def __init__(self, symbolic_params, params, prediction, objective, symbolic_features, symbolic_targets, inputs, **kwargs):
symbolic_inputs = symbolic_features + [symbolic_targets]
arsuper(PredictionProblem, self).__init__(
symbolic_params, params, objective,
symbolic_inputs, inputs, **kwargs)
v = [T.copy(param) for param in symbolic_params]
self.prediction = prediction
#ATTRIBUTION: computation of Gv is from https://github.com/boulanni/theano-hf,
#due to Nicolas Boulanger-Lewandowski,
#along with code for paramter flattening and unflattening
Jv = T.Rop(prediction, symbolic_params, v)
HJv = T.grad(T.sum(T.grad(objective.mean(), prediction)*Jv), prediction,
consider_constant=[Jv],
disconnected_inputs='ignore'
)
Gv = T.grad(T.sum(HJv * prediction),symbolic_params,
consider_constant=[HJv, Jv],
disconnected_inputs='ignore'
)
self.Gv_f = {'fn': function(symbolic_params+v+symbolic_inputs, Gv, on_unused_input='ignore'),
'cost':2, 'name':'Gv'
}
self.predictor = function(symbolic_params+symbolic_features,prediction)
def train(self, max_epochs=10000):
if not self.__inited or not self.__has_model:
raise RuntimeError("model must be initialized and then created first before training")
epochs = 1
self.patience = 0
triple_indices = range(len(self.kb_triples))
entity_indices = self.entity_indices.values()
param_value_old, param_value_new = None, None
while not self.__converged(epochs, max_epochs, param_value_old, param_value_new):
s_batch = np.random.choice(triple_indices, size=self.batch_size)
s_batch = [self.kb_triples[i] for i in s_batch]
training_batch = []
if epochs % 100 == 0:
logger.info("=====starting training epoch : %d=====" % epochs)
# form a mini batch of input
for triple in s_batch:
left_entity, right_entity = self.entity_indices[triple.left_entity], \
self.entity_indices[triple.right_entity]
relation = self.relation_indices[triple.relation]
pos_triple = [left_entity, right_entity, relation]
choice = random.randint(0, 1)
entity = random.choice(entity_indices)
left_entity = entity if choice == 0 else left_entity
right_entity = entity if choice == 1 else right_entity
# form a polluted triple by randomly disturbing either the left entity
# or the right entity of a golden triple
neg_triple = [left_entity, right_entity, relation]
training_triple = pos_triple
training_triple.extend(neg_triple)
training_batch.append(training_triple)
param_value_old = [T.copy(p).get_value() for p in self.params]
self.model(training_batch)
param_value_new = [p.get_value() for p in self.params]
epochs += 1
self.normalize_relations()
def train(self, max_epochs=10000):
if not self.is_inited or not self.has_model:
raise RuntimeError("model must be initialized and then created first before training")
epochs = 1
self.patience = 0
pos_triple_train = self.__form_input_tensor('pos_triple_train')
neg_triple_train = self.__form_input_tensor('neg_triple_train')
train_objective = self.__objective(pos_triple=pos_triple_train, neg_triple=neg_triple_train)
while not self.__converged(epochs, max_epochs):
# choose a triple randomly with replacement from knowledge triples
if epochs % 100 == 0:
logger.info("=====starting training epoch : %d=====" %epochs)
triple = random.choice(self.knowledge_triples)
l_entity, r_entity = self.entity_indices[triple.left_entity], \
self.entity_indices[triple.right_entity]
relation = self.relation_indices[triple.relation]
pos_triple_val = (l_entity, r_entity, relation)
choice = random.randint(0, 1)
entity = random.choice(self.entity_indices.values())
l_entity = entity if choice == 0 else l_entity
r_entity = entity if choice == 1 else r_entity
neg_triple_val = (l_entity, r_entity, relation)
objective_value = train_objective.eval({pos_triple_train: pos_triple_val,
neg_triple_train: neg_triple_val})
if objective_value.any():
self.param_value_old = [T.copy(p).get_value() for p in self.params]
self.model(pos_triple_val, neg_triple_val)
self.param_value_new = [p.get_value() for p in self.params]
epochs += 1
def main(args):
theano.optimizer = 'fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'dp_disall-sch_%d' % trial
channel_name = 'mae'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/aggVSdisag_distrib/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = int(args['stride_test'])
loadType = int(args['loadType'])
flgMSE = int(args['flgMSE'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
origLR = lr
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
typeActivFunc = args['typeActivFunc']
print "trial no. %d" % trial
print "batch size %d" % batch_size
print "learning rate %f" % lr
print "saving pkl file '%s'" % pkl_name
print "to the save path '%s'" % save_path
print(str(windows))
q_z_dim = 500
p_z_dim = 500
p_x_dim = 500
x2s_dim = 200
y2s_dim = 200
z2s_dim = 200
lr_iterations = {0: lr}
target_dim = k # As different appliances are separeted in theta_mu1, theta_mu2, etc... each one is just created from k different Gaussians
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_redd(
data_path,
windows,
appliances,
numApps=-1,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
trainPer=0.5,
valPer=0.25,
testPer=0.25,
typeLoad=loadType,
flgAggSumScaled=1,
flgFilterZeros=1)
print(Xtrain.shape, Xval.shape, Xtest.shape, ytrain.shape, yval.shape,
ytest.shape)
print("Mean ", reader.meanTraining)
print("Std", reader.stdTraining)
instancesPlot = {0: [4]}
train_data = Redd(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = Redd(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels=yval)
test_data = Redd(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels=ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
y_1 = FullyConnectedLayer(name='y_1',
parent=['y_t'],
parent_dim=[y_dim],
nout=y2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
rnn = LSTM(name='rnn',
parent=['x_1', 'z_1', 'y_1'],
parent_dim=[x2s_dim, z2s_dim, y2s_dim],
nout=rnn_dim,
unit='tanh',
init_W=init_W,
init_U=init_U,
init_b=init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1', 'y_1'],
parent_dim=[x2s_dim, rnn_dim, y2s_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['x_1', 's_tm1'],
parent_dim=[x2s_dim, rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu1 = FullyConnectedLayer(name='theta_mu1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit=typeActivFunc,
init_W=init_W,
init_b=init_b)
if (y_dim > 1):
theta_mu2 = FullyConnectedLayer(name='theta_mu2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit=typeActivFunc,
init_W=init_W,
init_b=init_b)
if (y_dim > 2):
theta_mu3 = FullyConnectedLayer(name='theta_mu3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit=typeActivFunc,
init_W=init_W,
init_b=init_b)
if (y_dim > 3):
theta_mu4 = FullyConnectedLayer(name='theta_mu4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit=typeActivFunc,
init_W=init_W,
init_b=init_b)
theta_sig1 = FullyConnectedLayer(name='theta_sig1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
if (y_dim > 1):
theta_sig2 = FullyConnectedLayer(name='theta_sig2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
if (y_dim > 2):
theta_sig3 = FullyConnectedLayer(name='theta_sig3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
if (y_dim > 3):
theta_sig4 = FullyConnectedLayer(name='theta_sig4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff1 = FullyConnectedLayer(name='coeff1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
