def evaluate(model, val_data, batch_size, seq_len):
model.eval()
loss_all = []
for i, xs_seq in enumerate(yield_data_time(val_data, batch_size, seq_len)):
xs_seq = torch.FloatTensor(xs_seq).to(device)
out, mu, logvar = model(xs_seq, adj)
loss = loss_fn(xs_seq, out, mu, logvar, [0, 1])
loss_all.append(loss.cpu().data.numpy())
return np.mean(loss_all)
def train_epoch(data,
batch_size,
seq_len,
val_data=None,
show_iter=None,
show_forward_info='',
device=device):
loss_data = []
max_i = (len(data) - 1) // batch_size
for i, xs_seq in enumerate(yield_data_time(data, batch_size, seq_len)):
trainer.train(True)
xs_seq = torch.FloatTensor(xs_seq).to(device)
out, mu, std = trainer(xs_seq, adj)
loss = loss_fn(xs_seq, out, mu, std, [0, 1])
optimizer.zero_grad()
loss.backward()
optimizer.step()
loss_data.append(loss.cpu().data.numpy())
if show_iter is not None and i % show_iter == 0:
print('{} b:{}/{} loss:{}'.format(show_forward_info, i, max_i,
loss_data[-1]))
if val_data is not None:
del xs_seq, out, loss
torch.cuda.empty_cache()
trainer.eval()
eval_loss_all = []
for i, xs_seq in enumerate(
yield_data_time(val_data, batch_size, seq_len)):
xs_seq = torch.FloatTensor(xs_seq).to(device)
out, mu, logvar = trainer(xs_seq, adj)
loss = loss_fn(xs_seq, out, mu, logvar, [0, 1])
eval_loss_all.append(loss.cpu().data.numpy())
val_loss = np.mean(eval_loss_all)
print('{} val_loss:{}'.format(show_forward_info, val_loss))
return np.array(loss_data), val_loss
import numpy as np
import matplotlib.pyplot as plt
from data_process import yield_data_time
from mpl_toolkits.mplot3d import Axes3D
from sklearn.manifold import TSNE
#encode10dim = np.load('result/rnn_new/encode10_seqlen/fin_delnegative/fin_delnegative_e77_encode.npy')
origin_data = np.load('data/new/data2.npy')
label = np.load('data/new/label2.npy')
label = label.T
seq_label = []
for seq in yield_data_time(label, 1, 10, False):
seq_label.append(np.sum(seq))
seq_label = np.array(seq_label)
seq_label = (seq_label>50).astype('int')
#%%
tsne = TSNE(n_components=2)
fit2dim = tsne.fit_transform(encode10dim)
np.save('result/rnn_new/encode10_seqlen/fin_delnegative/tsne_fit2dim.npy', fit2dim)
tsne = TSNE(n_components=3)
fit3dim = tsne.fit_transform(encode10dim)
np.save('result/rnn_new/encode10_seqlen/fin_delnegative/tsne_fit3dim.npy', fit3dim)
#%%
with open(load_name+'.model', 'rb') as f:
trainer = torch.load(f).to(device)
encoder = trainer.encoder
decoder = trainer.decoder
adj = torch.FloatTensor(adj).to(device)
adj.requires_grad = False
result = []
mu_result = []
std_result = []
start = time.time()
max_i = (len(data)-seq_len) // batch_size
for i, x in enumerate(yield_data_time(data, batch_size, seq_len, False)):
x = torch.FloatTensor(x).to(device)
encode, mu, std = encoder(x, adj)
result.append(encode.cpu().data.numpy())
mu_result.append(mu.cpu().data.numpy())
std_result.append(std.cpu().data.numpy())
print("{}/{}".format(i, max_i))
end = time.time()
print('time:{}'.format(end - start))
#result = np.array(result)
#result = np.concatenate(result)
#np.save(load_name+'_encode.npy', result)
#%%
encoder = Denses(encoder_list)
encoder_list.reverse()
decoder = Denses(encoder_list)
encoder_list.reverse()
trainer = Trainer(encoder, decoder).to(device)
optimizer = optim.Adam(trainer.parameters())
loss_fn = MSE()
loss_log = []
all_len = len(train_data) // batch_size + 1
for e in range(epochs):
loss_ = []
trainer.train()
for i, x in enumerate(yield_data_time(train_data, batch_size, 1, True)):
x = x.reshape(x.shape[1], -1)
x = torch.FloatTensor(x).to(device)
out = trainer(x, None)
loss = loss_fn(x, out)
optimizer.zero_grad()
loss.backward()
optimizer.step()
loss_.append(loss.cpu().data.numpy())
if i % 10 == 0:
print('e:{}/{} {}/{} loss{}'.format(e, epochs, i, all_len,
loss_[-1]))
trainer.eval()
loss_eval_ = []
for i, x in enumerate(yield_data_time(val_data, batch_size, 1, True)):
encoder = trainer.encoder
decoder = trainer.decoder
adj = torch.FloatTensor(adj).to(device)
adj.requires_grad = False
result = []
mu_result = []
std_result = []
decoder_mu = []
decoder_std = []
start = time.time()
max_i = (len(data)-seq_len) // batch_size
for i, x in enumerate(yield_data_time(data, batch_size, seq_len, False)):
x = torch.FloatTensor(x).to(device)
encode, mu, std = encoder(x, adj)
mu_output = decoder(mu, adj.transpose(1, 0))
std_output = decoder(std, adj.transpose(1, 0))
decoder_mu.append(mu_output.cpu().data.numpy())
decoder_std.append(std_output.cpu().data.numpy())
result.append(encode.cpu().data.numpy())
mu_result.append(mu.cpu().data.numpy())
std_result.append(std.cpu().data.numpy())
print("{}/{}".format(i, max_i))
end = time.time()
