation,steps=200))) observed_times=evaluation['times'][0] observed=evaluation['observed'][0,:,:] evaluated_times=evaluation['times'][0] evaluated=evaluation['mean'][0] predicted_times=predictions['times'] predicted=predictions['mean'] plt.figure(figsize=(15,5)) plt.axvline(999, linestyle='dotted',linewidth=4,color='r') observed_lines=plt.plot(observed_times,observed,label='observation',color='k') evaluated_lines=plt.plot(evaluated_times,evaluated,label='evaluation',color='g') predicted_lines=plt.plot(predicted_times,predicted,label='prediction',color='r')