# collect gradients and logs
gradients.append(grads_and_vars)
loss_totals.append(loss_total)
# prepare for next segment
x_connector_current = x_connector
h_connector_current = h_connector
print('.')
# updating with back-tracking
## collect statistics before updating
Wxx, Wxxu, Wxu, h_parameters = isess.run(
[dr.Wxx, dr.Wxxu[0], dr.Wxu, dr.h_parameters])
y_hat_original = regenerate_data(du, Wxx, Wxxu, Wxu, h_parameters)
loss_prediction_original = tb.mse(y_hat_original, du.get('y'))
## sum gradients
grads_and_vars = gradients[-1]
for idx, grad_and_var in enumerate(grads_and_vars):
grads_and_vars[idx] = (sum([gv[idx][0] for gv in gradients]),
grads_and_vars[idx][1])
step_size = STEP_SIZE
count = 0
loss_prediction = float('inf')
dr.update_variables_in_graph(
isess, dr.trainable_variables_nodes,
[-val[0] * step_size + val[1] for val in grads_and_vars])
grads_and_vars[idx] = (grads_and_vars[idx][0] *
dr.support_masks[variable_name],
grads_and_vars[idx][1])
# logs
gradients.append(grads_and_vars)
y_before_train.append(y_predicted_before_training)
x_connectors.append(x_connector_current)
h_connectors.append(h_connector_current)
loss_totals.append(loss_total)
# record the loss before applying gradient
du_hat.update_trainable_variables(grads_and_vars, step_size=0)
du_hat.regenerate_data(data['u'][i], x_connector, h_connector)
y_hat_original = du_hat.get('y')
loss_prediction_original = tb.mse(y_hat_original, data['y'][i])
# adaptive step size, making max value change dr.max_parameter_change_per_iteration
max_gradient = max(
[np.max(np.abs(np.array(g[0])).flatten()) for g in grads_and_vars])
# STEP_SIZE = 0.001
STEP_SIZE = dr.max_parameter_change_per_iteration / max_gradient
print('max gradient: ' + str(max_gradient))
print('STEP_SIZE: ' + str(STEP_SIZE))
# try to find proper step size
step_size = STEP_SIZE
count = 0
du_hat.update_trainable_variables(grads_and_vars, step_size)
Wxx = du_hat.get('Wxx')
prior=np.transpose(prior)))
print(W[:, :3])
print(du.get('Wxx'))
print(W[:, 3:6])
print(du.get('Wxxu')[0])
print(W[:, 6].reshape(3, 1))
print(du.get('Wxu'))
w_hat = [W[:, :3], [W[:, 3:6]], W[:, 6].reshape(3, 1)]
w_true = [du.get('Wxx'), du.get('Wxxu'), du.get('Wxu')]
x_hat_rep, x_true_rep = reproduce_x(w_hat, w_true, if_plot=True)
plt.plot(data['x_hat_merged'].data[index_range])
plt.plot(x_hat_rep, '--')
print('mse x_hat vs x_hat_reproduced:' +
str(tb.mse(data['x_hat_merged'].data[index_range], x_hat_rep)))
print('mse x_hat vs x_true:' +
str(tb.mse(data['x_true_merged'][index_range], x_hat_rep)))
'''
Y = np.transpose(x[1:])
X = np.transpose(np.concatenate([x[:-1], xu[:-1], u[:-1]], x_axis=1))
# fitting
clf = linear_model.Lasso(alpha=0.000005)
clf.fit(X, Y)
np.set_printoptions(precision=4)
np.set_printoptions(suppress=True)
print(clf.coef_[:, :3] * w_xx_f)
print(du.get('Wxx'))
dr.u_placeholder: batch['u'],
dr.x_state_initial: batch['x_initial'],
dr.h_state_initial: batch['h_initial'],
dr.y_true: batch['y']
})
# collect gradients and logs
gradients.append(grads_and_vars)
# updating with back-tracking
## collect statistics before updating
du_hat.update_trainable_variables(grads_and_vars, step_size=0)
du_hat.regenerate_data()
y_hat_original = du_hat.get('y')
loss_prediction_original = tb.mse(y_hat_original, y_target)
## sum gradients
grads_and_vars = gradients[-1]
for idx, grad_and_var in enumerate(grads_and_vars):
grads_and_vars[idx] = (sum([gv[idx][0] for gv in gradients]),
grads_and_vars[idx][1])
## apply mask to gradients
variable_names = [v.name for v in tf.trainable_variables()]
for idx in range(len(grads_and_vars)):
variable_name = variable_names[idx]
grads_and_vars[idx] = (grads_and_vars[idx][0] *
dr.support_masks[variable_name],
grads_and_vars[idx][1])
x_true = du.scan_x(package)
plt.plot(x_true)
plt.plot(x_hat, '--')
print('mse x_hat vs x_true:' + str(tb.mse(x_hat, x_true)))
plt.show()
'''
du_hat._secured_data['Wxx'] = Wxx
du_hat._secured_data['Wxxu'] = Wxxu
du_hat._secured_data['Wxu'] = Wxu
parameter_package = du_hat.collect_parameter_for_x_scan()
du_hat._secured_data['x'] = du_hat.scan_x(parameter_package)
parameter_package = du_hat.collect_parameter_for_h_scan()
du_hat._secured_data['h'] = du_hat.scan_h(parameter_package)
parameter_package = du_hat.collect_parameter_for_y_scan()
du_hat._secured_data['y'] = du_hat.scan_y(parameter_package)
plt.plot(du.get('y')[index_range])
plt.plot(du_hat.get('y')[index_range], '--')
plt.plot(tb.merge(data['y'], N_RECURRENT_STEP, DATA_SHIFT)[index_range],
'*',
alpha=0.7)
print('mse x_hat vs x_true:' +
str(tb.mse(du.get('y')[index_range],
du_hat.get('y')[index_range])))
# plt.plot([val[1, 2] for val in W['Wxx']])
plt.plot(np.asarray([val[0][0].flatten() for val in gradents]))
plt.plot(loss_prediction_accumulated_list)
print("Optimization Finished!")
print(loss_total_accumulated_list)
print(loss_prediction_accumulated_list)
print(Wxx)
print(Wxxu[0])
print(Wxu)
signal_length = tb.merge(data['u'], N_RECURRENT_STEP, DATA_SHIFT).shape[0]
index_range = list(range(signal_length))
package = {}
package["Wxx"] = Wxx
package["Wxxu"] = Wxxu
package["Wxu"] = Wxu
package['initial_x_state'] = np.array([0, 0, 0])
package['u'] = tb.merge(data['u'], N_RECURRENT_STEP, DATA_SHIFT)
x_hat = du.scan_x(package)
package["Wxx"] = du.get('Wxx')
package["Wxxu"] = du.get('Wxxu')
package["Wxu"] = du.get('Wxu')
package['initial_x_state'] = np.array([0, 0, 0])
package['u'] = tb.merge(data['u'], N_RECURRENT_STEP, DATA_SHIFT)
x_true = du.scan_x(package)
plt.plot(x_true)
plt.plot(x_hat, '--')
print('mse x_hat vs x_hat_reproduced:' + str(tb.mse(x_hat, x_true)))
plt.plot([val[1, 2] for val in W['Wxx']])