if (y_dim > 1):
coeff2 = FullyConnectedLayer(name='coeff2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
if (y_dim > 2):
coeff3 = FullyConnectedLayer(name='coeff3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
if (y_dim > 3):
coeff4 = FullyConnectedLayer(name='coeff4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
corr = FullyConnectedLayer(name='corr',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='tanh',
init_W=init_W,
init_b=init_b)
binary = FullyConnectedLayer(name='binary',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='sigmoid',
init_W=init_W,
init_b=init_b)
nodes = [
rnn,
x_1,
y_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu1,
theta_sig1,
coeff1
]
dynamicOutput = [None, None, None, None, None, None, None, None]
if (y_dim > 1):
nodes = nodes + [theta_mu2, theta_sig2, coeff2]
dynamicOutput = dynamicOutput + [None, None, None, None
] #mu, sig, coef and pred
if (y_dim > 2):
nodes = nodes + [theta_mu3, theta_sig3, coeff3]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim > 3):
nodes = nodes + [theta_mu4, theta_sig4, coeff4]
dynamicOutput = dynamicOutput + [None, None, None, None]
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
output_fn = [s_0] + dynamicOutput
output_fn_val = [s_0] + dynamicOutput[2:]
print(len(output_fn), len(output_fn_val))
def inner_fn(x_t, y_t, scheduleSamplingMask, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1, y_t], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(
phi_mu_t, phi_sig_t
) #in the original code it is gaussian. GMM is for the generation
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu1_t = theta_mu1.fprop([theta_1_t], params)
theta_sig1_t = theta_sig1.fprop([theta_1_t], params)
coeff1_t = coeff1.fprop([theta_1_t], params)
## prediction 1
y_pred = GMM_sampleY(
theta_mu1_t, theta_sig1_t,
coeff1_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
tupleMulti = phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, theta_mu1_t, theta_sig1_t, coeff1_t, y_pred
if (y_dim > 1):
theta_mu2_t = theta_mu2.fprop([theta_1_t], params)
theta_sig2_t = theta_sig2.fprop([theta_1_t], params)
coeff2_t = coeff2.fprop([theta_1_t], params)
y_pred2 = GMM_sampleY(theta_mu2_t, theta_sig2_t, coeff2_t)
y_pred = T.concatenate([y_pred, y_pred2], axis=1)
tupleMulti = tupleMulti + (theta_mu2_t, theta_sig2_t, coeff2_t,
y_pred2)
if (y_dim > 2):
theta_mu3_t = theta_mu3.fprop([theta_1_t], params)
theta_sig3_t = theta_sig3.fprop([theta_1_t], params)
coeff3_t = coeff3.fprop([theta_1_t], params)
y_pred3 = GMM_sampleY(theta_mu3_t, theta_sig3_t, coeff3_t)
y_pred = T.concatenate([y_pred, y_pred3], axis=1)
tupleMulti = tupleMulti + (theta_mu3_t, theta_sig3_t, coeff3_t,
y_pred3)
if (y_dim > 3):
theta_mu4_t = theta_mu4.fprop([theta_1_t], params)
theta_sig4_t = theta_sig4.fprop([theta_1_t], params)
coeff4_t = coeff4.fprop([theta_1_t], params)
y_pred4 = GMM_sampleY(theta_mu4_t, theta_sig4_t, coeff4_t)
y_pred = T.concatenate([y_pred, y_pred4], axis=1)
tupleMulti = tupleMulti + (theta_mu4_t, theta_sig4_t, coeff4_t,
y_pred4)
#s_t = rnn.fprop([[x_t, z_1_t, y_t], [s_tm1]], params)
if (scheduleSamplingMask == 1):
s_t = rnn.fprop([[x_t, z_1_t, y_t], [s_tm1]], params)
else:
y_t_aux = y_1.fprop([y_pred], params)
s_t = rnn.fprop([[x_t, z_1_t, y_t_aux], [s_tm1]], params)
return (s_t, ) + tupleMulti
#corr_temp, binary_temp
(otherResults, updates) = theano.scan(
fn=inner_fn,
sequences=[x_1_temp, y_1_temp, scheduleSamplingMask],
outputs_info=output_fn) #[s_0, (None)]
s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp,\
theta_mu1_temp, theta_sig1_temp, coeff1_temp, y_pred1_temp = otherResults[:9]
restResults = otherResults[9:]
for k, v in updates.iteritems():
k.default_update = v
#s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu1_temp.name = 'theta_mu1'
theta_sig1_temp.name = 'theta_sig1'
coeff1_temp.name = 'coeff1'
y_pred1_temp.name = 'disaggregation1'
#[:,:,flgAgg].reshape((y.shape[0],y.shape[1],1)
mse1 = T.mean((y_pred1_temp - y[:, :, 0].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae1 = T.mean(
T.abs_(y_pred1_temp - y[:, :, 0].reshape((y.shape[0], y.shape[1], 1))))
mse1.name = 'mse1'
mae1.name = 'mae1'
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
y_shape = y.shape
x_in = x.reshape((x_shape[0] * x_shape[1], -1))
y_in = y.reshape((y_shape[0] * y_shape[1], -1))
theta_mu1_in = theta_mu1_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig1_in = theta_sig1_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff1_in = coeff1_temp.reshape((x_shape[0] * x_shape[1], -1))
ddoutMSEA = []
ddoutYpreds = [y_pred1_temp]
indexSepDynamic = 7 #plus two totalmse, totalmae
totaMAE = T.copy(mae1)
totaMSE = T.copy(mse1)
mse2 = T.zeros((1, ))
mae2 = T.zeros((1, ))
mse3 = T.zeros((1, ))
mae3 = T.zeros((1, ))
mse4 = T.zeros((1, ))
mae4 = T.zeros((1, ))
if (y_dim > 1):
theta_mu2_temp, theta_sig2_temp, coeff2_temp, y_pred2_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu2_temp.name = 'theta_mu2'
theta_sig2_temp.name = 'theta_sig2'
coeff2_temp.name = 'coeff2'
y_pred2_temp.name = 'disaggregation2'
mse2 = T.mean((y_pred2_temp - y[:, :, 1].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae2 = T.mean(
T.abs_(y_pred2_temp -
y[:, :, 1].reshape((y.shape[0], y.shape[1], 1))))
mse2.name = 'mse2'
mae2.name = 'mae2'
theta_mu2_in = theta_mu2_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig2_in = theta_sig2_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff2_in = coeff2_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = theta_mu2_in, theta_sig2_in, coeff2_in
ddoutMSEA = ddoutMSEA + [mse2, mae2]
ddoutYpreds = ddoutYpreds + [y_pred2_temp]
#totaMSE+=mse2
indexSepDynamic += 2
if (y_dim > 2):
theta_mu3_temp, theta_sig3_temp, coeff3_temp, y_pred3_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu3_temp.name = 'theta_mu3'
theta_sig3_temp.name = 'theta_sig3'
coeff3_temp.name = 'coeff3'
y_pred3_temp.name = 'disaggregation3'
mse3 = T.mean((y_pred3_temp - y[:, :, 2].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae3 = T.mean(
T.abs_(y_pred3_temp -
y[:, :, 2].reshape((y.shape[0], y.shape[1], 1))))
mse3.name = 'mse3'
mae3.name = 'mae3'
theta_mu3_in = theta_mu3_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig3_in = theta_sig3_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff3_in = coeff3_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu3_in, theta_sig3_in, coeff3_in)
ddoutMSEA = ddoutMSEA + [mse3, mae3]
ddoutYpreds = ddoutYpreds + [y_pred3_temp]
#totaMSE+=mse3
indexSepDynamic += 2
if (y_dim > 3):
theta_mu4_temp, theta_sig4_temp, coeff4_temp, y_pred4_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu4_temp.name = 'theta_mu4'
theta_sig4_temp.name = 'theta_sig4'
coeff4_temp.name = 'coeff4'
y_pred4_temp.name = 'disaggregation4'
mse4 = T.mean((y_pred4_temp - y[:, :, 3].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae4 = T.mean(
T.abs_(y_pred4_temp -
y[:, :, 3].reshape((y.shape[0], y.shape[1], 1))))
mse4.name = 'mse4'
mae4.name = 'mae4'
theta_mu4_in = theta_mu4_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig4_in = theta_sig4_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff4_in = coeff4_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu4_in, theta_sig4_in, coeff4_in)
