def train(self, Y_train, X_train, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
log = Log(logging, "LNU.train()")
log.message("start")
Wall = []
MSE = []
w = []
# Training
for epoch in range(epochs):
yn, w, Wall0, MSE0, e = self.countSerie(Y_train,
X_train,
prediction=prediction)
Wall.append(Wall0)
MSE.append(MSE0)
log.message("done \n")
return yn, w, e, Wall, MSE
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
learning = kwargs.get('learning', True)
log = Log(logging, "MLPGD.count()")
log.message("start")
yr = Y
#muw = 0.05
#muv = 0.01
muv = 0.005
N = len(Y)
n1 = 400
nx = len(X) * 4 + 1
nv = 1 + n1
nxi = nv
if len(self.w) < 1:
self.w = randn( n1, nx ) / nx
if len(self.v) < 1:
self.v = randn( nv ) / nv
e = zeros( N )
y = Y.copy()
#x = ones( nx )
xi = ones( nxi )
dxidny = zeros ( n1 + 1 )
dydv = zeros(( N, nv ))
dydw = zeros( ( N, nx, n1 ) )
SSE = zeros( epochs )
for epoch in range( epochs ):
for k in range ( N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate((x, [ X[i][k], X[i][k-1], X[i][k-2], X[i][k-3] ]))
ny = dot( self.w, x )
xi[1:] = self.phi(ny)
y[ k + prediction ] = dot( self.v, xi )
e[ k ] = yr[ k ] - y[ k ]
#weights of output neuron
dydv[k, :] = xi
dv = muv/(1+sum(xi**2))*e[k]*dydv[k] # normalized GD
if learning:
self.v = self.v + dv
return y
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
learning = kwargs.get('learning', True)
log = Log(logging, "MLPGD.count()")
log.message("start")
yr = Y
#muw = 0.05
#muv = 0.01
muv = 0.005
N = len(Y)
n1 = 400
nx = len(X) * 4 + 1
nv = 1 + n1
nxi = nv
if len(self.w) < 1:
self.w = randn(n1, nx) / nx
if len(self.v) < 1:
self.v = randn(nv) / nv
e = zeros(N)
y = Y.copy()
#x = ones( nx )
xi = ones(nxi)
dxidny = zeros(n1 + 1)
dydv = zeros((N, nv))
dydw = zeros((N, nx, n1))
SSE = zeros(epochs)
for epoch in range(epochs):
for k in range(N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate(
(x, [X[i][k], X[i][k - 1], X[i][k - 2], X[i][k - 3]]))
ny = dot(self.w, x)
xi[1:] = self.phi(ny)
y[k + prediction] = dot(self.v, xi)
e[k] = yr[k] - y[k]
#weights of output neuron
dydv[k, :] = xi
dv = muv / (1 + sum(xi**2)) * e[k] * dydv[k] # normalized GD
if learning:
self.v = self.v + dv
return y
def countSerie(self, Y, X, **kwargs):
# optional parameters
prediction = kwargs.get('prediction', 1)
mu = kwargs.get('mu', 0.9)
self.w = kwargs.get('weigths', self.w)
logging = kwargs.get('logging', False)
log = Log(logging, "MLP.phiCell()")
log.message("start")
N = len(Y) # X.shape[0]
e = zeros(N)
yn = Y.copy() # init output neuronu (site)
nx = len(X) * 3 + 1 #lenX * X width + 1
nw = (nx * nx + nx) / 2
if len(self.w) < 1:
self.w = random.randn(nw) / nw
x = []
colx = []
J = zeros((N, nw))
I = eye(nw)
# for record
MSE = [] #mean squer error
for k in range(N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate(
(x, [X[i][k], X[i][k - 1],
X[i][k - 2]])) #, X[i][k-3], X[i][k-4], X[i][k-5] ]))
colx = []
for i in range(nx):
for j in range(i, nx):
colx.append(x[i] * x[j])
yn[k + prediction] = dot(self.w, colx)
e[k] = Y[k] - yn[k]
dydw = colx # for QNU and HONU (Higher Order Neural Units)
