def experiment_with_parameters(ser_filename,
batch_sizes=[64],
learning_rates=[0.05],
optimizers=['Ftrl', 'RMSProp', 'Adam', 'Adagrad', 'SGD'],
class_weights=[[0.4,0.6], [0.6,0.4]]):
'''
Calculate and print accuracies for different combinations of hyper-paramters.
'''
# Load dataset
train_data, train_targets, test_data, expected = Helper.unserialize(ser_filename)
# Build Classifier
for b_size in batch_sizes:
for l_rate in learning_rates:
for optimizer in optimizers:
for class_weight in class_weights:
classifier = skflow.TensorFlowEstimator(model_fn=multilayer_conv_model, n_classes=2,
steps=500, learning_rate=l_rate, batch_size=b_size,
optimizer=optimizer, class_weight=class_weight)
classifier.fit(train_data, train_targets)
# Assess
predictions = classifier.predict(test_data)
accuracy = metrics.accuracy_score(expected, predictions)
confusion_matrix = metrics.confusion_matrix(expected, predictions)
print('Accuracy for batch_size %.2d learn_rate %.3f Cost Function %s: %f' % (b_size, l_rate, optimizer, accuracy))
print("Confusion matrix:\n%s" % confusion_matrix)
def run(featureRepresentation='image',
glcm_distance=1,
glcm_isMultidirectional=False):
'''
Apply a CNN on the grain_images dataset and print test accuracies.
That is, train it on training data and test it on test data.
'''
train_data, train_targets, test_data, expected = Helper.extract_features_from_new_data(
featureRepresentation,
glcm_distance,
glcm_isMultidirectional,
train_size=0.5)
Helper.serialize("../Datasets/grain_glcm_d1_a4_2_new.data",
(train_data, train_targets, test_data, expected))
# Build Classifier
classifier = skflow.TensorFlowEstimator(model_fn=multilayer_conv_model,
n_classes=2,
steps=500,
learning_rate=0.05,
batch_size=128)
classifier.fit(train_data, train_targets)
# Assess
predictions = classifier.predict(test_data)
accuracy = metrics.accuracy_score(expected, predictions)
confusion_matrix = metrics.confusion_matrix(expected, predictions)
print("Confusion matrix:\n%s" % confusion_matrix)
print('Accuracy: %f' % accuracy)
def instantiateModel(hyperparams):
# We'll copy the same model from above
def custom_model(X, y):
#X = learn.ops.batch_normalize(X, scale_after_normalization=True) TODO possibly include this
layers = learn.ops.dnn(X,
hyperparams['HIDDEN_UNITS'],
activation=hyperparams['ACTIVATION_FUNCTION'],
dropout=hyperparams['KEEP_PROB'])
return learn.models.logistic_regression(layers, y)
classifier = learn.TensorFlowEstimator(
model_fn=custom_model,
n_classes=y_classes,
batch_size=hyperparams['BATCH_SIZE'],
steps=hyperparams['STEPS'],
optimizer=hyperparams['OPTIMIZER'],
learning_rate=hyperparams['LEARNING_RATE'],
)
# We'll make a monitor so that we can implement early stopping based on our train accuracy. This will prevent overfitting.
#monitor = learn.monitors.BaseMonitor(early_stopping_rounds=int(hyperparams['MAX_BAD_COUNT']),)#, print_steps=100)
return classifier # , #monitor
def dnn(nn_lr=0.1, nn_steps=5000, hidden_units=[30, 30]):
def tanh_dnn(X, y):
features = skflow.ops.dnn(X, hidden_units=hidden_units,
activation=tf.tanh)
return skflow.models.linear_regression(features, y)
regressor = skflow.TensorFlowEstimator(model_fn=tanh_dnn, n_classes=0,
steps=nn_steps, learning_rate=nn_lr, batch_size=100)
return regressor
def get_classifier(self,
n_classes,
batch_size=128,
learning_rate=0.1,
training_steps=10):
self.classifier = learn.TensorFlowEstimator(
model_fn=self.rnn_model,
n_classes=n_classes,
batch_size=batch_size,
steps=training_steps,
optimizer='SGD',
learning_rate=learning_rate)
def main():
images, labels, pokemon = load_images()
pokemon_test = []
print (labels)
# Label encoder
le = preprocessing.LabelEncoder()
le.fit(labels)
print (le.classes_)
transformed_labels = le.transform(labels)
print (transformed_labels)
msk = np.random.rand(714) < 0.8
print (msk)
true_indexes = []
false_indexes = []
training_labels = []
test_labels = []
for idx, val in enumerate(msk):
if val == 1:
true_indexes.append(idx)
training_labels.append(transformed_labels[idx])
else:
false_indexes.append(idx)
test_labels.append(transformed_labels[idx])
pokemon_test.append(pokemon[idx])
training_set = np.delete(images, false_indexes, 0)
test_set = np.delete(images, true_indexes, 0)
reshaped_dataset = training_set.reshape(len(training_labels), 3072)
reshaped_testset = test_set.reshape(len(test_labels), 3072)