ddoutMSEA = ddoutMSEA + [mse4, mae4]
ddoutYpreds = ddoutYpreds + [y_pred4_temp]
#totaMSE+=mse4
indexSepDynamic += 2
totaMSE = (mse1 + mse2 + mse3 + mse4) / y_dim
totaMSE.name = 'mse'
totaMAE = (mae1 + mae2 + mae3 + mae4) / y_dim
totaMAE.name = 'mae'
recon = GMMdisagMulti(
y_dim, y_in, theta_mu1_in, theta_sig1_in, coeff1_in, *argsGMM
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon.name = 'gmm_out'
recon_term = recon.sum(axis=0).mean()
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
#kl_temp = kl_temp * mask
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
#nll_upper_bound_0 = recon_term + kl_term
#nll_upper_bound_0.name = 'nll_upper_bound_0'
if (flgMSE == 1):
nll_upper_bound = recon_term + kl_term + totaMSE
else:
nll_upper_bound = recon_term + kl_term
nll_upper_bound.name = 'nll_upper_bound'
######################
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(
freq=monitoring_freq,
ddout=[
nll_upper_bound, recon_term, kl_term, totaMSE, totaMAE, mse1,
mae1
] + ddoutMSEA + ddoutYpreds,
indexSep=indexSepDynamic,
indexDDoutPlot=[13], # adding indexes of ddout for the plotting
#, (6,y_pred_temp)
instancesPlot=instancesPlot, #0-150
data=[Iterator(valid_data, batch_size)],
savedFolder=save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
mainloop = Training(
name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[recon_term, kl_term, nll_upper_bound, totaMSE, totaMAE],
n_steps=n_steps,
extension=extension,
lr_iterations=lr_iterations,
k_speedOfconvergence=kSchedSamp)
mainloop.run()
'''
data=Iterator(test_data, batch_size)
test_fn = theano.function(inputs=[x, y],#[x, y],
#givens={x:Xtest},
#on_unused_input='ignore',
#z=( ,200,1)
allow_input_downcast=True,
outputs=[prediction_val, recon_term_val, totaMSE_val, totaMAE_val,
mse1_val,mse2_val,mse3_val,mse4_val,
mae1_val,mae2_val,mae3_val,mae4_val, #unnormalized mae and mse 16 items#
relErr1_val,relErr2_val,relErr3_val,relErr4_val,
propAssigned1_val, propAssigned2_val,propAssigned3_val,propAssigned4_val],
updates=updates_val
)
testOutput = []
testMetrics2 = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2])
testOutput.append(outputGeneration[1:12]) #before 36 including unnormalized metrics
testMetrics2.append(outputGeneration[12:])
#{0:[4,20], 2:[5,10]}
#if (numBatchTest==0):
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_Pred_0-4".format(numBatchTest))
plt.clf()
plt.figure(2)
plt.plot(np.transpose(batch[2],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_RealDisag_0-4".format(numBatchTest))
plt.clf()
plt.figure(3)
plt.plot(np.transpose(batch[0],[1,0,2])[4])
plt.savefig(save_path+"/vrnn_dis_generated{}_Realagg_0-4".format(numBatchTest))
plt.clf()
numBatchTest+=1
testOutput = np.asarray(testOutput)
testMetrics2 = np.asarray(testMetrics2)
print(testOutput.shape)
print(testMetrics2.shape)
testOutput[:,19:] = 1000 * testOutput[:,19:] # kwtts a watts
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
mse1_test = testOutput[:, 3].mean()
mae1_test = testOutput[:, 7].mean()
mse2_test = testOutput[:, 4].mean()
mae2_test = testOutput[:, 8].mean()
mse3_test = testOutput[:, 5].mean()
mae3_test = testOutput[:, 9].mean()
mse4_test = testOutput[:, 6].mean()
mae4_test = testOutput[:, 10].mean()
print(testOutput[:,3:11].mean(),testOutput[:,11:19].mean())
relErr1_test = testMetrics2[:,0].mean()
relErr2_test = testMetrics2[:,1].mean()
relErr3_test = testMetrics2[:,2].mean()
relErr4_test = testMetrics2[:,3].mean()
propAssigned1_test = testMetrics2[:, 8].mean()
propAssigned2_test = testMetrics2[:, 9].mean()
propAssigned3_test = testMetrics2[:, 10].mean()
propAssigned4_test = testMetrics2[:, 11].mean()
'''
fLog = open(save_path + '/output.csv', 'w')
fLog.write(str(lr_iterations) + "\n")
fLog.write(str(appliances) + "\n")
fLog.write(str(windows) + "\n\n")
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
y2s_dim, z2s_dim))
fLog.write("epoch,log,kl,mse1,mse2,mse3,mse4,mae1,mae2,mae3,mae4\n")
for i, item in enumerate(mainloop.trainlog.monitor['nll_upper_bound']):
e, f, g, h, j, k, l, n, p, q, r, s, t, u = 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 0
ep = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
d = mainloop.trainlog.monitor['mse1'][i]
m = mainloop.trainlog.monitor['mae1'][i]
if (y_dim > 1):
e = mainloop.trainlog.monitor['mse2'][i]
n = mainloop.trainlog.monitor['mae2'][i]
if (y_dim > 2):
f = mainloop.trainlog.monitor['mse3'][i]
p = mainloop.trainlog.monitor['mae3'][i]
if (y_dim > 3):
g = mainloop.trainlog.monitor['mse4'][i]
q = mainloop.trainlog.monitor['mae4'][i]
fLog.write(
"{:d},{:.2f},{:.2f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f}\n"
.format(ep, a, b, d, e, f, g, m, n, p, q))
def conj(X):
X_conj = tensor.copy(X)
tensor.set_subtensor(X[1, :, :], -1 * X[1, :, :])
return X_conj
def main(args):
#theano.optimizer='fast_compile'
#theano.config.exception_verbosity='high'
trial = int(args['trial'])
pkl_name = 'uk-disall-sch_%d' % trial
channel_name = 'mse'
data_path = args['data_path']
save_path = args[
'save_path'] #+'/aggVSdisag_distrib/'+datetime.datetime.now().strftime("%y-%m-%d_%H-%M")
period = int(args['period'])
n_steps = int(args['n_steps'])
stride_train = int(args['stride_train'])
stride_test = n_steps
typeLoad = int(args['typeLoad'])
flgMSE = int(args['flgMSE'])
monitoring_freq = int(args['monitoring_freq'])
epoch = int(args['epoch'])
batch_size = int(args['batch_size'])
x_dim = int(args['x_dim'])
y_dim = int(args['y_dim'])
z_dim = int(args['z_dim'])
rnn_dim = int(args['rnn_dim'])
k = int(args['num_k']) #a mixture of K Gaussian functions
lr = float(args['lr'])
origLR = lr
debug = int(args['debug'])
kSchedSamp = int(args['kSchedSamp'])
lr_iterations = {0: lr, 10: (lr / 10)}
print "trial no. %d" % trial
print "K sched samp %d" % kSchedSamp
print "batch size %d" % batch_size
print(str(lr_iterations))
print(str(windows))
q_z_dim = 350
p_z_dim = 400
p_x_dim = 450
x2s_dim = 400
y2s_dim = 200
z2s_dim = 350
target_dim = k # As different appliances are separeted in theta_mu1, theta_mu2, etc... each one is just created from k different Gaussians
model = Model()
Xtrain, ytrain, Xval, yval, Xtest, ytest, reader = fetch_ukdale(
data_path,
windows,
appliances,
numApps=-1,
period=period,
n_steps=n_steps,
stride_train=stride_train,
stride_test=stride_test,
flgAggSumScaled=1,
flgFilterZeros=1,
typeLoad=typeLoad)
instancesPlot = {0: [10]}
#instancesPlot = reader.build_dict_instances_plot(listDates, batch_size, Xval.shape[0])
train_data = UKdale(
name='train',
prep='normalize',
cond=True, # False
#path=data_path,
inputX=Xtrain,
labels=ytrain)
X_mean = train_data.X_mean
X_std = train_data.X_std
valid_data = UKdale(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xval,
labels=yval)
test_data = UKdale(
name='valid',
prep='normalize',
cond=True, # False
#path=data_path,
X_mean=X_mean,
X_std=X_std,
inputX=Xtest,
labels=ytest)
init_W = InitCell('rand')
init_U = InitCell('ortho')
init_b = InitCell('zeros')
init_b_sig = InitCell('const', mean=0.6)
x, mask, y, y_mask = train_data.theano_vars()
scheduleSamplingMask = T.fvector('schedMask')
x.name = 'x_original'
if debug:
x.tag.test_value = np.zeros((15, batch_size, x_dim), dtype=np.float32)
temp = np.ones((15, batch_size), dtype=np.float32)
temp[:, -2:] = 0.
