def __init__(self,
n_readout=1000,
n_components=100,
damping=0.5,
weight_scaling=0.9,
discard_steps=0,
random_state=None,
alpha=1,
kernel="poly",
degree=3):
self.n_readout = n_readout
self.n_components = n_components
self.damping = damping
self.weight_scaling = weight_scaling
self.discard_steps = discard_steps
self.random_state = random_state
self.alpha = alpha
self.kernel = kernel
self.degree = degree
self.ESN = SimpleESN(n_readout=self.n_readout,
n_components=self.n_components,
damping=self.damping,
weight_scaling=self.weight_scaling,
discard_steps=self.discard_steps,
random_state=check_random_state(
self.random_state))
self.Kernel_Ridge = KernelRidge(alpha=self.alpha,
kernel=self.kernel,
gamma=None,
degree=self.degree,
coef0=1,
kernel_params=None)
def model_test_for_esn_base(Base,
esn_param,
X_train,
X_test,
Y_train,
Y_test,
n_estimators=500,
learning_rate=0.01,
Score=MLE,
Dist=Normal,
verbose=True,
verbose_eval=100,
plot_predict=True,
return_y_pred=False,
return_y_dists=False,
return_mse=False):
ESN = SimpleESN(n_readout=esn_param['n_readout'],
n_components=esn_param['n_components'],
damping=esn_param['damping'],
weight_scaling=esn_param['weight_scaling'],
discard_steps=0,
random_state=None)
X_train = ESN.fit_transform(X_train)
X_test = ESN.fit_transform(X_test)
ngb = NGBRegressor(Base=Base,
n_estimators=n_estimators,
verbose=verbose,
verbose_eval=verbose_eval,
learning_rate=learning_rate,
Dist=Dist,
Score=Score)
print(ESN, '\n')
print(ngb, '\n')
ngb.fit(X_train, Y_train)
Y_preds = ngb.predict(X_test)
Y_dists = ngb.pred_dist(X_test) # return norm method: mean std
# test Mean Squared Error
test_MSE = mean_squared_error(Y_preds, Y_test)
print('\nTest MSE', test_MSE)
# test Negative Log Likelihood
test_NLL = -Y_dists.logpdf(Y_test).mean()
print('Test NLL', test_NLL)
if plot_predict:
df = pd.concat([Y_test, pd.Series(Y_preds, index=Y_test.index)],
axis=1)
df.columns = ['test', 'pred']
df.plot(figsize=(10, 4),
title='MSE:{} NLL:{}'.format(round(test_MSE, 4),
round(test_NLL, 4)))
if (return_y_pred) & (not (return_y_dists)):
return pd.Series(Y_preds, index=Y_test.index)
if (not (return_y_pred)) & (return_y_dists):
return Y_dists
if (return_y_pred) & (return_y_dists):
return pd.Series(Y_preds, index=Y_test.index), Y_dists
if return_mse:
return test_MSE
def __init__(self,
n_readout=1000,
n_components=100,
damping=0.5,
weight_scaling=0.9,
discard_steps=0,
random_state=None,
alpha=0.01):
self.Ridge = Ridge(alpha=alpha)
self.ESN = SimpleESN(n_readout=n_readout,
n_components=n_components,
damping=damping,
weight_scaling=weight_scaling,
discard_steps=discard_steps,
random_state=check_random_state(random_state))
def __init__(self, args, esn_param=None, box_cox=False):
X_train, X_test, Y_train, Y_test = get_data2(hour_num=1,
transform='sin+cos',
train_index=[3001, 7002],
test_index=[2000, 3001],
return_y_scaler=False,
drop_else=True,
box_cox=box_cox)
if esn_param is not None:
ESN = SimpleESN(n_readout=esn_param['n_readout'],
n_components=esn_param['n_components'],
damping=esn_param['damping'],
weight_scaling=esn_param['weight_scaling'],
discard_steps=esn_param['discard_steps'],
random_state=check_random_state(
esn_param['random_state']))
ESN.fit(X_train)
X_train = ESN.transform(X_train)
X_test = ESN.transform(X_test)
print('ESN param:', esn_param)
self.xs = np.array(X_train, dtype=np.float32)
self.ys = np.array(Y_train, dtype=np.float32).reshape(len(Y_train), 1)
self.test_xs = np.array(X_test, dtype=np.float32)
self.test_ys = np.array(Y_test,
dtype=np.float32).reshape(len(Y_test), 1)
# Standardize input features
self.input_mean = np.mean(self.xs, 0)
