def test_fast_spectral_shape(N, expected):
if expected is Exception:
with pytest.raises(expected):
fast_spectral_initialization(N)
else:
W = fast_spectral_initialization(N)
assert W.shape == expected
def test_reproducibility_fsi():
seed0 = default_rng(78946312)
W0 = fast_spectral_initialization(N=100, sr=1.2, proba=0.4,
seed=seed0).toarray()
seed1 = default_rng(78946312)
W1 = fast_spectral_initialization(N=100, sr=1.2, proba=0.4,
seed=seed1).toarray()
seed2 = default_rng(6135435)
W2 = fast_spectral_initialization(N=100, sr=1.2, proba=0.4,
seed=seed2).toarray()
assert_array_almost_equal(W0, W1)
assert_raises(AssertionError, assert_array_almost_equal, W0, W2)
def init_esn(training_type):
# Common parameters
n_inputs = 1
input_bias = True # add a constant input to 1
n_outputs = 1
n_reservoir = 300 # number of recurrent units
leak_rate = 0.6 # leaking rate (=1/time_constant_of_neurons)
spectral_radius = 0.5 # Scaling of recurrent matrix
input_scaling = 1. # Scaling of input matrix
regularization_coef = 0.02
W = fast_spectral_initialization(n_reservoir, spectral_radius=spectral_radius)
Win = generate_input_weights(n_reservoir, n_inputs, input_scaling=input_scaling, input_bias=input_bias)
if training_type == 'online':
Wout = np.zeros((n_outputs, n_reservoir + 1))
esn = ESNOnline(leak_rate, W, Win, Wout,
alpha_coef=regularization_coef, input_bias=input_bias)
elif training_type == 'online_feedback':
Wout = np.zeros((n_outputs, n_reservoir + 1))
Wfb = generate_input_weights(n_reservoir, n_outputs, input_bias=False)
fbfunc = lambda x: x
esn = ESNOnline(leak_rate, W, Win, Wout,
alpha_coef=regularization_coef, input_bias=input_bias, Wfb=Wfb, fbfunc=fbfunc)
elif training_type == 'offline':
esn = ESN(leak_rate, W, Win,
input_bias=input_bias, ridge=regularization_coef)
else:
raise RuntimeError(f"training_type = [{training_type}] unknown")
return esn
def test_fast_spectral_features(sr, proba):
W = fast_spectral_initialization(1000, sr=sr, proba=proba, seed=1234)
if sparse.issparse(W):
rho = max(
abs(
sparse.linalg.eigs(
W,
k=1,
which="LM",
maxiter=20 * W.shape[0],
return_eigenvectors=False,
)))
else:
rho = max(abs(linalg.eig(W)[0]))
if proba == 0.0:
assert_allclose(rho, 0.0)
else:
assert_allclose(rho, sr, rtol=1e-1)
if 1.0 - proba < 1e-5:
assert not sparse.issparse(W)
if sparse.issparse(W):
assert_allclose(np.count_nonzero(W.toarray()) / W.toarray().size,
proba,
rtol=1e-1)
else:
assert_allclose(np.count_nonzero(W) / W.size, proba, rtol=1e-1)
def test_fast_spectral_features(sr, proba):
W = fast_spectral_initialization(1000, spectral_radius=sr,
proba=proba, seed=1234)
rho = max(abs(sparse.linalg.eigs(W, k=1, which='LM', return_eigenvectors=False)))
assert_almost_equal(rho, sr, decimal=0)
if 1. - proba < 1e-5:
assert not sparse.issparse(W)
if sparse.issparse(W):
assert_almost_equal(np.sum(W.toarray() != 0.0) / W.toarray().size,
proba, decimal=1)
else:
assert_almost_equal(np.sum(W != 0.0) / W.size, proba, decimal=1)
def objective(dataset, config, *, iss, N, sr, leak, ridge):
# unpack train and test data, with target values.
train_data, test_data = dataset
x_train, y_train = train_data
x_test, y_test = test_data
x_train, y_train = x_train.reshape(-1, 1), y_train.reshape(-1, 1)
x_test, y_test = x_test.reshape(-1, 1), y_test.reshape(-1, 1)
nb_features = x_train.shape[1]
instances = config["instances_per_trial"]
losses = []
rmse = []
for n in range(instances):
# builds an ESN given the input parameters
W = mat_gen.fast_spectral_initialization(N=N, spectral_radius=sr)
Win = mat_gen.generate_input_weights(nbr_neuron=N,
dim_input=nb_features,
input_bias=True,
input_scaling=iss)
reservoir = ESN(lr=leak,
W=W,
Win=Win,
input_bias=True,
ridge=ridge)
# train and test the model
reservoir.train(inputs=[x_train],
teachers=[y_train],
wash_nr_time_step=20,
verbose=False,
workers=1)
outputs, _ = reservoir.run(inputs=[x_test],
verbose=False,
workers=1)
losses.append(metrics.mean_squared_error(outputs[0], y_test))
rmse.append(
metrics.mean_squared_error(outputs[0], y_test, squared=False))
# returns a dictionnary of metrics. The 'loss' key is mandatory when
# using Hyperopt.
return {'loss': np.mean(losses), 'rmse': np.mean(rmse)}
def test_fast_spectral_features_exception(sr, proba):
with pytest.raises(Exception):
fast_spectral_initialization(100, sr=sr, proba=proba)
def test_fast_spectral_features_exception(sr, proba):
with pytest.raises(Exception):
fast_spectral_initialization(100, sr=sr, proba=proba)
with pytest.raises(ValueError):
fast_spectral_initialization(100, input_scaling=10.0, proba=proba)