mask.tag.test_value = temp
x_1 = FullyConnectedLayer(name='x_1',
parent=['x_t'],
parent_dim=[x_dim],
nout=x2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
y_1 = FullyConnectedLayer(name='y_1',
parent=['y_t'],
parent_dim=[y_dim],
nout=y2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
z_1 = FullyConnectedLayer(name='z_1',
parent=['z_t'],
parent_dim=[z_dim],
nout=z2s_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
rnn = LSTM(name='rnn',
parent=['x_1', 'z_1', 'y_1'],
parent_dim=[x2s_dim, z2s_dim, y2s_dim],
nout=rnn_dim,
unit='tanh',
init_W=init_W,
init_U=init_U,
init_b=init_b)
phi_1 = FullyConnectedLayer(name='phi_1',
parent=['x_1', 's_tm1', 'y_1'],
parent_dim=[x2s_dim, rnn_dim, y2s_dim],
nout=q_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
phi_mu = FullyConnectedLayer(name='phi_mu',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
phi_sig = FullyConnectedLayer(name='phi_sig',
parent=['phi_1'],
parent_dim=[q_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
prior_1 = FullyConnectedLayer(name='prior_1',
parent=['x_1', 's_tm1'],
parent_dim=[x2s_dim, rnn_dim],
nout=p_z_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
prior_mu = FullyConnectedLayer(name='prior_mu',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
prior_sig = FullyConnectedLayer(name='prior_sig',
parent=['prior_1'],
parent_dim=[p_z_dim],
nout=z_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_1 = FullyConnectedLayer(name='theta_1',
parent=['z_1', 's_tm1'],
parent_dim=[z2s_dim, rnn_dim],
nout=p_x_dim,
unit='relu',
init_W=init_W,
init_b=init_b)
theta_mu1 = FullyConnectedLayer(name='theta_mu1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu2 = FullyConnectedLayer(name='theta_mu2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu3 = FullyConnectedLayer(name='theta_mu3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu4 = FullyConnectedLayer(name='theta_mu4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_mu5 = FullyConnectedLayer(name='theta_mu5',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='linear',
init_W=init_W,
init_b=init_b)
theta_sig1 = FullyConnectedLayer(name='theta_sig1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig2 = FullyConnectedLayer(name='theta_sig2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig3 = FullyConnectedLayer(name='theta_sig3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig4 = FullyConnectedLayer(name='theta_sig4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
theta_sig5 = FullyConnectedLayer(name='theta_sig5',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=target_dim,
unit='softplus',
cons=1e-4,
init_W=init_W,
init_b=init_b_sig)
coeff1 = FullyConnectedLayer(name='coeff1',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff2 = FullyConnectedLayer(name='coeff2',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff3 = FullyConnectedLayer(name='coeff3',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff4 = FullyConnectedLayer(name='coeff4',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
coeff5 = FullyConnectedLayer(name='coeff5',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='softmax',
init_W=init_W,
init_b=init_b)
corr = FullyConnectedLayer(name='corr',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=k,
unit='tanh',
init_W=init_W,
init_b=init_b)
binary = FullyConnectedLayer(name='binary',
parent=['theta_1'],
parent_dim=[p_x_dim],
nout=1,
unit='sigmoid',
init_W=init_W,
init_b=init_b)
nodes = [
rnn,
x_1,
y_1,
z_1, #dissag_pred,
phi_1,
phi_mu,
phi_sig,
prior_1,
prior_mu,
prior_sig,
theta_1,
theta_mu1,
theta_sig1,
coeff1
]
dynamicOutput = [None, None, None, None, None, None, None, None]
#dynamicOutput_val = [None, None, None, None, None, None,None, None, None]
if (y_dim > 1):
nodes = nodes + [theta_mu2, theta_sig2, coeff2]
dynamicOutput = dynamicOutput + [None, None, None, None
] #mu, sig, coef and pred
if (y_dim > 2):
nodes = nodes + [theta_mu3, theta_sig3, coeff3]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim > 3):
nodes = nodes + [theta_mu4, theta_sig4, coeff4]
dynamicOutput = dynamicOutput + [None, None, None, None]
if (y_dim > 4):
nodes = nodes + [theta_mu5, theta_sig5, coeff5]
dynamicOutput = dynamicOutput + [None, None, None, None]
params = OrderedDict()
for node in nodes:
if node.initialize() is not None:
params.update(node.initialize())
params = init_tparams(params)
s_0 = rnn.get_init_state(batch_size)
x_1_temp = x_1.fprop([x], params)
y_1_temp = y_1.fprop([y], params)
output_fn = [s_0] + dynamicOutput
output_fn_val = [s_0] + dynamicOutput[2:]
print(len(output_fn), len(output_fn_val))
def inner_fn_test(x_t, s_tm1):
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(
prior_mu_t, prior_sig_t
) #in the original code it is gaussian. GMM is for the generation
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu1_t = theta_mu1.fprop([theta_1_t], params)
theta_sig1_t = theta_sig1.fprop([theta_1_t], params)
coeff1_t = coeff1.fprop([theta_1_t], params)
y_pred1 = GMM_sampleY(
theta_mu1_t, theta_sig1_t,
coeff1_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
tupleMulti = prior_mu_t, prior_sig_t, theta_mu1_t, theta_sig1_t, coeff1_t, y_pred1
if (y_dim > 1):
theta_mu2_t = theta_mu2.fprop([theta_1_t], params)
theta_sig2_t = theta_sig2.fprop([theta_1_t], params)
coeff2_t = coeff2.fprop([theta_1_t], params)
y_pred2 = GMM_sampleY(theta_mu2_t, theta_sig2_t, coeff2_t)
y_pred1 = T.concatenate([y_pred1, y_pred2], axis=1)
tupleMulti = tupleMulti + (theta_mu2_t, theta_sig2_t, coeff2_t,
y_pred2)
if (y_dim > 2):
theta_mu3_t = theta_mu3.fprop([theta_1_t], params)
theta_sig3_t = theta_sig3.fprop([theta_1_t], params)
coeff3_t = coeff3.fprop([theta_1_t], params)
y_pred3 = GMM_sampleY(theta_mu3_t, theta_sig3_t, coeff3_t)
y_pred1 = T.concatenate([y_pred1, y_pred3], axis=1)
tupleMulti = tupleMulti + (theta_mu3_t, theta_sig3_t, coeff3_t,
y_pred3)
if (y_dim > 3):
theta_mu4_t = theta_mu4.fprop([theta_1_t], params)
theta_sig4_t = theta_sig4.fprop([theta_1_t], params)
coeff4_t = coeff4.fprop([theta_1_t], params)
y_pred4 = GMM_sampleY(theta_mu4_t, theta_sig4_t, coeff4_t)
y_pred1 = T.concatenate([y_pred1, y_pred4], axis=1)
tupleMulti = tupleMulti + (theta_mu4_t, theta_sig4_t, coeff4_t,
y_pred4)
if (y_dim > 4):
theta_mu5_t = theta_mu5.fprop([theta_1_t], params)
theta_sig5_t = theta_sig5.fprop([theta_1_t], params)
coeff5_t = coeff5.fprop([theta_1_t], params)
y_pred5 = GMM_sampleY(theta_mu5_t, theta_sig5_t, coeff5_t)
y_pred1 = T.concatenate([y_pred1, y_pred5], axis=1)
tupleMulti = tupleMulti + (theta_mu5_t, theta_sig5_t, coeff5_t,
y_pred5)
pred_1_t = y_1.fprop([y_pred1], params)
#y_pred = [GMM_sampleY(theta_mu_t[i], theta_sig_t[i], coeff_t[i]) for i in range(y_dim)]#T.stack([y_pred1,y_pred2],axis = 0 )