# Training and predicting.
classifier = learn.TensorFlowEstimator(
model_fn=conv_model, n_classes=17, batch_size=100, steps=20000,
learning_rate=0.001, verbose=2)
classifier.fit(reshaped_dataset, training_labels, logdir=os.getcwd() + 'model_20000b_logs')
classifier.save(os.getcwd() + '/model_20000b')
score = metrics.accuracy_score(
test_labels, classifier.predict(reshaped_testset))
print('Accuracy: {0:f}'.format(score))
prediction_labels = classifier.predict(reshaped_testset)
target_names=['Bug' 'Dark' 'Dragon' 'Electric' 'Fairy' 'Fighting' 'Fire' 'Ghost' 'Grass'
'Ground' 'Ice' 'Normal' 'Poison' 'Psychic' 'Rock' 'Steel' 'Water']
print (metrics.classification_report(test_labels, prediction_labels))
print (test_labels)
print (prediction_labels)
print (pokemon_test)
def get_model(filename=CLASSIFIER_FILE):
''' Get CNN classifier object from file or create one if none exists on file.'''
if (filename == None):
# Load dataset
train_data, train_targets, test_data, expected = Helper.unserialize(
"../Datasets/raw_new_80.data")
train_data2, train_targets2, test_data2, expected2 = Helper.unserialize(
"../Datasets/raw.data")
train_data = np.concatenate((train_data, train_data2), axis=0)
train_targets = np.concatenate((train_targets, train_targets2), axis=0)
test_data = np.concatenate((test_data, test_data2), axis=0)
expected = np.concatenate((expected, expected2), axis=0)
print(train_data.shape)
raw_train_data = np.zeros((train_data.shape[0], 20, 20))
i = 0
for item in train_data:
raw_train_data[i] = item.reshape((20, 20))
#Display.show_image(raw_train_data[i])
i = i + 1
raw_test_data = np.zeros((test_data.shape[0], 20, 20))
i = 0
for item in test_data:
raw_test_data[i] = item.reshape((20, 20))
#Display.show_image(raw_test_data[i])
i = i + 1
# Build Classifier
# classifier = skflow.TensorFlowEstimator(model_fn=multilayer_conv_model, n_classes=2,
# steps=500, learning_rate=0.05, batch_size=128)
classifier = skflow.TensorFlowEstimator(model_fn=conv_model,
n_classes=2,
steps=500,
learning_rate=0.05,
batch_size=128,
optimizer='Ftrl')
classifier.fit(raw_train_data, train_targets)
# Assess built classifier
predictions = classifier.predict(raw_test_data)
accuracy = metrics.accuracy_score(expected, predictions)
confusion_matrix = metrics.confusion_matrix(expected, predictions)
print("Confusion matrix:\n%s" % confusion_matrix)
print('Accuracy: %f' % accuracy)
return classifier
else:
serialized_classifier = Helper.unserialize(filename)
return serialized_classifier
def predict_nn(hist_data, data_to_predict, cl_data):
np_hist_data, np_prd_data, np_classes_data = \
prepare_data_for_nn(hist_data, data_to_predict, cl_data)
nn = skflow.TensorFlowEstimator(model_fn=nn_model, n_classes=3)
nn.fit(np_hist_data, np_classes_data, logdir = './log')
score = metrics.accuracy_score(np_classes_data, nn.predict(np_hist_data))
print("Accuracy NN: %f" % score)
prd = nn.predict_proba(np_prd_data)
return link_perc_to_cl(prd, CLASSES_PRE)
def run_with_dataset(ser_filename):
'''
Apply a CNN on a dataset and print test accuracies.
That is, train it on training data and test it on test data.
'''
# Load dataset
train_data, train_targets, test_data, expected = Helper.unserialize(ser_filename)
# Build Classifier
classifier = skflow.TensorFlowEstimator(model_fn=multilayer_conv_model, n_classes=2,
steps=500, learning_rate=0.05, batch_size=128)
classifier.fit(train_data, train_targets)
# Assess
predictions = classifier.predict(test_data)
accuracy = metrics.accuracy_score(expected, predictions)
confusion_matrix = metrics.confusion_matrix(expected, predictions)
print("Confusion matrix:\n%s" % confusion_matrix)
print('Accuracy: %f' % (accuracy))
def main(fx, scale):
logdir = '../data/fx/ann/tensorboard_models/%s%s%s' % (
scale,
fx,
time.strftime(time_format, time.localtime()))
# Load dataset
path_f_final = ['%s/%s_%s_f.npy' % (FILE_PREX, fx, scale),
'%s/%s_%s_t.pkl.npy' % (FILE_PREX, fx, scale)]
path_f_in = '%s/%s_H.pkl' % (FILE_PREX, fx)
pd_data = pd.read_pickle(path_f_in)['close']
fx_max = max(pd_data)
fx_min = min(pd_data)
