def main():
# Import and preprocess data
weather_data = input_data.import_weather_data()
train, validation = input_data.preprocess_data(weather_data)
input_data.write_to_csv(train, validation, PARAMS)
# Instantiate estimator
estimator = tf.estimator.Estimator(model_fn=model.model_fn, params=PARAMS)
# Define train and eval input functions
train_input_fn = lambda: input_data.input_fn(
PARAMS['train_file_pattern'], PARAMS, is_train=True)
eval_input_fn = lambda: input_data.input_fn(
PARAMS['validation_file_pattern'], PARAMS, is_train=False)
# Creae train_spec, eval_spec
train_spec = tf.estimator.TrainSpec(train_input_fn)
eval_spec = tf.estimator.EvalSpec(eval_input_fn)
# Run training and evaluation
tf.estimator.train_and_evaluate(estimator, train_spec, eval_spec)
# Generate inferences from estimator
train_preds = model.get_inferences(estimator, train_input_fn)
validation_preds = model.get_inferences(estimator, eval_input_fn)
# Compare the single-layer RNN to a baseline using MAE and R squared
model.print_baseline_metrics(PARAMS)
model.print_model_metrics(PARAMS, train_preds, validation_preds)
def main():
###### load data ######
if data_name == 'sz':
data, adj = load_sz_data('sz')
if data_name == 'los':
data, adj = load_los_data('los')
time_len = data.shape[0]
num_nodes = data.shape[1]
data1 = np.mat(data, dtype=np.float32)
#### normalization
max_value = np.max(data1)
data1 = data1 / max_value
trainX, trainY, testX, testY = preprocess_data(data1, time_len, train_rate,
seq_len, pre_len)
totalbatch = int(trainX.shape[0] / batch_size)
training_data_count = len(trainX)
def TGCN(_X, _weights, _biases):
###
cell_1 = tgcnCell(gru_units, adj, num_nodes=num_nodes)
cell = tf.nn.rnn_cell.MultiRNNCell([cell_1], state_is_tuple=True)
_X = tf.unstack(_X, axis=1)
outputs, states = tf.nn.static_rnn(cell, _X, dtype=tf.float32)
m = []
for i in outputs:
o = tf.reshape(i, shape=[-1, num_nodes, gru_units])
o = tf.reshape(o, shape=[-1, gru_units])
m.append(o)
last_output = m[-1]
output = tf.matmul(last_output, _weights['out']) + _biases['out']
output = tf.reshape(output, shape=[-1, num_nodes, pre_len])
output = tf.transpose(output, perm=[0, 2, 1])
output = tf.reshape(output, shape=[-1, num_nodes])
return output, m, states
###### placeholders ######
inputs = tf.placeholder(tf.float32, shape=[None, seq_len, num_nodes])
labels = tf.placeholder(tf.float32, shape=[None, pre_len, num_nodes])
# Graph weights
weights = {
'out':
tf.Variable(tf.random_normal([gru_units, pre_len], mean=1.0),
name='weight_o')
}
biases = {'out': tf.Variable(tf.random_normal([pre_len]), name='bias_o')}
if model_name == 'tgcn':
pred, ttts, ttto = TGCN(inputs, weights, biases)
y_pred = pred
###### optimizer ######
lambda_loss = 0.0015
Lreg = lambda_loss * sum(
tf.nn.l2_loss(tf_var) for tf_var in tf.trainable_variables())
label = tf.reshape(labels, [-1, num_nodes])
##loss
loss = tf.reduce_mean(tf.nn.l2_loss(y_pred - label) + Lreg)
##rmse
error = tf.sqrt(tf.reduce_mean(tf.square(y_pred - label)))
optimizer = tf.train.AdamOptimizer(lr).minimize(loss)
###### Initialize session ######
variables = tf.global_variables()
saver = tf.train.Saver(tf.global_variables())
#sess = tf.Session()
gpu_options = tf.GPUOptions(per_process_gpu_memory_fraction=0.333)
sess = tf.Session(config=tf.ConfigProto(gpu_options=gpu_options))
sess.run(tf.global_variables_initializer())
out = 'out/%s' % (model_name)
#out = 'out/%s_%s'%(model_name,'perturbation')
path1 = '%s_%s_lr%r_batch%r_unit%r_seq%r_pre%r_epoch%r' % (
model_name, data_name, lr, batch_size, gru_units, seq_len, pre_len,