s_t = rnn.fprop([[x_t, z_1_t, pred_1_t], [s_tm1]], params)
#y_pred = dissag_pred.fprop([s_t], params)
return (s_t, ) + tupleMulti
#corr_temp, binary_temp
(restResults_val, updates_val) = theano.scan(fn=inner_fn_test,
sequences=[x_1_temp],
outputs_info=output_fn_val)
for k, v in updates_val.iteritems():
k.default_update = v
def inner_fn(x_t, y_t, scheduleSamplingMask, s_tm1):
phi_1_t = phi_1.fprop([x_t, s_tm1, y_t], params)
phi_mu_t = phi_mu.fprop([phi_1_t], params)
phi_sig_t = phi_sig.fprop([phi_1_t], params)
prior_1_t = prior_1.fprop([x_t, s_tm1], params)
prior_mu_t = prior_mu.fprop([prior_1_t], params)
prior_sig_t = prior_sig.fprop([prior_1_t], params)
z_t = Gaussian_sample(
phi_mu_t, phi_sig_t
) #in the original code it is gaussian. GMM is for the generation
z_1_t = z_1.fprop([z_t], params)
theta_1_t = theta_1.fprop([z_1_t, s_tm1], params)
theta_mu1_t = theta_mu1.fprop([theta_1_t], params)
theta_sig1_t = theta_sig1.fprop([theta_1_t], params)
coeff1_t = coeff1.fprop([theta_1_t], params)
y_pred1 = GMM_sampleY(
theta_mu1_t, theta_sig1_t,
coeff1_t) #Gaussian_sample(theta_mu_t, theta_sig_t)
y_pred = y_pred1
tupleMulti = phi_mu_t, phi_sig_t, prior_mu_t, prior_sig_t, theta_mu1_t, theta_sig1_t, coeff1_t, y_pred1
if (y_dim > 1):
theta_mu2_t = theta_mu2.fprop([theta_1_t], params)
theta_sig2_t = theta_sig2.fprop([theta_1_t], params)
coeff2_t = coeff2.fprop([theta_1_t], params)
y_pred2 = GMM_sampleY(theta_mu2_t, theta_sig2_t, coeff2_t)
y_pred = T.concatenate([y_pred, y_pred2], axis=1)
tupleMulti = tupleMulti + (theta_mu2_t, theta_sig2_t, coeff2_t,
y_pred2)
if (y_dim > 2):
theta_mu3_t = theta_mu3.fprop([theta_1_t], params)
theta_sig3_t = theta_sig3.fprop([theta_1_t], params)
coeff3_t = coeff3.fprop([theta_1_t], params)
y_pred3 = GMM_sampleY(theta_mu3_t, theta_sig3_t, coeff3_t)
y_pred = T.concatenate([y_pred, y_pred3], axis=1)
tupleMulti = tupleMulti + (theta_mu3_t, theta_sig3_t, coeff3_t,
y_pred3)
if (y_dim > 3):
theta_mu4_t = theta_mu4.fprop([theta_1_t], params)
theta_sig4_t = theta_sig4.fprop([theta_1_t], params)
coeff4_t = coeff4.fprop([theta_1_t], params)
y_pred4 = GMM_sampleY(theta_mu4_t, theta_sig4_t, coeff4_t)
y_pred = T.concatenate([y_pred, y_pred4], axis=1)
tupleMulti = tupleMulti + (theta_mu4_t, theta_sig4_t, coeff4_t,
y_pred4)
if (y_dim > 4):
theta_mu5_t = theta_mu5.fprop([theta_1_t], params)
theta_sig5_t = theta_sig5.fprop([theta_1_t], params)
coeff5_t = coeff5.fprop([theta_1_t], params)
y_pred5 = GMM_sampleY(theta_mu5_t, theta_sig5_t, coeff5_t)
y_pred = T.concatenate([y_pred, y_pred5], axis=1)
tupleMulti = tupleMulti + (theta_mu5_t, theta_sig5_t, coeff5_t,
y_pred5)
if (scheduleSamplingMask == 1):
s_t = rnn.fprop([[x_t, z_1_t, y_t], [s_tm1]], params)
else:
y_t_aux = y_1.fprop([y_pred], params)
s_t = rnn.fprop([[x_t, z_1_t, y_t_aux], [s_tm1]], params)
return (s_t, ) + tupleMulti
#corr_temp, binary_temp
(restResults, updates) = theano.scan(
fn=inner_fn,
sequences=[x_1_temp, y_1_temp, scheduleSamplingMask],
outputs_info=output_fn)
'''
((s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp,z_t_temp, z_1_temp, theta_1_temp,
theta_mu1_temp, theta_sig1_temp, coeff1_temp, theta_mu2_temp, theta_sig2_temp, coeff2_temp,
theta_mu3_temp, theta_sig3_temp, coeff3_temp, theta_mu4_temp, theta_sig4_temp, coeff4_temp,
theta_mu5_temp, theta_sig5_temp, coeff5_temp,
y_pred1_temp, y_pred2_temp, y_pred3_temp, y_pred4_temp, y_pred5_temp), updates) =\
theano.scan(fn=inner_fn,
sequences=[x_1_temp, y_1_temp],
outputs_info=[s_0, None, None, None, None, None, None, None, None,None, None, None,
None, None, None, None, None, None, None, None,
None, None, None, None, None, None, None, None])
'''
s_temp, phi_mu_temp, phi_sig_temp, prior_mu_temp, prior_sig_temp,\
theta_mu1_temp, theta_sig1_temp, coeff1_temp, y_pred1_temp = restResults[:9]
restResults = restResults[9:]
for k, v in updates.iteritems():
k.default_update = v
#s_temp = concatenate([s_0[None, :, :], s_temp[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu1_temp.name = 'theta_mu1'
theta_sig1_temp.name = 'theta_sig1'
coeff1_temp.name = 'coeff1'
y_pred1_temp.name = 'disaggregation1'
#[:,:,flgAgg].reshape((y.shape[0],y.shape[1],1)
mse1 = T.mean((y_pred1_temp - y[:, :, 0].reshape(
(y.shape[0], y.shape[1], 1)))**2)
mae1 = T.mean(
T.abs_(y_pred1_temp - y[:, :, 0].reshape((y.shape[0], y.shape[1], 1))))
mse1.name = 'mse1'
mae1.name = 'mae1'
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
y_shape = y.shape
#x_in = x.reshape((x_shape[0]*x_shape[1], -1))
y_in = y.reshape((y_shape[0] * y_shape[1], -1))
theta_mu1_in = theta_mu1_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig1_in = theta_sig1_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff1_in = coeff1_temp.reshape((x_shape[0] * x_shape[1], -1))
ddoutMSEA = []
ddoutYpreds = [y_pred1_temp]
indexSepDynamic = 6 # plus one for totaMSE
totaMSE = T.copy(mse1)
mse2 = T.zeros((1, ))
mae2 = T.zeros((1, ))
mse3 = T.zeros((1, ))
mae3 = T.zeros((1, ))
mse4 = T.zeros((1, ))
mae4 = T.zeros((1, ))
mse5 = T.zeros((1, ))
mae5 = T.zeros((1, ))
if (y_dim > 1):
theta_mu2_temp, theta_sig2_temp, coeff2_temp, y_pred2_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu2_temp.name = 'theta_mu2'
theta_sig2_temp.name = 'theta_sig2'
coeff2_temp.name = 'coeff2'
y_pred2_temp.name = 'disaggregation2'
mse2 = T.mean((y_pred2_temp - y[:, :, 1].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae2 = T.mean(
T.abs_(y_pred2_temp -
y[:, :, 1].reshape((y.shape[0], y.shape[1], 1))))
mse2.name = 'mse2'
mae2.name = 'mae2'
theta_mu2_in = theta_mu2_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig2_in = theta_sig2_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff2_in = coeff2_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = theta_mu2_in, theta_sig2_in, coeff2_in
ddoutMSEA = ddoutMSEA + [mse2, mae2]
ddoutYpreds = ddoutYpreds + [y_pred2_temp]
#totaMSE+=mse2
indexSepDynamic += 2
if (y_dim > 2):
theta_mu3_temp, theta_sig3_temp, coeff3_temp, y_pred3_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu3_temp.name = 'theta_mu3'
theta_sig3_temp.name = 'theta_sig3'
coeff3_temp.name = 'coeff3'
y_pred3_temp.name = 'disaggregation3'
mse3 = T.mean((y_pred3_temp - y[:, :, 2].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae3 = T.mean(
T.abs_(y_pred3_temp -
y[:, :, 2].reshape((y.shape[0], y.shape[1], 1))))
mse3.name = 'mse3'
mae3.name = 'mae3'
theta_mu3_in = theta_mu3_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig3_in = theta_sig3_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff3_in = coeff3_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu3_in, theta_sig3_in, coeff3_in)
ddoutMSEA = ddoutMSEA + [mse3, mae3]
ddoutYpreds = ddoutYpreds + [y_pred3_temp]
#totaMSE+=mse3
indexSepDynamic += 2
if (y_dim > 3):