data = np.load(path_f_final[0])
data_s = np.load(path_f_final[1])
data_train = data[:data.shape[0] - num_test]
data_test = data[data.shape[0] - num_test:]
data_s_train = data_s[:data.shape[0] - num_test]
data_s_test = data_s[data.shape[0] - num_test:]
regressor = learn.TensorFlowEstimator(
model_fn=my_model,
n_classes=0, optimizer='SGD',
batch_size=len(data_train), steps=20000,
learning_rate=0.2)
# Fit
regressor.fit(data_train, data_s_train, logdir=logdir)
# Predict and score
prediction = regressor.predict(data_test)
data = {'close_price': [i * (fx_max - fx_min) + fx_min for i in data_s_test],
'predict': [i * (fx_max - fx_min) + fx_min for i in prediction]}
frame = pd.DataFrame(data)
frame.to_pickle('%s/%sprediction.pkl' % (logdir, fx))
score1 = metrics.explained_variance_score(
data_s_test, prediction)
score2 = metrics.mean_absolute_error(
data_s_test, prediction)
print(score1, score2)
return score1, score2
def get_fund_classifier():
sample_x, sample_y = load_training_data()
MAX_DOCUMENT_LENGTH = 50
EMBEDDING_SIZE = 200
vocab_processor = learn.preprocessing.VocabularyProcessor(
MAX_DOCUMENT_LENGTH)
sample_x = np.array(list(vocab_processor.fit_transform(sample_x)))
n_words = len(vocab_processor.vocabulary_)
logger_fund.info('Size of data')
logger_fund.info(sample_x.shape)
logger_fund.info('Total words: %d' % n_words)
def average_model(X, y):
word_vectors = learn.ops.categorical_variable(
X, n_classes=n_words, embedding_size=EMBEDDING_SIZE, name='words')
features = tf.reduce_max(word_vectors, reduction_indices=1)
return learn.models.logistic_regression(features, y)
def rnn_model(X, y):
word_vectors = learn.ops.categorical_variable(
X, n_classes=n_words, embedding_size=EMBEDDING_SIZE, name='words')
word_list = tf.unpack(word_vectors, axis=1)
cell = tf.nn.rnn_cell.GRUCell(EMBEDDING_SIZE)
_, encoding = tf.nn.rnn(cell, word_list, dtype=tf.float32)
return learn.models.logistic_regression(encoding, y)
classifier = learn.TensorFlowEstimator(model_fn=rnn_model,
n_classes=2,
continue_training=True,
steps=1000,
learning_rate=0.1,
optimizer='Adagrad')
classifier.fit(sample_x, sample_y)
return vocab_processor, classifier
save = pickle.load(f)
X_valid = save['X']
y_valid = save['y']
X_valid = X_valid.reshape(-1, X_valid.shape[1], X_valid.shape[2], 1)
print 'valid: X => ', X_valid.shape, 'y => ', y_valid.shape
# Restore model if graph is saved into a folder.
if os.path.exists("%s/graph.pbtxt" % (model_dir)):
classifier = learn.TensorFlowEstimator.restore(model_dir)
pred_valid = classifier.predict_proba(X_valid, batch_size=64)
print pred_valid
else:
# Create a new resnet classifier.
classifier = learn.TensorFlowEstimator(model_fn=get_image_feature_small,
n_classes=0,
batch_size=100,
steps=100,
learning_rate=0.001,
continue_training=True)
while True:
# Train model and save summaries into logdir.
classifier.fit(X, y, logdir=model_dir)
# Save model graph and checkpoints.
classifier.save(model_dir)
# Calculate accuracy.
pred_valid = classifier.predict_proba(X_valid, batch_size=5)
print pred_valid
print y_valid
#print('Accuracy: {0:f}'.format(score))
# clf.fit(trainx, trainy)
# joblib.dump(clf, os.path.join(os.path.split(os.path.realpath(__file__))[0], 'models/category.rnn.model'))
# scores = cross_validation.cross_val_score(clf, trainx, trainy, scoring='precision', cv=5)
# print MAX_DOCUMENT_LENGTH, EMBEDDING_SIZE, scores.mean(), scores
# score = metrics.accuracy_score(trainy, clf.predict(trainx))
# score = metrics.accuracy_score(testy, clf.predict(testx))
# print('Accuracy: {0:f}'.format(score))
parameters = {
'learning_rate': [0.05, 0.1, 0.15],
'steps': [500, 1000, 1200, 1500, 2000],
'optimizer': ["Adam", "Adagrad"]
}
keys, values = parameters.keys(), parameters.values()
cvscores = []
for parameter in itertools.product(*values):
ps = {keys[i]: parameter[i] for i in xrange(3)}
clf = learn.TensorFlowEstimator(model_fn=rnn_model,
n_classes=2,
continue_training=True,
**ps)
clf.fit(trainx, trainy)
score = metrics.accuracy_score(testy, clf.predict(testx))
cvscores.append((ps, score))
