def make_generator():
"""Generator function: Generate time-series data in latent space.
Args for model:
- Z: random variables
MOdel returns:
- E: generated embedding
"""
generator_model = tf.keras.Sequential(name='generator')
generator_model.add(
rnn_cell(module_name,
hidden_dim,
return_sequences=True,
input_shape=(seq_len, dim)))
for i in range(num_layers - 1):
generator_model.add(
rnn_cell(module_name,
hidden_dim,
return_sequences=True,
input_shape=(seq_len, hidden_dim)))
generator_model.add(
tf.keras.layers.Dense(hidden_dim, activation='sigmoid'))
return generator_model
def make_embedder():
"""Embedding network between original feature space to latent space.
Args for model:
- X: input time-series features
Model returns:
- H: embeddings
"""
embedder_model = tf.keras.Sequential(name='embedder')
embedder_model.add(
rnn_cell(module_name,
hidden_dim,
return_sequences=True,
input_shape=(seq_len, dim)))
for i in range(num_layers - 1):
embedder_model.add(
rnn_cell(module_name,
hidden_dim,
return_sequences=True,
input_shape=(seq_len, hidden_dim)))
embedder_model.add(
tf.keras.layers.Dense(hidden_dim, activation='sigmoid'))
return embedder_model
def embedder():
"""Embedding network between original feature space to latent space.
Args:
- X: input time-series features
- T: input time information
Returns:
- H: embeddings
"""
e_cell = tf.keras.layers.StackedRNNCells([
tf.keras.layers.GRUCell(hidden_dim,
activation=tf.nn.tanh,
input_shape=(seq_len, hidden_dim))
for _ in range(num_layers - 1)
])
model = tf.keras.Sequential([
rnn_cell(module_name,
hidden_dim,
return_sequences=True,
input_shape=(seq_len, dim)),
tf.keras.layers.RNN(e_cell, return_sequences=True),
tf.keras.layers.Dense(hidden_dim, activation=tf.nn.sigmoid)
])
return model
def supervisor (H, T):
"""Generate next sequence using the previous sequence.
Args:
- H: latent representation
- T: input time information
Returns:
- S: generated sequence based on the latent representations generated by the generator
"""
with tf.variable_scope("supervisor", reuse = tf.AUTO_REUSE):
e_cell = tf.nn.rnn_cell.MultiRNNCell([rnn_cell(module_name, hidden_dim) for _ in range(num_layers-1)])
e_outputs, e_last_states = tf.nn.dynamic_rnn(e_cell, H, dtype=tf.float32, sequence_length = T)
S = tf.contrib.layers.fully_connected(e_outputs, hidden_dim, activation_fn=tf.nn.sigmoid)
return S
def make_recovery ():
"""Recovery network from latent space to original space.
Args for model:
- H: latent representation
Model returns:
- X_tilde: recovered data
"""
recovery_model = tf.keras.Sequential(name='recovery')
for i in range(num_layers):
recovery_model.add(rnn_cell(module_name, hidden_dim, return_sequences=True, input_shape=(seq_len, hidden_dim)))
recovery_model.add(tf.keras.layers.Dense(dim, activation='sigmoid'))
return recovery_model
def make_supervisor ():
"""Generate next sequence using the previous sequence.
Args for model:
- H: latent representation
Model returns:
- S: generated sequence based on the latent representations generated by the generator
"""
supervisor_model = tf.keras.Sequential(name='supervisor')
for i in range(num_layers-1):
supervisor_model.add(rnn_cell(module_name, hidden_dim, return_sequences=True, input_shape=(seq_len, hidden_dim)))
supervisor_model.add(tf.keras.layers.Dense(hidden_dim, activation='sigmoid'))
return supervisor_model
def make_discriminator ():
"""Recovery network from latent space to original space.
Args for model:
- H: latent representation
MOdel returns:
- Y_hat: classification results between original and synthetic time-series
"""
discriminator_model = tf.keras.Sequential(name='discriminator')
for i in range(num_layers):
discriminator_model.add(rnn_cell(module_name, hidden_dim, return_sequences=True, input_shape=(seq_len, hidden_dim)))
discriminator_model.add(tf.keras.layers.Dense(1, activation=None))
return discriminator_model
def embedder (X, T):
"""Embedding network between original feature space to latent space.
Args:
- X: input time-series features
- T: input time information
Returns:
- H: embeddings
"""
with tf.variable_scope("embedder", reuse = tf.AUTO_REUSE):
e_cell = tf.nn.rnn_cell.MultiRNNCell([rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
e_outputs, e_last_states = tf.nn.dynamic_rnn(e_cell, X, dtype=tf.float32, sequence_length = T)
H = tf.contrib.layers.fully_connected(e_outputs, hidden_dim, activation_fn=tf.nn.sigmoid)
return H
def recovery (H, T):
"""Recovery network from latent space to original space.