theta_mu4_temp, theta_sig4_temp, coeff4_temp, y_pred4_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu4_temp.name = 'theta_mu4'
theta_sig4_temp.name = 'theta_sig4'
coeff4_temp.name = 'coeff4'
y_pred4_temp.name = 'disaggregation4'
mse4 = T.mean((y_pred4_temp - y[:, :, 3].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae4 = T.mean(
T.abs_(y_pred4_temp -
y[:, :, 3].reshape((y.shape[0], y.shape[1], 1))))
mse4.name = 'mse4'
mae4.name = 'mae4'
theta_mu4_in = theta_mu4_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig4_in = theta_sig4_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff4_in = coeff4_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu4_in, theta_sig4_in, coeff4_in)
ddoutMSEA = ddoutMSEA + [mse4, mae4]
ddoutYpreds = ddoutYpreds + [y_pred4_temp]
#totaMSE+=mse4
indexSepDynamic += 2
if (y_dim > 4):
theta_mu5_temp, theta_sig5_temp, coeff5_temp, y_pred5_temp = restResults[:
4]
restResults = restResults[4:]
theta_mu5_temp.name = 'theta_mu5'
theta_sig5_temp.name = 'theta_sig5'
coeff5_temp.name = 'coeff5'
y_pred5_temp.name = 'disaggregation5'
mse5 = T.mean((y_pred5_temp - y[:, :, 4].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae5 = T.mean(
T.abs_(y_pred5_temp -
y[:, :, 4].reshape((y.shape[0], y.shape[1], 1))))
mse5.name = 'mse5'
mae5.name = 'mae5'
theta_mu5_in = theta_mu5_temp.reshape((x_shape[0] * x_shape[1], -1))
theta_sig5_in = theta_sig5_temp.reshape((x_shape[0] * x_shape[1], -1))
coeff5_in = coeff5_temp.reshape((x_shape[0] * x_shape[1], -1))
argsGMM = argsGMM + (theta_mu5_in, theta_sig5_in, coeff5_in)
ddoutMSEA = ddoutMSEA + [mse5, mae5]
ddoutYpreds = ddoutYpreds + [y_pred5_temp]
#totaMSE+=mse5
indexSepDynamic += 2
totaMSE = (mse1 + mse2 + mse3 + mse4 + mse5) / y_dim
totaMSE.name = 'mse'
kl_temp = KLGaussianGaussian(phi_mu_temp, phi_sig_temp, prior_mu_temp,
prior_sig_temp)
x_shape = x.shape
y_shape = y.shape
x_in = x.reshape((x_shape[0] * x_shape[1], -1))
y_in = y.reshape((y_shape[0] * y_shape[1], -1))
recon = GMMdisagMulti(
y_dim, y_in, theta_mu1_in, theta_sig1_in, coeff1_in, *argsGMM
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon = recon.reshape((x_shape[0], x_shape[1]))
recon.name = 'gmm_out'
'''
recon5 = GMM(y_in[:,4, None], theta_mu5_in, theta_sig5_in, coeff5_in)
recon5 = recon.reshape((x_shape[0], x_shape[1]))
'''
recon_term = recon.sum(axis=0).mean()
recon_term = recon.sum(axis=0).mean()
recon_term.name = 'recon_term'
#kl_temp = kl_temp * mask
kl_term = kl_temp.sum(axis=0).mean()
kl_term.name = 'kl_term'
#nll_upper_bound_0 = recon_term + kl_term
#nll_upper_bound_0.name = 'nll_upper_bound_0'
if (flgMSE == 1):
nll_upper_bound = recon_term + kl_term + totaMSE
else:
nll_upper_bound = recon_term + kl_term
nll_upper_bound.name = 'nll_upper_bound'
######################## TEST (GENERATION) TIME
s_temp_val, prior_mu_temp_val, prior_sig_temp_val, \
theta_mu1_temp_val, theta_sig1_temp_val, coeff1_temp_val, y_pred1_temp_val = restResults_val[:7]
restResults_val = restResults_val[7:]
#s_temp_val = concatenate([s_0[None, :, :], s_temp_val[:-1]], axis=0)# seems like this is for creating an additional dimension to s_0
theta_mu1_temp_val.name = 'theta_mu1_val'
theta_sig1_temp_val.name = 'theta_sig1_val'
coeff1_temp_val.name = 'coeff1_val'
y_pred1_temp_val.name = 'disaggregation1_val'
#[:,:,flgAgg].reshape((y.shape[0],y.shape[1],1)
mse1_val = T.mean((y_pred1_temp_val - y[:, :, 0].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae1_val = T.mean(
T.abs_(y_pred1_temp_val -
y[:, :, 0].reshape((y.shape[0], y.shape[1], 1))))
#NEURALNILM #(sum_output - sum_target) / max(sum_output, sum_target))
totPred = T.sum(y_pred1_temp_val)
totReal = T.sum(y[:, :, 0])
relErr1_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned1_val = 1 - T.sum(
T.abs_(y_pred1_temp_val - y[:, :, 0].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
#y_unNormalize = (y[:,:,0] * reader.stdTraining[0]) + reader.meanTraining[0]
#y_pred1_temp_val = (y_pred1_temp_val * reader.stdTraining[0]) + reader.meanTraining[0]
#mse1_valUnNorm = T.mean((y_pred1_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1)))**2) # As axis = None is calculated for all
#mae1_valUnNorm = T.mean( T.abs_(y_pred1_temp_val - y_unNormalize.reshape((y.shape[0],y.shape[1],1))))
mse1_val.name = 'mse1_val'
mae1_val.name = 'mae1_val'
theta_mu1_in_val = theta_mu1_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig1_in_val = theta_sig1_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff1_in_val = coeff1_temp_val.reshape((x_shape[0] * x_shape[1], -1))
ddoutMSEA_val = []
ddoutYpreds_val = [y_pred1_temp_val]
totaMSE_val = mse1_val
totaMAE_val = mae1_val
indexSepDynamic_val = 5
prediction_val = y_pred1_temp_val
#Initializing values of mse and mae
mse2_val = T.zeros((1, ))
mae2_val = T.zeros((1, ))
mse3_val = T.zeros((1, ))
mae3_val = T.zeros((1, ))
mse4_val = T.zeros((1, ))
mae4_val = T.zeros((1, ))
mse5_val = T.zeros((1, ))
mae5_val = T.zeros((1, ))
relErr2_val = T.zeros((1, ))
relErr3_val = T.zeros((1, ))
relErr4_val = T.zeros((1, ))
relErr5_val = T.zeros((1, ))
propAssigned2_val = T.zeros((1, ))
propAssigned3_val = T.zeros((1, ))
propAssigned4_val = T.zeros((1, ))
propAssigned5_val = T.zeros((1, ))
if (y_dim > 1):
theta_mu2_temp_val, theta_sig2_temp_val, coeff2_temp_val, y_pred2_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu2_temp_val.name = 'theta_mu2_val'
theta_sig2_temp_val.name = 'theta_sig2_val'
coeff2_temp_val.name = 'coeff2_val'
y_pred2_temp_val.name = 'disaggregation2_val'
mse2_val = T.mean((y_pred2_temp_val - y[:, :, 1].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae2_val = T.mean(
T.abs_(y_pred2_temp_val -
y[:, :, 1].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred2_temp_val)
totReal = T.sum(y[:, :, 1])
relErr2_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned2_val = 1 - T.sum(
T.abs_(y_pred2_temp_val - y[:, :, 1].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse2_val.name = 'mse2_val'
mae2_val.name = 'mae2_val'
theta_mu2_in_val = theta_mu2_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig2_in_val = theta_sig2_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff2_in_val = coeff2_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = theta_mu2_in_val, theta_sig2_in_val, coeff2_in_val
ddoutMSEA_val = ddoutMSEA_val + [mse2_val, mae2_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred2_temp_val]
totaMSE_val += mse2_val
totaMAE_val += mae2_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred2_temp_val],
axis=2)
if (y_dim > 2):
theta_mu3_temp_val, theta_sig3_temp_val, coeff3_temp_val, y_pred3_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu3_temp_val.name = 'theta_mu3_val'
theta_sig3_temp_val.name = 'theta_sig3_val'
coeff3_temp_val.name = 'coeff3_val'
y_pred3_temp_val.name = 'disaggregation3_val'