for cvscore in cvscores:
print cvscore[0], cvscore[1]
print 'best score'
print sorted(cvscores, key=lambda x: x[1], reverse=True)[0]
def train_cnn():
steps = 1
for i in SCALE:
result_tmp0 = np.empty(0)
result_tmp1 = np.empty(0)
result_tmp2 = np.empty(0)
# df = pd.DataFrame()
for fx in FX_LIST:
result_tmp3 = np.empty(0)
# fs_t_path = ['%s/NFs/%s_%i.npy' % (FILE_PREX, fx, i),
# '%s/T/%s_%i.pkl' % (FILE_PREX, fx, i)]
# fs = np.load(fs_t_path[0])
# t = pd.read_pickle(fs_t_path[1])
f_train = np.load('%s/NFs/%s_train_%i.npy' % (FILE_PREX, fx, i))
f_test = np.load('%s/NFs/%s_test_%i.npy' % (FILE_PREX, fx, i))
t_train = pd.read_pickle('%s/T/%s_train_%i.pkl' %
(FILE_PREX, fx, i))
t_test = pd.read_pickle('%s/T/%s_test_%i.pkl' % (FILE_PREX, fx, i))
for optimizer in optimizers:
start = time.strftime(time_format, time.localtime())
print('%s start at %s.' % (fx, start))
model = learn.TensorFlowEstimator(model_fn=conv_model,
n_classes=0,
batch_size=80,
steps=steps,
optimizer=optimizer,
learning_rate=0.001)
logdir = '%s/tensorboard_models/exam/%s/%s' % (FILE_PREX,
optimizer, fx)
# model.fit(fs[:-num_test],
# t['change'][:-num_test],
# logdir=logdir)
model.fit(f_train, t_train['change'].values, logdir=logdir)
model.save('%s/saves/exam/%s/%s' % (FILE_PREX, optimizer, fx))
# prediction1 = model.predict(fs[-num_test:])
# prediction2 = (prediction1 / 100 + 1) * \
# t['target_open'][-num_test:]
# score0 = mean_absolute_percentage_error(
# t['real_target'][-num_test:].values, prediction2)
# score1 = metrics.explained_variance_score(
# t['change'][-num_test:].values, prediction1)
# score2 = metrics.mean_squared_error(
# t['real_target'][-num_test:].values, prediction2)
prediction1 = model.predict(f_test)
prediction2 = (prediction1 / 100 + 1) * \
t_test['target_open'].values
score0 = mean_absolute_percentage_error(
t_test['real_target'].values, prediction2)
score1 = metrics.explained_variance_score(
t_test['change'].values, prediction1)
score2 = metrics.mean_squared_error(
t_test['real_target'].values, prediction2)
result_tmp0 = np.append(result_tmp0, score0)
print(result_tmp0)
result_tmp1 = np.append(result_tmp1, score1)
print(result_tmp1)
result_tmp2 = np.append(result_tmp2, score2)
print(result_tmp2)
result_tmp3 = np.append(result_tmp3, prediction2)
end = time.strftime(time_format, time.localtime())
print('%s end at %s.' % (fx, end))
result_tmp3 = pd.DataFrame(result_tmp3.reshape(
-1, len(optimizers)),
columns=optimizers)
result_tmp3['real'] = t_test['real_target'].values
result_tmp3.to_pickle('%s/pre_result/%s_%i,pkl' %
(FILE_PREX, fx, i))
result0 = pd.DataFrame(result_tmp0.reshape(-1, len(optimizers)),
index=FX_LIST,
columns=optimizers)
print(result0)
result1 = pd.DataFrame(result_tmp1.reshape(-1, len(optimizers)),
index=FX_LIST,
columns=optimizers)
print(result1)
result2 = pd.DataFrame(result_tmp2.reshape(-1, len(optimizers)),
index=FX_LIST,
columns=optimizers)
print(result2)
result0.to_pickle('%s/exam_mape_%i.pkl' % (FILE_PREX, i))
result1.to_pickle('%s/exam_evs_%i.pkl' % (FILE_PREX, i))
result2.to_pickle('%s/exam_mse_%i.pkl' % (FILE_PREX, i))
net = tf.reshape(net, [-1, net_shape[1] * net_shape[2] * net_shape[3]])
return learn.models.logistic_regression(net, y)
# Download and load MNIST data.
mnist = input_data.read_data_sets('MNIST_data')
# Restore model if graph is saved into a folder.
if os.path.exists("models/resnet/graph.pbtxt"):
classifier = learn.TensorFlowEstimator.restore("models/resnet/")
else:
# Create a new resnet classifier.
classifier = learn.TensorFlowEstimator(model_fn=res_net,
n_classes=10,
batch_size=100,
steps=100,
learning_rate=0.001,
continue_training=True)
while True:
# Train model and save summaries into logdir.
classifier.fit(mnist.train.images,
mnist.train.labels,
logdir="models/resnet/")
# Calculate accuracy.
score = metrics.accuracy_score(
mnist.test.labels, classifier.predict(mnist.test.images,
batch_size=64))
print('Accuracy: {0:f}'.format(score))
def rnn_model(X, y):
"""Recurrent neural network model to predict from sequence of words
to a class."""