training_epoch)
path = os.path.join(out, path1)
if not os.path.exists(path):
os.makedirs(path)
###### evaluation ######
def evaluation(a, b):
rmse = math.sqrt(mean_squared_error(a, b))
mae = mean_absolute_error(a, b)
F_norm = la.norm(a - b, 'fro') / la.norm(a, 'fro')
r2 = 1 - ((a - b)**2).sum() / ((a - a.mean())**2).sum()
var = 1 - (np.var(a - b)) / np.var(a)
return rmse, mae, 1 - F_norm, r2, var
x_axe, batch_loss, batch_rmse, batch_pred = [], [], [], []
test_loss,test_rmse,test_mae,test_acc,test_r2,test_var,test_pred = [],[],[],[],[],[],[]
for epoch in range(training_epoch):
for m in range(totalbatch):
mini_batch = trainX[m * batch_size:(m + 1) * batch_size]
mini_label = trainY[m * batch_size:(m + 1) * batch_size]
_, loss1, rmse1, train_output = sess.run(
[optimizer, loss, error, y_pred],
feed_dict={
inputs: mini_batch,
labels: mini_label
})
batch_loss.append(loss1)
batch_rmse.append(rmse1 * max_value)
# Test completely at every epoch
loss2, rmse2, test_output = sess.run([loss, error, y_pred],
feed_dict={
inputs: testX,
labels: testY
})
test_label = np.reshape(testY, [-1, num_nodes])
rmse, mae, acc, r2_score, var_score = evaluation(
test_label, test_output)
test_label1 = test_label * max_value
test_output1 = test_output * max_value
test_loss.append(loss2)
test_rmse.append(rmse * max_value)
test_mae.append(mae * max_value)
test_acc.append(acc)
test_r2.append(r2_score)
test_var.append(var_score)
test_pred.append(test_output1)
print('Iter:{}'.format(epoch),
'train_rmse:{:.4}'.format(batch_rmse[-1]),
'test_loss:{:.4}'.format(loss2), 'test_rmse:{:.4}'.format(rmse),
'test_acc:{:.4}'.format(acc))
if (epoch % 500 == 0):
saver.save(sess,
path + '/model_100/TGCN_pre_%r' % epoch,
global_step=epoch)
time_end = time()
print(time_end - time_start, 's')
############## visualization ###############
b = int(len(batch_rmse) / totalbatch)
batch_rmse1 = [i for i in batch_rmse]
train_rmse = [
(sum(batch_rmse1[i * totalbatch:(i + 1) * totalbatch]) / totalbatch)
for i in range(b)
]
batch_loss1 = [i for i in batch_loss]
train_loss = [
(sum(batch_loss1[i * totalbatch:(i + 1) * totalbatch]) / totalbatch)
for i in range(b)
]
index = test_rmse.index(np.min(test_rmse))
test_result = test_pred[index]
var = pd.DataFrame(test_result)
var.to_csv(path + '/test_result.csv', index=False, header=False)
#plot_result(test_result,test_label1,path)
#plot_error(train_rmse,train_loss,test_rmse,test_acc,test_mae,path)
print('min_rmse:%r' % (np.min(test_rmse)),
'min_mae:%r' % (test_mae[index]), 'max_acc:%r' % (test_acc[index]),
'r2:%r' % (test_r2[index]), 'var:%r' % test_var[index])
data, adj = load_los_data('los')
time_len = data.shape[0]
num_nodes = data.shape[1]
data1 =np.mat(data,dtype=np.float32)
### Perturbation Analysis
#noise = np.random.normal(0,0.2,size=data.shape)
#noise = np.random.poisson(16,size=data.shape)
#scaler = MinMaxScaler()
#scaler.fit(noise)
#noise = scaler.transform(noise)
#data1 = data1 + noise
#### normalization
max_value = np.max(data1)
data1 = data1/max_value
trainX, trainY, testX, testY = preprocess_data(data1, time_len, train_rate, seq_len, pre_len)
#trainX, trainY, testX, testY = preprocess_average_data(data1, time_len, train_rate, seq_len, pre_len)
totalbatch = int(trainX.shape[0]/batch_size)
training_data_count = len(trainX)
def TGCN(_X, weights, biases):
###
cell_1 = tgcnCell(gru_units, adj, num_nodes=num_nodes)
cell = tf.nn.rnn_cell.MultiRNNCell([cell_1], state_is_tuple=True)
_X = tf.unstack(_X, axis=1)
# print(_X)
outputs, states = tf.nn.static_rnn(cell, _X, dtype=tf.float32)
# print('000',outputs)
# out = outputs[-1]