mse3_val = T.mean((y_pred3_temp_val - y[:, :, 2].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae3_val = T.mean(
T.abs_(y_pred3_temp_val -
y[:, :, 2].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred3_temp_val)
totReal = T.sum(y[:, :, 2])
relErr3_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned3_val = 1 - T.sum(
T.abs_(y_pred3_temp_val - y[:, :, 2].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse3_val.name = 'mse3_val'
mae3_val.name = 'mae3_val'
theta_mu3_in_val = theta_mu3_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig3_in_val = theta_sig3_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff3_in_val = coeff3_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu3_in_val, theta_sig3_in_val,
coeff3_in_val)
ddoutMSEA_val = ddoutMSEA_val + [mse3_val, mae3_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred3_temp_val]
totaMSE_val += mse3_val
totaMAE_val += mae3_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred3_temp_val],
axis=2)
if (y_dim > 3):
theta_mu4_temp_val, theta_sig4_temp_val, coeff4_temp_val, y_pred4_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu4_temp_val.name = 'theta_mu4_val'
theta_sig4_temp_val.name = 'theta_sig4_val'
coeff4_temp_val.name = 'coeff4_val'
y_pred4_temp_val.name = 'disaggregation4_val'
mse4_val = T.mean((y_pred4_temp_val - y[:, :, 3].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae4_val = T.mean(
T.abs_(y_pred4_temp_val -
y[:, :, 3].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred4_temp_val)
totReal = T.sum(y[:, :, 3])
relErr4_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned4_val = 1 - T.sum(
T.abs_(y_pred4_temp_val - y[:, :, 3].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse4_val.name = 'mse4_val'
mae4_val.name = 'mae4_val'
theta_mu4_in_val = theta_mu4_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig4_in_val = theta_sig4_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff4_in_val = coeff4_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu4_in_val, theta_sig4_in_val,
coeff4_in_val)
ddoutMSEA_val = ddoutMSEA_val + [mse4_val, mae4_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred4_temp_val]
totaMSE_val += mse4_val
totaMAE_val += mae4_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred4_temp_val],
axis=2)
if (y_dim > 4):
theta_mu5_temp_val, theta_sig5_temp_val, coeff5_temp_val, y_pred5_temp_val = restResults_val[:
4]
restResults_val = restResults_val[4:]
theta_mu5_temp_val.name = 'theta_mu5_val'
theta_sig5_temp_val.name = 'theta_sig5_val'
coeff5_temp_val.name = 'coeff5_val'
y_pred5_temp_val.name = 'disaggregation5_val'
mse5_val = T.mean((y_pred5_temp_val - y[:, :, 4].reshape(
(y.shape[0], y.shape[1],
1)))**2) # As axis = None is calculated for all
mae5_val = T.mean(
T.abs_(y_pred5_temp_val -
y[:, :, 4].reshape((y.shape[0], y.shape[1], 1))))
totPred = T.sum(y_pred5_temp_val)
totReal = T.sum(y[:, :, 4])
relErr5_val = (totPred - totReal) / T.maximum(totPred, totReal)
propAssigned5_val = 1 - T.sum(
T.abs_(y_pred5_temp_val - y[:, :, 4].reshape(
(y.shape[0], y.shape[1], 1)))) / (2 * T.sum(x))
mse5_val.name = 'mse5_val'
mae5_val.name = 'mae5_val'
theta_mu5_in_val = theta_mu5_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
theta_sig5_in_val = theta_sig5_temp_val.reshape(
(x_shape[0] * x_shape[1], -1))
coeff5_in_val = coeff5_temp_val.reshape((x_shape[0] * x_shape[1], -1))
argsGMM_val = argsGMM_val + (theta_mu5_in_val, theta_sig5_in_val,
coeff5_in_val)
ddoutMSEA_val = ddoutMSEA_val + [mse5_val, mae5_val]
ddoutYpreds_val = ddoutYpreds_val + [y_pred5_temp_val]
totaMSE_val += mse5_val
totaMAE_val += mae5_val
indexSepDynamic_val += 2
prediction_val = T.concatenate([prediction_val, y_pred5_temp_val],
axis=2)
recon_val = GMMdisagMulti(
y_dim, y_in, theta_mu1_in_val, theta_sig1_in_val, coeff1_in_val,
*argsGMM_val
) # BiGMM(x_in, theta_mu_in, theta_sig_in, coeff_in, corr_in, binary_in)
recon_val = recon_val.reshape((x_shape[0], x_shape[1]))
recon_val.name = 'gmm_out'
totaMSE_val = totaMSE_val / y_dim
totaMAE_val = totaMAE_val / y_dim
'''
recon5 = GMM(y_in[:,4, None], theta_mu5_in, theta_sig5_in, coeff5_in)
recon5 = recon.reshape((x_shape[0], x_shape[1]))
'''
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val = recon_val.sum(axis=0).mean()
recon_term_val.name = 'recon_term'
######################
model.inputs = [x, mask, y, y_mask, scheduleSamplingMask]
model.params = params
model.nodes = nodes
optimizer = Adam(lr=lr)
header = "epoch,log,kl,nll_upper_bound,mse,mae\n"
extension = [
GradientClipping(batch_size=batch_size),
EpochCount(epoch, save_path, header),
Monitoring(
freq=monitoring_freq,
ddout=[nll_upper_bound, recon_term, kl_term, totaMSE, mse1, mae1] +
ddoutMSEA + ddoutYpreds,
indexSep=indexSepDynamic,
indexDDoutPlot=[13], # adding indexes of ddout for the plotting
#, (6,y_pred_temp)
instancesPlot=instancesPlot, #0-150
data=[Iterator(valid_data, batch_size)],
savedFolder=save_path),
Picklize(freq=monitoring_freq, path=save_path),
EarlyStopping(freq=monitoring_freq,
path=save_path,
channel=channel_name),
WeightNorm()
]
mainloop = Training(name=pkl_name,
data=Iterator(train_data, batch_size),
model=model,
optimizer=optimizer,
cost=nll_upper_bound,
outputs=[nll_upper_bound],
n_steps=n_steps,
extension=extension,
lr_iterations=lr_iterations,
k_speedOfconvergence=kSchedSamp)
mainloop.run()
data = Iterator(test_data, batch_size)
test_fn = theano.function(
inputs=[x, y], #[x, y],
#givens={x:Xtest},
#on_unused_input='ignore',
#z=( ,200,1)
allow_input_downcast=True,
outputs=[
prediction_val, recon_term_val, totaMSE_val, totaMAE_val, mse1_val,
mse2_val, mse3_val, mse4_val, mse5_val, mae1_val, mae2_val,
mae3_val, mae4_val, mae5_val, relErr1_val, relErr2_val,
relErr3_val, relErr4_val, relErr5_val, propAssigned1_val,
propAssigned2_val, propAssigned3_val, propAssigned4_val,
propAssigned5_val
] #prediction_val, mse_val, mae_val
,
updates=
updates_val #, allow_input_downcast=True, on_unused_input='ignore'
)
testOutput = []
testMetrics2 = []
numBatchTest = 0
for batch in data:
outputGeneration = test_fn(batch[0], batch[2])
testOutput.append(outputGeneration[1:14])
testMetrics2.append(outputGeneration[14:])
#{0:[4,20], 2:[5,10]}
#if (numBatchTest==0):
plt.figure(1)
plt.plot(np.transpose(outputGeneration[0],
[1, 0, 2])[4]) #ORIGINAL 1,0,2
plt.savefig(save_path +
"/vrnn_dis_generated{}_Pred_0-4".format(numBatchTest))
plt.clf()
plt.figure(2)
plt.plot(np.transpose(batch[2], [1, 0, 2])[4])
plt.savefig(save_path +
"/vrnn_dis_generated{}_RealDisag_0-4".format(numBatchTest))
plt.clf()
plt.figure(3)
plt.plot(np.transpose(batch[0], [1, 0, 2])[4]) #ORIGINAL 1,0,2
plt.savefig(save_path +
"/vrnn_dis_generated{}_Realagg_0-4".format(numBatchTest))
plt.clf()
numBatchTest += 1