# Convert indexes of words into embeddings.
# This creates embeddings matrix of [n_words, EMBEDDING_SIZE] and then
# maps word indexes of the sequence into [batch_size, sequence_length,
# EMBEDDING_SIZE].
word_vectors = learn.ops.categorical_variable(X, n_classes=n_words,
embedding_size=EMBEDDING_SIZE, name='words')
# Split into list of embedding per word, while removing doc length dim.
# word_list results to be a list of tensors [batch_size, EMBEDDING_SIZE].
word_list = learn.ops.split_squeeze(1, MAX_DOCUMENT_LENGTH, word_vectors)
# Create a Gated Recurrent Unit cell with hidden size of EMBEDDING_SIZE.
cell = tf.nn.rnn_cell.GRUCell(EMBEDDING_SIZE)
# Create an unrolled Recurrent Neural Networks to length of
# MAX_DOCUMENT_LENGTH and passes word_list as inputs for each unit.
_, encoding = tf.nn.rnn(cell, word_list, dtype=tf.float32)
# Given encoding of RNN, take encoding of last step (e.g hidden size of the
# neural network of last step) and pass it as features for logistic
# regression over output classes.
return learn.models.logistic_regression(encoding, y)
classifier = learn.TensorFlowEstimator(model_fn=rnn_model, n_classes=15,
steps=1000, optimizer='Adam', learning_rate=0.01, continue_training=True)
# Continuously train for 1000 steps & predict on test set.
while True:
classifier.fit(X_train, y_train, logdir='/tmp/tf_examples/word_rnn')
score = metrics.accuracy_score(y_test, classifier.predict(X_test))
print('Accuracy: {0:f}'.format(score))
def train_all_models():
columns = np.empty(0)
steps = 20000 # !
batch_size = 30
learning_rate = 0.001
result_tmp0 = np.empty(0)
for i in SCALE:
for fx in FX_LIST:
result_tmp1 = pd.DataFrame()
result_tmp2 = pd.DataFrame()
for name in models:
if i == SCALE[-1]:
columns = np.append(columns, '%s%s_MSE' % (fx, name))
columns = np.append(columns, '%s%s_MAPE' % (fx, name))
# columns = np.append(columns, '%s%s_EVS' % (fx, name))
columns = np.append(columns, '%s%s_R2' % (fx, name))
columns = np.append(columns, '%s%s_R2_R' % (fx, name))
# columns = np.append(columns, '%s%s_MAPE_C' % (fx, name))
start = time.strftime(time_format, time.localtime())
print('%s with %s for h=%i start at %s.' %
(fx, name, i, start))
logdir = '%s/tensorboard_models/exam/%s/%s_%i' % (FILE_PREX,
name, fx, i)
if name == 'CNN':
f_train = np.load('%s/NFs/%s_train_%i.npy' %
(FILE_PREX, fx, i))
f_test = np.load('%s/NFs/%s_test_%i.npy' %
(FILE_PREX, fx, i))
f_plot = np.load('%s/NFs/%s_plot_%i.npy' %
(FILE_PREX, fx, i))
t_train = pd.read_pickle('%s/T/%s_train_%i.pkl' %
(FILE_PREX, fx, i))
t_test = pd.read_pickle('%s/T/%s_test_%i.pkl' %
(FILE_PREX, fx, i))
t_plot = pd.read_pickle('%s/T/%s_plot_%i.pkl' %
(FILE_PREX, fx, i))
model = learn.TensorFlowEstimator(
model_fn=conv_model,
n_classes=0,
batch_size=batch_size,
steps=steps,
optimizer='Adagrad',
learning_rate=learning_rate)
model.fit(f_train, t_train['change'].values, logdir=logdir)
model.save('%s/saves/exam/%s/%s_%i' %
(FILE_PREX, name, fx, i))
else:
f_train = np.load('%s/NFs/%s_train_5_%i.npy' %
(FILE_PREX, fx, i))
f_test = np.load('%s/NFs/%s_test_5_%i.npy' %
(FILE_PREX, fx, i))
f_plot = np.load('%s/NFs/%s_plot_5_%i.npy' %
(FILE_PREX, fx, i))
t_train = pd.read_pickle('%s/T/%s_train_5_%i.pkl' %
(FILE_PREX, fx, i))
t_test = pd.read_pickle('%s/T/%s_test_5_%i.pkl' %
(FILE_PREX, fx, i))
t_plot = pd.read_pickle('%s/T/%s_plot_5_%i.pkl' %
(FILE_PREX, fx, i))
if name == 'ANN-10':
model = learn.TensorFlowEstimator(
model_fn=model10,
n_classes=0,
optimizer='Adagrad',
batch_size=batch_size,
steps=steps,
learning_rate=learning_rate)
model.fit(f_train,
t_train['change'].values,
logdir=logdir)
model.save('%s/saves/exam/%s/%s_%i' %
(FILE_PREX, name, fx, i))
elif name == 'ANN-15':
model = learn.TensorFlowEstimator(
model_fn=model15,
n_classes=0,
optimizer='Adagrad',
batch_size=batch_size,
steps=steps,
learning_rate=learning_rate)
model.fit(f_train,
t_train['change'].values,
logdir=logdir)
model.save('%s/saves/exam/%s/%s_%i' %
(FILE_PREX, name, fx, i))
elif name == 'ANN-20':
model = learn.TensorFlowEstimator(
model_fn=model20,
n_classes=0,
optimizer='Adagrad',
batch_size=batch_size,
steps=steps,
learning_rate=learning_rate)