J[k, :] = dydw
print "___"
print len(dot(linalg.inv(dot(J.T, J) + 1.0 / mu * I), J.T))
print len(e)
print len(inv(dot(J.T, J) + 1. / mu * I))
dw = dot(dot(linalg.inv(dot(J.T, J) + 1.0 / mu * I), J.T), e)
self.w = self.w + dw
MSE.append(sum(e**2) / N)
return yn, self.w, MSE, e
def countSerie(self, Y, X, **kwargs):
# optional parameters
prediction = kwargs.get('prediction', 1)
mu = kwargs.get('mu', 0.9)
self.w = kwargs.get('weigths', self.w)
logging = kwargs.get('logging', False)
log = Log(logging, "MLP.phiCell()")
log.message("start")
N=len(Y) # X.shape[0]
e=zeros(N)
yn=Y.copy() # init output neuronu (site)
nx = len(X) * 3 + 1 #lenX * X width + 1
nw=(nx*nx+nx)/2
if len(self.w) < 1:
self.w = random.randn(nw)/nw
x=[]
colx=[]
J=zeros((N,nw))
I=eye(nw)
# for record
MSE = [] #mean squer error
for k in range(N-prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate((x, [ X[i][k], X[i][k-1] , X[i][k-2]]))#, X[i][k-3], X[i][k-4], X[i][k-5] ]))
colx = []
for i in range(nx):
for j in range(i,nx):
colx.append(x[i]*x[j])
yn[k+prediction]=dot(self.w,colx)
e[k]=Y[k]-yn[k]
dydw=colx # for QNU and HONU (Higher Order Neural Units)
J[k,:]=dydw
print "___"
print len(dot(linalg.inv(dot(J.T,J)+1.0/mu*I),J.T))
print len(e)
print len(inv(dot(J.T,J)+1./mu*I))
dw=dot(dot(linalg.inv(dot(J.T,J)+1.0/mu*I),J.T),e)
self.w=self.w+dw
MSE.append(sum(e**2)/N)
return yn, self.w, MSE, e
def train(self, Y_train, X_train, **kwargs):
prediction = kwargs.get('prediction', 1)
logging = kwargs.get('logging', False)
log = Log(logging, "RBF.train()")
log.message("start")
self.W = []
self.Y = []
# every row is RBF neuron center
for k in range(len(X_train[0])):
self.W.append([])
for i in range(len(X_train)):
l = k - prediction
self.W[k].append([ X_train[i][l] ]) #, X_train[i][l-1], X_train[i][l-2], X_train[i][l-3], X_train[i][l-4] ])
self.Y.append(Y_train[k])
log.message("done \n")
def train(self, Y_train, X_train, **kwargs):
prediction = kwargs.get('prediction', 1)
logging = kwargs.get('logging', False)
log = Log(logging, "RBF.train()")
log.message("start")
self.W = []
self.Y = []
# every row is RBF neuron center
for k in range(len(X_train[0])):
self.W.append([])
for i in range(len(X_train)):
l = k - prediction
self.W[k].append(
[X_train[i][l]]
) #, X_train[i][l-1], X_train[i][l-2], X_train[i][l-3], X_train[i][l-4] ])
self.Y.append(Y_train[k])
log.message("done \n")
def countSerie(self, Y, X, **kwargs):
# optional parameters
prediction = kwargs.get('prediction', 1)
mu = kwargs.get('mu', 0.1)
self.w = kwargs.get('weigths', self.w)
logging = kwargs.get('logging', False)
log = Log(logging, "LNU.count()")
log.message("start")
# for counting
nx = len(X) * 4 + 1 #lenX * X width + 1
nw = nx
N = len(Y)
e = zeros(N) # "prazdna " array pro vypocet chyb v delce dat
yn = Y.copy() # init vystup neuronu (site)
yn[0] = float('nan')
log.message(yn[1])
x = [1.]
x = array(x)
if len(self.w) < 1:
self.w = random.randn(nw) / nw
print self.w
self.w = random.randn(nw)
print self.w
# for record
Wall = []
Wall.append(self.w) #initial weigth
MSE = []
for k in range(N - prediction):
## input vector
x = [1.]