self.input_std = np.std(self.xs, 0)
# self.xs = (self.xs - self.input_mean)/self.input_std
# Target mean and std
self.target_mean = np.mean(self.ys, 0)[0]
self.target_std = np.std(self.ys, 0)[0]
self.batch_size = args.batch_size
def __init__(self,
n_readout=1000,
n_components=100,
damping=0.5,
weight_scaling=0.9,
discard_steps=0,
random_state=None,
criterion="mse",
max_depth=None):
self.n_readout = n_readout
self.n_components = n_components
self.damping = damping
self.weight_scaling = weight_scaling
self.discard_steps = discard_steps
self.random_state = random_state
self.criterion = criterion
self.max_depth = max_depth
self.ESN = SimpleESN(n_readout=self.n_readout,
n_components=self.n_components,
damping=self.damping,
weight_scaling=self.weight_scaling,
discard_steps=self.discard_steps,
random_state=check_random_state(
self.random_state))
self.Decision_Tree = DecisionTreeRegressor(criterion=self.criterion,
splitter="best",
max_depth=self.max_depth,
min_samples_split=2,
min_samples_leaf=1,
min_weight_fraction_leaf=0.,
max_features=None,
random_state=None,
max_leaf_nodes=None,
min_impurity_decrease=0.,
min_impurity_split=None,
presort=False)
def __init__(self,
n_readout=1000,
n_components=100,
damping=0.5,
weight_scaling=0.9,
discard_steps=0,
random_state=None,
epsilon=0.0,
C=1.0,
max_iter=1000):
self.n_readout = n_readout
self.n_components = n_components
self.damping = damping
self.weight_scaling = weight_scaling
self.discard_steps = discard_steps
self.random_state = random_state
self.epsilon = epsilon
self.C = C
self.max_iter = max_iter
self.ESN = SimpleESN(n_readout=self.n_readout,
n_components=self.n_components,
damping=self.damping,
weight_scaling=self.weight_scaling,
discard_steps=self.discard_steps,
random_state=check_random_state(
self.random_state))
self.Linear_SVR = LinearSVR(epsilon=self.epsilon,
tol=1e-4,
C=self.C,
loss='epsilon_insensitive',
fit_intercept=True,
intercept_scaling=1.,
dual=True,
verbose=0,
random_state=None,
max_iter=self.max_iter)
def __init__(self,
n_readout=1000,
n_components=100,
damping=0.5,
weight_scaling=0.9,
discard_steps=0,
random_state=None,
alpha=0.01):
self.n_readout = n_readout
self.n_components = n_components
self.damping = damping
self.weight_scaling = weight_scaling
self.discard_steps = discard_steps
self.random_state = random_state
self.alpha = alpha
self.ESN = SimpleESN(n_readout=self.n_readout,
n_components=self.n_components,
damping=self.damping,
weight_scaling=self.weight_scaling,
discard_steps=self.discard_steps,
random_state=check_random_state(
self.random_state))
self.Lasso = Lasso(alpha=self.alpha)
from sklearn.pipeline import Pipeline
if __name__ == '__main__':
X = loadtxt('MackeyGlass_t17.txt')
X = atleast_2d(X).T
train_length = 2000
test_length = 2000
X_train = X[:train_length]
y_train = X[1:train_length+1]
X_test = X[train_length:train_length+test_length]
y_test = X[train_length+1:train_length+test_length+1]
# Simple training
my_esn = SimpleESN(n_readout=1000, n_components=1000,
damping=0.3, weight_scaling=1.25)
echo_train = my_esn.fit_transform(X_train)
regr = Ridge(alpha=0.01)
regr.fit(echo_train, y_train)
echo_test = my_esn.transform(X_test)
y_true, y_pred = y_test, regr.predict(echo_test)
err = mean_squared_error(y_true, y_pred)
fp = plt.figure(figsize=(12, 4))
trainplot = fp.add_subplot(1, 3, 1)
trainplot.plot(X_train[100:600], 'b')
trainplot.set_title('Some training signal')
echoplot = fp.add_subplot(1, 3, 2)
echoplot.plot(echo_train[100:600, :20])
echoplot.set_title('Some reservoir activation')
testplot = fp.add_subplot(1, 3, 3)