model.fit(f_train,
t_train['change'].values,
logdir=logdir)
model.save('%s/saves/exam/%s/%s_%i' %
(FILE_PREX, name, fx, i))
else:
model = svm.SVR()
model.fit(f_train, t_train['change'].values)
prediction1 = model.predict(f_test)
prediction2 = (prediction1 / 100 + 1) * \
t_test['target_open'].values
prediction3 = model.predict(f_plot)
prediction4 = (prediction3 / 100 + 1) * \
t_plot['target_open'].values
score0 = metrics.mean_squared_error(
t_test['real_target'].values, prediction2)
score1 = mean_absolute_percentage_error(
t_test['real_target'].values, prediction2)
# score2 = metrics.explained_variance_score(
# t_test['real_target'].values, prediction2)
score2 = metrics.r2_score(t_test['change'].values, prediction1)
score3 = metrics.r2_score(t_test['real_target'].values,
prediction2)
result_tmp0 = np.append(result_tmp0, score0)
result_tmp0 = np.append(result_tmp0, score1)
result_tmp0 = np.append(result_tmp0, score2)
result_tmp0 = np.append(result_tmp0, score3)
result_tmp1['%s' % name] = prediction2
result_tmp2['%s' % name] = prediction4
end = time.strftime(time_format, time.localtime())
print('%s with %s for h=%i end at %s.\
\nMSE: %f\nMAPE: %f\nR2: %f\nR2_R: %f' %
(fx, name, i, end, score0, score1, score2, score3))
# result_tmp1 = pd.DataFrame(
# result_tmp1.reshape(len(models), -1), columns=models)
result_tmp1['real'] = t_test['real_target'].values
result_tmp1.to_pickle('%s/pre_result/%s_all_%i.pkl' %
(FILE_PREX, fx, i))
# result_tmp2 = pd.DataFrame(
# result_tmp2.reshape(-1, len(models)), columns=models)
result_tmp2['real'] = t_plot['real_target'].values
result_tmp2.to_pickle('%s/pre_result/%s_plot_%i.pkl' %
(FILE_PREX, fx, i))
result0 = pd.DataFrame(result_tmp0.reshape(-1, len(columns)),
index=SCALE,
columns=columns)
result0.to_pickle('%s/exam_all.pkl' % FILE_PREX)
decoding, _, sampling_decoding, _ = learn.ops.rnn_seq2seq(
in_X, in_y, encoder_cell, decoder_cell)
return learn.ops.sequence_classifier(decoding, out_y, sampling_decoding)
def get_language_model(hidden_size):
"""Returns a language model with given hidden size."""
def language_model(X, y):
inputs = learn.ops.one_hot_matrix(X, 256)
inputs = learn.ops.split_squeeze(1, MAX_DOC_LENGTH, inputs)
target = learn.ops.split_squeeze(1, MAX_DOC_LENGTH, y)
encoder_cell = tf.nn.rnn_cell.OutputProjectionWrapper(
tf.nn.rnn_cell.GRUCell(hidden_size), 256)
output, _ = tf.nn.rnn(encoder_cell, inputs, dtype=tf.float32)
return learn.ops.sequence_classifier(output, target)
return language_model
### Training model.
estimator = learn.TensorFlowEstimator(model_fn=get_language_model(HIDDEN_SIZE),
n_classes=256,
optimizer='Adam',
learning_rate=0.01,
steps=1000,
batch_size=64,
continue_training=True)
estimator.fit(X, y)
X_test = np.array(list(char_processor.transform(X_test)))
### Models
HIDDEN_SIZE = 20
def char_rnn_model(X, y):
byte_list = learn.ops.one_hot_matrix(X, loader.num_alpha)
byte_list = learn.ops.split_squeeze(1, MAX_DOCUMENT_LENGTH, byte_list)
cell = tf.nn.rnn_cell.GRUCell(HIDDEN_SIZE)
_, encoding = tf.nn.rnn(cell, byte_list, dtype=tf.float32)
return learn.models.logistic_regression(encoding, y)
classifier = learn.TensorFlowEstimator(model_fn=char_rnn_model,
n_classes=loader.num_hash,
steps=100,
optimizer='Adam',
learning_rate=0.01,
continue_training=True)
# Continuously train for 100 steps & predict on test set.
print("TRAIN")
while True:
classifier.fit(X_train, y_train)
score = metrics.accuracy_score(y_test, classifier.predict(X_test))
classifier.save('save/')
print("Accuracy: %f" % score)
# hyperparameters: these are adjustable and lead to different results
LOG_DIR = os.path.join(os.getcwd(), datetime.datetime.now().strftime('%Y-%m-%d_%H-%M-%S'))
TIMESTEPS = 8
RNN_LAYERS = [150]
DENSE_LAYERS = None
TRAINING_STEPS = 5000
BATCH_SIZE = 100
PRINT_STEPS = TRAINING_STEPS / 10
LEARNING_RATE = 0.05
# TensorFlowEstimator does all the training work
regressor = learn.TensorFlowEstimator(model_fn=lstm_model(TIMESTEPS, RNN_LAYERS,
DENSE_LAYERS),
n_classes=0,
verbose=1,
steps=TRAINING_STEPS,
optimizer='SGD',
learning_rate=LEARNING_RATE,
batch_size=BATCH_SIZE,
continue_training=True)
#read the data
print("Reading CSV file...")
