def __init__(self):
self.stds, self.means = self.load_scaler()
self.sequential = rm.Sequential(
[rm.Lstm(30), rm.Lstm(10),
rm.Dense(pred_length)])
self.oanda = oandapy.API(environment="practice", access_token=token)
self.res = self.oanda.get_history(instrument="USD_JPY",
granularity=gran,
count=look_back + pred_length + 78)
self.prep = Preprocess(self.res)
self.df = self.prep.data
self.data = self.standardize()
self.exp, self.target = self.create_dataset()
self.pred = self.predict()
self.pred_side = self.predict_side()
def test_gpu_lstm(a):
layer = rm.Lstm(output_size=2)
def func(x):
loss = 0
for _ in range(5):
loss += sum(layer(x))
layer.truncate()
return loss
set_cuda_active(True)
g1 = Variable(a)
g3 = func(g1)
g3.to_cpu()
g = g3.grad()
g_g1 = g.get(g1)
g_g1.to_cpu()
set_cuda_active(False)
c3 = func(g1)
c = c3.grad()
c_g1 = c.get(g1)
close(g3, c3)
close(c_g1, g_g1)
def __init__(self, src_filedir, tar_filedir, hidden_size=100):
self.src_i2w, self.src_w2i, self.X_train = self.process_dataset(src_filedir)
self.tar_i2w, self.tar_w2i, self.Y_train = self.process_dataset(tar_filedir, True)
self.src_vocab_size = len(self.src_w2i)
self.tar_vocab_size = len(self.tar_w2i)
self.hidden_size = hidden_size
# encoder
self.l1 = rm.Embedding(hidden_size, self.src_vocab_size)
self.l2 = rm.Lstm(hidden_size)
# decoder
self.l3 = rm.Embedding(hidden_size, self.tar_vocab_size)
self.l4 = rm.Lstm(hidden_size)
self.l5 = rm.Dense(self.tar_vocab_size)
def test_node_clear():
DEBUG_GRAPH_INIT(True)
a = Variable(np.random.rand(2, 2).astype(np.float32))
b = Variable(np.random.rand(2, 2).astype(np.float32))
layer = R.Lstm(2)
c = layer(O.dot(a, b)) # NOQA
DEBUG_NODE_STAT()
sub_seq, next_values = create_subseq(normal_cycle, look_back, pred_length)
X_train, X_test, y_train, y_test = train_test_split(sub_seq,
next_values,
test_size=0.2)
X_train = np.array(X_train)
X_test = np.array(X_test)
y_train = np.array(y_train)
y_test = np.array(y_test)
train_size = X_train.shape[0]
test_size = X_test.shape[0]
print('train size:{}, test size:{}'.format(train_size, test_size))
# モデルの定義、学習
model = rm.Sequential(
[rm.Lstm(35),
rm.Relu(),
rm.Lstm(35),
rm.Relu(),
rm.Dense(pred_length)])
# パラメータ
batch_size = 100
max_epoch = 2000
period = 10 # early stopping checking period
optimizer = Adam()
epoch = 0
loss_prev = np.inf
learning_curve, test_curve = [], []
while (epoch < max_epoch):
def __init__(self):
super(EncDecAD, self).__init__()
self.encoder = rm.Lstm(c)
self.decoder = rm.Lstm(c)
self.linear = rm.Dense(m)
def draw_pred_curve(e_num):
pred_curve = []
arr_now = X_test[0]
for _ in range(test_size):
for t in range(look_back):
pred = model(np.array([arr_now[t]]))
model.truncate()
pred_curve.append(pred[0])
arr_now = np.delete(arr_now, 0)
arr_now = np.append(arr_now, pred)
plt.plot(x[:train_size+look_back], y[:train_size+look_back], color='blue')
plt.plot(x[train_size+look_back:], pred_curve, label='epoch:'+str(e_num)+'th')
#モデルの定義
model = rm.Sequential([
rm.Lstm(2),
rm.Dense(1)
])
#各パラメータの設定
batch_size = 5
max_epoch = 1000
period = 200
optimizer = Adam()
#Train Loop
i= 0
loss_prev = np.inf
#Learning curves
learning_curve = []