Args:
- H: latent representation
- T: input time information
Returns:
- X_tilde: recovered data
"""
with tf.variable_scope("recovery", reuse = tf.AUTO_REUSE):
r_cell = tf.nn.rnn_cell.MultiRNNCell([rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
r_outputs, r_last_states = tf.nn.dynamic_rnn(r_cell, H, dtype=tf.float32, sequence_length = T)
X_tilde = tf.contrib.layers.fully_connected(r_outputs, dim, activation_fn=tf.nn.sigmoid)
return X_tilde
def discriminator (H, T):
"""Discriminate the original and synthetic time-series data.
Args:
- H: latent representation
- T: input time information
Returns:
- Y_hat: classification results between original and synthetic time-series
"""
with tf.variable_scope("discriminator", reuse = tf.AUTO_REUSE):
d_cell = tf.nn.rnn_cell.MultiRNNCell([rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
d_outputs, d_last_states = tf.nn.dynamic_rnn(d_cell, H, dtype=tf.float32, sequence_length = T)
Y_hat = tf.contrib.layers.fully_connected(d_outputs, 1, activation_fn=None)
return Y_hat
def generator (Z, T):
"""Generator function: Generate time-series data in latent space.
Args:
- Z: random variables
- T: input time information
Returns:
- E: generated embedding
"""
with tf.variable_scope("generator", reuse = tf.AUTO_REUSE):
e_cell = tf.nn.rnn_cell.MultiRNNCell([rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
e_outputs, e_last_states = tf.nn.dynamic_rnn(e_cell, Z, dtype=tf.float32, sequence_length = T)
E = tf.contrib.layers.fully_connected(e_outputs, hidden_dim, activation_fn=tf.nn.sigmoid)
return E
def recovery(H, T):
"""Recovery network from latent space to original space.
Args:
- H: latent representation
- T: input time information
Returns:
- X_tilde: recovered data
"""
with tf.compat.v1.variable_scope("recovery",
reuse=tf.compat.v1.AUTO_REUSE):
r_cell = tf.keras.layers.StackedRNNCells(
[rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
r_rnn = tf.keras.layers.RNN(r_cell, return_sequences=True)
r_outputs = r_rnn(H)
r_dense = tf.keras.layers.Dense(dim, activation='sigmoid')
X_tilde = r_dense(r_outputs)
return X_tilde
def discriminator(H, T):
"""Discriminate the original and synthetic time-series data.
Args:
- H: latent representation
- T: input time information
Returns:
- Y_hat: classification results between original and synthetic time-series
"""
with tf.compat.v1.variable_scope("discriminator",
reuse=tf.compat.v1.AUTO_REUSE):
d_cell = tf.keras.layers.StackedRNNCells(
[rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
d_rnn = tf.keras.layers.RNN(d_cell, return_sequences=True)
d_outputs = d_rnn(H)
d_dense = tf.keras.layers.Dense(1, activation=None)
Y_hat = d_dense(d_outputs)
return Y_hat
def generator(Z, T):
"""Generator function: Generate time-series data in latent space.
Args:
- Z: random variables
- T: input time information
Returns:
- E: generated embedding
"""
with tf.compat.v1.variable_scope("generator",
reuse=tf.compat.v1.AUTO_REUSE):
e_cell = tf.keras.layers.StackedRNNCells(
[rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
e_rnn = tf.keras.layers.RNN(e_cell, return_sequences=True)
e_outputs = e_rnn(Z)
e_dense = tf.keras.layers.Dense(hidden_dim, activation='sigmoid')
E = e_dense(e_outputs)
return E
def make_discriminator():
"""Recovery network from latent space to original space.
Args:
- H: latent representation
- T: input time information
Returns:
- X_tilde: recovered data
"""
discriminator_model = tf.keras.Sequential(name='discriminator')
for i in range(num_layers):
discriminator_model.add(
rnn_cell(module_name,
hidden_dim,
return_sequences=True,
input_shape=(seq_len, hidden_dim)))
discriminator_model.add(tf.keras.layers.Dense(1, activation=None))
return discriminator_model
def embedder(X, T):
"""Embedding network between original feature space to latent space.
Args:
- X: input time-series features
- T: input time information
Returns:
- H: embeddings
"""
with tf.compat.v1.variable_scope("embedder",
reuse=tf.compat.v1.AUTO_REUSE):
e_cell = tf.keras.layers.StackedRNNCells(
[rnn_cell(module_name, hidden_dim) for _ in range(num_layers)])
e_rnn = tf.keras.layers.RNN(e_cell, return_sequences=True)
e_outputs = e_rnn(X)
e_dense = tf.keras.layers.Dense(hidden_dim, activation='sigmoid')
H = e_dense(e_outputs)
return H
def supervisor(H, T):
"""Generate next sequence using the previous sequence.
Args:
- H: latent representation
- T: input time information
Returns:
- S: generated sequence based on the latent representations generated by the generator
"""
with tf.compat.v1.variable_scope("supervisor",
reuse=tf.compat.v1.AUTO_REUSE):
e_cell = tf.keras.layers.StackedRNNCells([
rnn_cell(module_name, hidden_dim)
for _ in range(num_layers - 1)
])
e_rnn = tf.keras.layers.RNN(e_cell, return_sequences=True)
e_outputs = e_rnn(H)
e_dense = tf.keras.layers.Dense(hidden_dim, activation='sigmoid')
S = e_dense(e_outputs)
return S