with open('pub.csv') as f:
data = list(reader(f.read().splitlines()))
# get output
# for 'data.csv', standardized impressions are in column 5
adOps = [float(i[5]) for i in data[1::]]
tf.to_float(adOps, name='ToFloat')
vocab_processor = learn.preprocessing.ByteProcessor(
max_document_length=MAX_DOCUMENT_LENGTH)
x_iter = vocab_processor.transform(X_train)
y_iter = vocab_processor.transform(y_train)
xpred = np.array(list(vocab_processor.transform(X_test))[:20])
ygold = list(y_test)[:20]
PATH = '/tmp/tf_examples/ntm/'
if os.path.exists(PATH):
translator = learn.TensorFlowEstimator.restore(PATH)
else:
translator = learn.TensorFlowEstimator(model_fn=translate_model,
n_classes=256,
optimizer='Adam',
learning_rate=0.01,
batch_size=128,
continue_training=True)
while True:
translator.fit(x_iter, y_iter, logdir=PATH)
translator.save(PATH)
predictions = translator.predict(xpred, axis=2)
xpred_inp = vocab_processor.reverse(xpred)
text_outputs = vocab_processor.reverse(predictions)
for inp_data, input_text, pred, output_text, gold in zip(
xpred, xpred_inp, predictions, text_outputs, ygold):
print('English: %s. French (pred): %s, French (gold): %s' %
(input_text, output_text, gold.decode('utf-8')))
print(inp_data, pred)
bias=True,
activation=tf.nn.relu)
h_pool1 = max_pool_2x2(h_conv1)
# second conv layer will compute 64 features for each 5x5 patch
with tf.variable_scope('conv_layer2'):
h_conv2 = learn.ops.conv2d(h_pool1,
n_filters=64,
filter_shape=[5, 5],
bias=True,
activation=tf.nn.relu)
h_pool2 = max_pool_2x2(h_conv2)
# reshape tensor into a batch of vectors
h_pool2_flat = tf.reshape(h_pool2, [-1, 7 * 7 * 64])
# densely connected layer with 1024 neurons
h_fc1 = learn.ops.dnn(h_pool2_flat, [1024],
activation=tf.nn.relu,
dropout=0.5)
return learn.models.logistic_regression(h_fc1, y)
# Training and predicting
classifier = learn.TensorFlowEstimator(model_fn=conv_model,
n_classes=10,
batch_size=100,
steps=20000,
learning_rate=0.001)
classifier.fit(mnist.train.images, mnist.train.labels)
score = metrics.accuracy_score(mnist.test.labels,
classifier.predict(mnist.test.images))
print('Accuracy: {0:f}'.format(score))
LOG_DIR = os.path.join(os.getcwd(), datetime.datetime.now().strftime('%Y-%m-%d_%H-%M-%S'))
TIMESTEPS = 80
RNN_LAYERS = [80]
DENSE_LAYERS = None
TRAINING_STEPS = 30000
BATCH_SIZE = 100
PRINT_STEPS = TRAINING_STEPS / 100
my_dir = os.sep.join([os.path.expanduser('~'), 'Desktop', 'sine'])
regressor = learn.TensorFlowEstimator(model_fn=lstm_model(TIMESTEPS, RNN_LAYERS,
DENSE_LAYERS),
n_classes=0,
verbose=2,
steps=TRAINING_STEPS,
optimizer='SGD',
learning_rate=0.001,
batch_size=BATCH_SIZE,
class_weight = [1])
#generate SINE WAVE data
X, y = generate_data(np.sin, np.linspace(0, 100, 5000), TIMESTEPS, seperate=False)
# create a lstm instance and validation monitor
validation_monitor = learn.monitors.ValidationMonitor(X['val'], y['val'],
every_n_steps=PRINT_STEPS,
early_stopping_rounds=100000)
regressor.fit(X['train'], y['train'], monitors=[validation_monitor], logdir=LOG_DIR)
# based off training, get the predictions
# You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from sklearn import datasets, metrics, cross_validation
from tensorflow.contrib import learn
iris = datasets.load_iris()
X_train, X_test, y_train, y_test = cross_validation.train_test_split(iris.data, iris.target,
test_size=0.2, random_state=42)
def my_model(X, y):
"""This is DNN with 10, 20, 10 hidden layers, and dropout of 0.1 probability."""