for i in range(len(X)):
x = concatenate(
(x, [X[i][k], X[i][k - 1], X[i][k - 2], X[i][k - 3]]))
# neuron count
yn[k + prediction] = dot(self.w, x)
if not isnan(yn[k]):
e[k] = Y[k] - yn[k]
#update weights
dydw = x # pro LNU dy/dw = x
dw = mu / (1 + sum(x**2)) * e[k] * dydw # normalizovany GD
self.w = self.w + dw
#for plotting
Wall.append(self.w)
MSE.append(sum(e**2) / N)
log.message("done \n")
return yn, self.w, Wall, MSE, e
def train(self, Y_train, X_train, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
log = Log(logging, "QNU.train()")
log.message("start")
Wall = []
MSE = []
# Training
for epoch in range(epochs):
yn, w, MSE0, e = self.countSerie(Y_train, X_train, prediction = prediction)
Wall.append(w)
MSE.append(MSE0)
log.message("done \n")
return yn, w, e, Wall, MSE
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
beta = kwargs.get('beta', 0.1)
logging = kwargs.get('logging', False)
log = Log(logging, "RBF.count()")
log.message("start")
N = len(Y)
self.Yn = Y.copy()
e = zeros(N)
colx = []
allColx = []
for j in range(N - prediction):
log.message(j, conditioned=True)
#update neuronu LIFO (moving window) start updating after prediction lag
if (j > 0 and j > prediction):
self.W = self.W[1:] #remove first
self.W.append(allColx[-prediction])
self.Y = self.Y[1:] #remove first
self.Y.append(Y[j])
colx = []
for i in range(len(X)):
colx.append(
[X[i][j]]) #, X[i][j-1], X[i][j-2], X[i][j-3], X[i][j-4]])
allColx.append(colx)
Nw = len(self.W)
phi = zeros(Nw)
nu = zeros(Nw)
for i in range(Nw):
nu[i] = self.fnu(asarray(self.W[i]),
asarray(colx)) #nu[i]=fnu(W[i,:],x)
phi = self.fphi(nu, beta) # output of RBF
self.Yn[j + prediction] = sum(
asarray(phi) * asarray(self.Y)) / sum(asarray(phi))
log.message("done \n")
return self.Yn
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
beta = kwargs.get('beta', 0.1)
logging = kwargs.get('logging', False)
log = Log(logging, "RBF.count()")
log.message("start")
N=len(Y)
self.Yn=Y.copy()
e=zeros(N)
colx = []
allColx = []
for j in range(N-prediction):
log.message(j, conditioned=True)
#update neuronu LIFO (moving window) start updating after prediction lag
if (j > 0 and j > prediction):
self.W = self.W[1:] #remove first
self.W.append(allColx[-prediction])
self.Y = self.Y[1:] #remove first
self.Y.append(Y[j])
colx = []
for i in range(len(X)):
colx.append([X[i][j] ]) #, X[i][j-1], X[i][j-2], X[i][j-3], X[i][j-4]])
allColx.append(colx)
Nw=len(self.W)
phi=zeros(Nw)
nu=zeros(Nw)
for i in range(Nw):
nu[i]=self.fnu(asarray(self.W[i]),asarray(colx)) #nu[i]=fnu(W[i,:],x)
phi=self.fphi(nu,beta) # output of RBF
self.Yn[j+prediction]=sum(asarray(phi)*asarray(self.Y))/sum(asarray(phi))
log.message("done \n")
return self.Yn
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
lw = kwargs.get('learningWindow', 0)
ol = kwargs.get('overLearn', 0)
log = Log(logging, "MLPGD.count()")
log.message("start")
yr = Y
muw = 0.05
muv = 0.01
N = len(Y)
nx = len(X) * 4 + 1
