def calculate(self, training_file):
"""
Since GP standardizes both inputs and outputs, we do that here as well
"""
#Assumes the training data is of [X,Y]
train = np.loadtxt(training_file)
train_x = train[:, :self.mean_var[0]]
train_y = train[:, self.mean_var[0]:]
#####################################################
#Step 1: standardize X AND Y #
#####################################################
X_0 = torch.as_tensor(self.DR_func.Scale(train_x))
train_y = torch.as_tensor(train_y)
#####################################################
#Step 5: Train on training data #
#####################################################
#use batching
if len(X_0) * .1 >= 2:
num_batch = min(2**int(math.log(len(X_0) * .1, 2)), 256)
else:
num_batch = len(X_0)
dataset = NN.Data(X_0, torch.as_tensor(train_y))
train_loader = DataLoader(dataset=dataset,
batch_size=num_batch,
shuffle=True)
self.mean_func.train()
for epochs in range(self.mean_var[-1]):
for batch_idx, (inputs, labels) in enumerate(train_loader):
self.mean_func.optimiser.zero_grad()
#get estimate of y from DR
y_hat = self.mean_func(inputs)
#calc loss
loss = self.mean_func.error_function(labels, y_hat)
loss.backward()
self.mean_func.optimiser.step()
if (batch_idx == 0 and epochs % 100 == 0):
print("loss: %s" % (loss.item()))
self.mean_func.eval()
return print('NN model created')
def calculate(self, train_x, train_y):
###assumes train_x or train_y is not standardized
"""
NN works best with normalized values
"""
dim_in = self.NN_var[0]
#####################################################
#Step 1: normalize X #
#####################################################
X_0 = torch.as_tensor(self.Scale(train_x))
self.norm_range = np.c_[np.zeros(dim_in), np.ones(dim_in)]
#####################################################
#Step 2: Set seed for consistent results #
#####################################################
torch.random.manual_seed(self.seed_value)
#####################################################
#Step 3: create Model #
#####################################################
self.Model = NN.DR_Network(self.dim_DR, self.NN_var)
#####################################################
#Step 4: Train on training data #
#####################################################
#use batching
if len(X_0) * .1 >= 2:
num_batch = min(2**int(math.log(len(X_0) * .1, 2)), 256)
else:
num_batch = len(X_0)
dataset = NN.Data(X_0, torch.as_tensor(train_y))
train_loader = DataLoader(dataset=dataset,
batch_size=num_batch,
shuffle=True)
self.Model.train()
for epochs in range(self.NN_var[-3]):
for batch_idx, (inputs, labels) in enumerate(train_loader):
self.Model.optimiser.zero_grad()
#get estimate of y from DR
_, y_hat, x_hat = self.Model(inputs)
#calc loss
loss = self.Model.error_function(x_hat, y_hat, inputs, labels,
self.norm_range[:, 0],
self.norm_range[:, 1],
self.NN_var[-2],
self.NN_var[-1])
#error function(x estimate, y estimate, true normalized x, true y, xlb, xub, lam, P)
loss.backward()
self.Model.optimiser.step()
if (batch_idx == 0 and epochs % 100 == 0):
print("loss: %s" % (loss.item()))
self.Model.eval()
self.DR_range = self.Model.DR_range
#self.DR_range=np.c_[self.Model.min_val.detach().numpy()*np.ones(self.dim_DR),self.Model.max_val.detach().numpy()*np.ones(self.dim_DR)]
return print('NN model created')