layers = learn.ops.dnn(X, [10, 20, 10], dropout=0.1)
return learn.models.logistic_regression(layers, y)
classifier = learn.TensorFlowEstimator(model_fn=my_model, n_classes=3,
steps=1000)
classifier.fit(X_train, y_train)
score = metrics.accuracy_score(y_test, classifier.predict(X_test))
print('Accuracy: {0:f}'.format(score))
import tensorflow.contrib.learn as skflow
from sklearn import datasets, metrics, preprocessing
import numpy as np
import pandas as pd
df = pd.read_csv("data/CHD.csv", header=0)
print df.describe()
def my_model(X, y):
return skflow.models.logistic_regression(X, y)
a = preprocessing.StandardScaler()
X = a.fit_transform(df['age'].astype(float))
print a.get_params()
classifier = skflow.TensorFlowEstimator(model_fn=my_model, n_classes=1)
classifier.fit(X, df['chd'].astype(float), logdir='/tmp/logistic')
print(classifier.get_tensor_value('logistic_regression/bias:0'))
print(classifier.get_tensor_value('logistic_regression/weight:0'))
score = metrics.accuracy_score(df['chd'].astype(float), classifier.predict(X))
print("Accuracy: %f" % score)
### Embeddings
EMBEDDING_SIZE = 3
def categorical_model(X, y):
features = skflow.ops.categorical_variable(X,
n_classes,
embedding_size=EMBEDDING_SIZE,
name='embarked')
return skflow.models.logistic_regression(tf.squeeze(features, [1]), y)
# features has shape (712, 1, 3)
classifier = skflow.TensorFlowEstimator(model_fn=categorical_model,
n_classes=2)
classifier.fit(X_train, y_train)
print("Accuracy: {0}".format(
metrics.accuracy_score(classifier.predict(X_test), y_test)))
print("ROC: {0}".format(
metrics.roc_auc_score(classifier.predict(X_test), y_test)))
### One Hot
def one_hot_categorical_model(X, y):
features = skflow.ops.one_hot_matrix(X, n_classes)
return skflow.models.logistic_regression(tf.squeeze(features, [1]), y)
dropout=0.7)
with tf.variable_scope('LR_Layer'):
o_linear = learn.models.linear_regression(h_fc1, y)
return o_linear
time_format = '%Y%m%d%H%M'
result_tmp = np.empty(0)
num_test = 8496
if __name__ == '__main__':
for fx in FX_LIST:
for optimizer in optimizers:
re = learn.TensorFlowEstimator(model_fn=conv_model,
n_classes=0,
batch_size=200,
steps=20000,
optimizer=optimizer,
learning_rate=0.001)
path_f_final = [
'%s/%s_FINAL_M_new100.npy' % (FILE_PREX, fx),
'%s/%s_FINAL_S_new100.pkl' % (FILE_PREX, fx)
]
data = np.load(path_f_final[0])
data_s = pd.read_pickle(path_f_final[1])
range_price = data_s['max_price'] - data_s['min_price']
data = np.array([
(data[i] - data_s['min_price'][i]) / range_price[i]
for i in range(data.shape[0])
])
data_train = data[:data.shape[0] - num_test]
data_test = data[data.shape[0] - num_test:]
import tensorflow.contrib.learn as skflow
from sklearn import datasets, metrics
iris = datasets.load_iris()
classifier = skflow.TensorFlowEstimator(hidden_units=[10, 20, 10], n_classes=3)
classifier.fit(iris.data, iris.target)
score = metrics.accuracy_score(iris.target, classifier.predict(iris.data))
print("Accuracy: %f" % score)
# ## Parameter definitions
#
# - LOG_DIR: log file
# - TIMESTEPS: RNN time steps
# - RNN_LAYERS: RNN layer 정보
# - DENSE_LAYERS: DNN 크기 [10, 10]: Two dense layer with 10 hidden units
# - TRAINING_STEPS: 학습 스텝
# - BATCH_SIZE: 배치 학습 크기
# - PRINT_STEPS: 학습 과정 중간 출력 단계 (전체의 1% 해당하는 구간마다 출력)
# In[15]:
regressor = learn.TensorFlowEstimator(model_fn=lstm_model(
TIMESTEPS, RNN_LAYERS, DENSE_LAYERS),
n_classes=0,
verbose=1,
steps=TRAINING_STEPS,
optimizer='Adagrad',
learning_rate=0.03,
batch_size=BATCH_SIZE)
# ## Create a regressor with TF Learn
#
# : 예측을 위한 모델 생성. TF learn 라이브러리에 제공되는 TensorFlowEstimator를 사용.
#
# **Parameters**:
#
# - model_fn: 학습 및 예측에 사용할 모델
# - n_classes: label에 해당하는 클래스 수 (0: prediction, 1이상: classification) 확인필요
# - verbose: 과정 출력
# - steps: 학습 스텝
# - optimizer: 최적화 기법 ("SGD", "Adam", "Adagrad")
# Create random dataset.
rng = np.random.RandomState(1)
X = np.sort(200 * rng.rand(100, 1) - 100, axis=0)
y = np.array([np.pi * np.sin(X).ravel(), np.pi * np.cos(X).ravel()]).T
# Fit regression DNN models.
regressors = []
options = [[2], [10, 10], [20, 20]]
for hidden_units in options:
def tanh_dnn(X, y):
features = learn.ops.dnn(X, hidden_units=hidden_units,
activation=learn.tf.tanh)
return learn.models.linear_regression(features, y)
regressor = learn.TensorFlowEstimator(model_fn=tanh_dnn, n_classes=0,
steps=500, learning_rate=0.1, batch_size=100)
regressor.fit(X, y)
score = mean_squared_error(regressor.predict(X), y)
print("Mean Squared Error for {0}: {1:f}".format(str(hidden_units), score))
regressors.append(regressor)
# Predict on new random Xs.
X_test = np.arange(-100.0, 100.0, 0.1)[:, np.newaxis]
y_1 = regressors[0].predict(X_test)
y_2 = regressors[1].predict(X_test)
y_3 = regressors[2].predict(X_test)
# Plot the results
plt.figure()
plt.scatter(y[:, 0], y[:, 1], c="k", label="data")
plt.scatter(y_1[:, 0], y_1[:, 1], c="g",