n1 = 5
nv = 1 + n1
nxi = nv
if len(self.w) < 1:
self.w = randn(n1, nx) / nx
if len(self.v) < 1:
self.v = randn(nv) / nv
e = zeros(lw)
y = Y.copy()
#x = ones( nx )
xi = ones(nxi)
dxidny = zeros(n1 + 1)
dydv = zeros((lw, nv))
dydw = zeros((lw, nx, n1))
Lv = eye(nv)
Lw = eye(nx)
SSE = zeros(epochs)
for epoch in range(epochs):
for k in range(N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate(
(x, [X[i][k], X[i][k - 1], X[i][k - 2], X[i][k - 3]]))
ny = dot(self.w, x)
xi[1:] = self.phi(ny)
y[k + prediction] = dot(self.v, xi)
ek = yr[k] - y[k]
e = concatenate((e, [ek]))
e = delete(e, 0, 0)
#weights of output neuron
dydv = delete(dydv, 0, 0)
dydv = vstack((dydv, xi))
#vweights of hidden nodes
dxidny[1:] = self.dphidny(ny)
dydwk = zeros((1, nx, n1))
for i in range(1, n1 + 1):
dydwk[0, :, i - 1] = self.v[i] * dxidny[i] * x
dydw = delete(dydw, 0, 0)
dydw = vstack((dydw, dydwk))
if k > lw and k % ol == 0:
print k
Jv = dydv
dv = dot(dot(inv(dot(Jv.T, Jv) + 1. / muv * Lv), Jv.T), e)
self.v = self.v + dv
for i in range(1, n1 + 1):
Jw = dydw[:, :, i - 1]
dw = dot(dot(inv(dot(Jw.T, Jw) + 1. / muw * Lw), Jw.T),
e)
self.w[i - 1, :] = self.w[i - 1, :] + dw
SSE[epoch] = dot(e, e)
return y
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
log = Log(logging, "MLPGD.count()")
log.message("start")
yr = Y
muw = 0.05
muv = 0.01
N = len(Y)
n1 = 2
nx = len(X) * 4 + 1
nv = 1 + n1
nxi = nv
if len(self.w) < 1:
self.w = randn(n1, nx) / nx
if len(self.v) < 1:
self.v = randn(nv) / nv
e = zeros(N)
y = Y.copy()
#x = ones( nx )
xi = ones(nxi)
dxidny = zeros(n1 + 1)
dydv = zeros((N, nv))
dydw = zeros((N, nx, n1))
Lv = eye(nv)
Lw = eye(nx)
SSE = zeros(epochs)
for epoch in range(epochs):
for k in range(N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate(
(x, [X[i][k], X[i][k - 1], X[i][k - 2], X[i][k - 3]]))
ny = dot(self.w, x)
xi[1:] = self.phi(ny)
y[k + prediction] = dot(self.v, xi)
e[k] = yr[k] - y[k - prediction]
#weights of input neuron
dydv[k, :] = xi
#weights of hidden nodes
dxidny[1:] = self.dphidny(ny)
for i in range(1, n1 + 1):
dydw[k, :, i - 1] = self.v[i] * dxidny[i] * x
Jv = dydv
dv = dot(dot(inv(dot(Jv.T, Jv) + 1. / muv * Lv), Jv.T), e)
self.v = self.v + dv
for i in range(1, n1 + 1):
Jw = dydw[:, :, i - 1]
dw = dot(dot(inv(dot(Jw.T, Jw) + 1. / muw * Lw), Jw.T), e)
self.w[i - 1, :] = self.w[i - 1, :] + dw
SSE[epoch] = dot(e, e)
return y
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
lw = kwargs.get('learningWindow', 0)
ol = kwargs.get('overLearn', 0)
log = Log(logging, "MLPGD.count()")
log.message("start")
yr = Y
muw = 0.05
muv = 0.01
N = len(Y)
nx = len(X) * 4 + 1
n1 = 5
nv = 1 + n1
nxi = nv
if len(self.w) < 1:
self.w = randn( n1, nx ) / nx
if len(self.v) < 1:
self.v = randn( nv ) / nv
e = zeros( lw )
y = Y.copy()
#x = ones( nx )
xi = ones( nxi )
dxidny = zeros ( n1 + 1 )
dydv = zeros(( lw, nv ))
dydw = zeros(( lw, nx, n1 ))
Lv = eye( nv )
Lw = eye( nx )
SSE = zeros( epochs )