testOutput = np.asarray(testOutput)
testMetrics2 = np.asarray(testMetrics2)
print(testOutput.shape)
print(testMetrics2.shape)
recon_test = testOutput[:, 0].mean()
mse_test = testOutput[:, 1].mean()
mae_test = testOutput[:, 2].mean()
mse1_test = testOutput[:, 3].mean()
mae1_test = testOutput[:, 8].mean()
mse2_test = testOutput[:, 4].mean()
mae2_test = testOutput[:, 9].mean()
mse3_test = testOutput[:, 5].mean()
mae3_test = testOutput[:, 10].mean()
mse4_test = testOutput[:, 6].mean()
mae4_test = testOutput[:, 11].mean()
mse5_test = testOutput[:, 7].mean()
mae5_test = testOutput[:, 12].mean()
relErr1_test = testMetrics2[:, 0].mean()
relErr2_test = testMetrics2[:, 1].mean()
relErr3_test = testMetrics2[:, 2].mean()
relErr4_test = testMetrics2[:, 3].mean()
relErr5_test = testMetrics2[:, 4].mean()
propAssigned1_test = testMetrics2[:, 5].mean()
propAssigned2_test = testMetrics2[:, 6].mean()
propAssigned3_test = testMetrics2[:, 7].mean()
propAssigned4_test = testMetrics2[:, 8].mean()
propAssigned5_test = testMetrics2[:, 9].mean()
fLog = open(save_path + '/output.csv', 'w')
fLog.write(str(lr_iterations) + "\n")
fLog.write(str(appliances) + "\n")
fLog.write(str(windows) + "\n")
fLog.write(
"logTest,mse1_test,mse2_test,mse3_test,mse4_test,mse5_test,mae1_test,mae2_test,mae3_test,mae4_test,mae5_test,mseTest,maeTest\n"
)
fLog.write("{},{},{},{},{},{},{},{},{},{},{},{},{}\n\n".format(
recon_test, mse1_test, mse2_test, mse3_test, mse4_test, mse5_test,
mae1_test, mae2_test, mae3_test, mae4_test, mae5_test, mse_test,
mae_test))
fLog.write(
"relErr1,relErr2,relErr3,relErr4,relErr5,propAssigned1,propAssigned2,propAssigned3,propAssigned4,propAssigned5\n"
)
fLog.write("{},{},{},{},{},{},{},{},{},{}\n".format(
relErr1_test, relErr2_test, relErr3_test, relErr4_test, relErr5_test,
propAssigned1_test, propAssigned2_test, propAssigned3_test,
propAssigned4_test, propAssigned5_test))
fLog.write("q_z_dim,p_z_dim,p_x_dim,x2s_dim,y2s_dim,z2s_dim\n")
fLog.write("{},{},{},{},{},{}\n".format(q_z_dim, p_z_dim, p_x_dim, x2s_dim,
y2s_dim, z2s_dim))
fLog.write(
"epoch,log,kl,mse1,mse2,mse3,mse4,mse5,mae1,mae2,mae3,mae4,mae5\n")
for i, item in enumerate(mainloop.trainlog.monitor['nll_upper_bound']):
d, e, f, g, j, k, l, m = 0, 0, 0, 0, 0, 0, 0, 0
ep = mainloop.trainlog.monitor['epoch'][i]
a = mainloop.trainlog.monitor['recon_term'][i]
b = mainloop.trainlog.monitor['kl_term'][i]
c = mainloop.trainlog.monitor['mse1'][i]
h = mainloop.trainlog.monitor['mae1'][i]
if (y_dim > 1):
d = mainloop.trainlog.monitor['mse2'][i]
j = mainloop.trainlog.monitor['mae2'][i]
if (y_dim > 2):
e = mainloop.trainlog.monitor['mse3'][i]
k = mainloop.trainlog.monitor['mae3'][i]
if (y_dim > 3):
f = mainloop.trainlog.monitor['mse4'][i]
l = mainloop.trainlog.monitor['mae4'][i]
if (y_dim > 4):
g = mainloop.trainlog.monitor['mse5'][i]
m = mainloop.trainlog.monitor['mae5'][i]
fLog.write(
"{:d},{:.2f},{:.2f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f},{:.3f}\n"
.format(ep, a, b, c, d, e, f, g, h, j, k, l, m))
f = open(save_path + '/outputRealGeneration.pkl', 'wb')
pickle.dump(outputGeneration, f, -1)
f.close()
def train(self):
# shuffle dataset and assign to mini batches. if dataset size
# is not a multiple of mini batches, replicate extra data (at random)
if self.train_X.shape[0] % self.batch_size > 0:
extra_data_num = self.batch_size - self.train_X.shape[0] % self.batch_size
extra_data = self.train_X[:extra_data_num]
self.train_X=np.append(self.train_X,extra_data,axis=0)
self.train_y=np.append(self.train_y,self.train_y[:extra_data_num],axis=0)
self.train_set_x, self.train_set_y = shared_dataset((self.train_X,self.train_y))
n_examples = self.train_X.shape[0]
sentence_length = self.train_X.shape[1]
print 'Now we classify the sentences into %d label.'%(self.n_label)
print 'training %d sentences with %d (with %d channels)'%(
n_examples,
sentence_length,
self.n_channels
)
print '------(2)building the model architecture...'
self.X = T.matrix('X')
self.y = T.ivector('y')
self.index = T.lscalar()
image_shape = (self.batch_size,
self.n_channels,
29,
self.word_width
)
n_windows_size = [3,4]
pool_shape =[(2,1),(2,1)]
n_filters = 3
rng = np.random.RandomState(4455)
layer1_output = []
# the first layer is the convolution operation nextly along with max-pool layer
layer1_input = self.X.reshape(image_shape)
for window_size in n_windows_size:
print 'the length of slide window:%d\nAnd the number of filters:%d'%(
window_size,
n_filters
)
filter_shape = (n_filters,self.n_channels,window_size,self.word_width)
layer1 = cnn.LeNetConvPoolLayer(
rng,
layer1_input,
filter_shape,
image_shape,
poolsize=pool_shape[0],
non_linear="tanh"
)
layer1_output.append(layer1.output.flatten(2))
# the second layer is hiddin layer
# layer2_input with size 148 * 78
layer2_input = T.concatenate(layer1_output,axis=1)
hidden_layer_size = 50
print 'the number of the hidden unit is :%d'%(hidden_layer_size)
layer2 = cnn.HiddenLayer(
rng,
input = layer2_input,
n_in = 78,
n_out = 50,
activation = cnn.Tanh,
use_bias=True
)
# the third layer is softmax layer
layer3_input = layer2.output
self.layer3 = cnn.LogisticRegression(
input = layer3_input,
n_in = 50,
n_out = self.n_label
)
cost = self.layer3.negative_log_likelihood(self.y)
params = layer1.params + layer2.params+self.layer3.params
grads = T.grad(cost,params)
pre_grads = T.copy(grads)
print 'the learning rate is :%f'%(self.learning_rate)
alpha = 0.9
pre_grads = [0 for g in pre_grads]
# pre_grads = theano.shared(pre_grads,
# dtype=theano.config.floatX,borrow=True,name="W_conv"))
updates = [
(param_i, param_i - alpha * self.learning_rate * grad_i + (1-alpha)*pre_grads_i)
for param_i, grad_i,pre_grads_i in zip(params, grads,pre_grads)
]
# updates.append((pre_grads,grads))
train_model = theano.function(
inputs=[self.index],
outputs = cost,
updates = updates,
givens={
self.X: self.train_set_x[self.index*self.batch_size:(self.index+1)*self.batch_size],
self.y: self.train_set_y[self.index*self.batch_size:(self.index+1)*self.batch_size]
}
)
print 'the model architecture has built!'
print '------(3)building the actual model...'
n_batches = self.train_X.shape[0]/self.batch_size
epoch = 0
start_time = timeit.default_timer()
cost_list = []
while epoch < self.max_epoch:
epoch += 1
for minibatch_index in xrange(n_batches):
cost = train_model(minibatch_index)
cost_list.append(cost)
print '%d,%f'%(epoch,cost)
if cost < self.epsilon:
break
end_time = timeit.default_timer()
print 'ran time :%f'%(end_time - start_time)
with open('/home/jdwang/PycharmProjects/corprocessor/coprocessor/nnet/20160329/output/20160329#2/best_model.pkl', 'wb') as f:
pickle.dump(self, f)
return cost_list
def conj(X):
X_conj = tensor.copy(X)
tensor.set_subtensor(X[1, :, :], -1 * X[1, :, :])
return X_conj