for epoch in range( epochs ):
for k in range ( N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate((x, [ X[i][k], X[i][k-1], X[i][k-2], X[i][k-3] ]))
ny = dot( self.w, x )
xi[1:] = self.phi(ny)
y[ k + prediction ] = dot( self.v, xi )
ek = yr[ k ] - y[ k ]
e = concatenate(( e, [ek] ))
e = delete(e, 0, 0)
#weights of output neuron
dydv = delete(dydv, 0, 0)
dydv = vstack(( dydv, xi ))
#vweights of hidden nodes
dxidny[1:] = self.dphidny(ny)
dydwk = zeros( ( 1, nx, n1 ) )
for i in range(1, n1 + 1 ):
dydwk[0, :,i-1] = self.v[ i ] * dxidny[ i ] * x
dydw = delete(dydw, 0, 0)
dydw = vstack(( dydw, dydwk))
if k > lw and k % ol == 0:
print k
Jv = dydv
dv = dot( dot( inv( dot( Jv.T, Jv ) + 1. / muv * Lv ), Jv.T ), e )
self.v = self.v + dv
for i in range( 1, n1 + 1 ):
Jw = dydw[ :, :, i - 1 ]
dw = dot( dot( inv( dot( Jw.T, Jw ) + 1. / muw * Lw ), Jw.T ), e )
self.w[ i - 1, : ] = self.w[ i - 1, : ] + dw
SSE[ epoch ] = dot( e, e )
return y
def count(self, Y, X, **kwargs):
prediction = kwargs.get('prediction', 1)
epochs = kwargs.get('epochs', 1)
logging = kwargs.get('logging', False)
log = Log(logging, "MLPGD.count()")
log.message("start")
yr = Y
muw = 0.05
muv = 0.01
N = len(Y)
n1 = 2
nx = len(X) * 4 + 1
nv = 1 + n1
nxi = nv
if len(self.w) < 1:
self.w = randn( n1, nx ) / nx
if len(self.v) < 1:
self.v = randn( nv ) / nv
e = zeros( N )
y = Y.copy()
#x = ones( nx )
xi = ones( nxi )
dxidny = zeros ( n1 + 1 )
dydv = zeros(( N, nv ))
dydw = zeros( ( N, nx, n1 ) )
Lv = eye( nv )
Lw = eye( nx )
SSE = zeros( epochs )
for epoch in range( epochs ):
for k in range ( N - prediction):
#input vector
x = [1.]
for i in range(len(X)):
x = concatenate((x, [ X[i][k], X[i][k-1], X[i][k-2], X[i][k-3] ]))
ny = dot( self.w, x )
xi[1:] = self.phi(ny)
y[ k + prediction ] = dot( self.v, xi )
e[ k ] = yr[ k ] - y[ k - prediction]
#weights of input neuron
dydv[k, :] = xi
#weights of hidden nodes
dxidny[1:] = self.dphidny(ny)
for i in range(1, n1 + 1 ):
dydw[k, :, i-1 ] = self.v[ i ] * dxidny[ i ] * x
Jv = dydv
dv = dot( dot( inv( dot( Jv.T, Jv ) + 1. / muv * Lv ), Jv.T ), e )
self.v = self.v + dv
for i in range( 1, n1 + 1 ):
Jw = dydw[ :, :, i - 1 ]
dw = dot( dot( inv( dot( Jw.T, Jw ) + 1. / muw * Lw ), Jw.T ), e )
self.w[ i - 1, : ] = self.w[ i - 1, : ] + dw
SSE[ epoch ] = dot( e, e )
return y
def countSerie(self, Y, X, **kwargs):
# optional parameters
prediction = kwargs.get('prediction', 1)
mu = kwargs.get('mu', 0.1)
self.w = kwargs.get('weigths', self.w)
logging = kwargs.get('logging', False)
log = Log(logging, "LNU.count()")
log.message("start")
# for counting
nx = len(X) * 4 + 1 #lenX * X width + 1
nw = nx
N=len(Y)
e=zeros(N) # "prazdna " array pro vypocet chyb v delce dat
yn = Y.copy() # init vystup neuronu (site)
yn[0] = float('nan')
log.message(yn[1])
x = [1.]
x = array(x)
if len(self.w) < 1:
self.w = random.randn(nw)/nw
print self.w
self.w = random.randn(nw)
print self.w
# for record
Wall = []
Wall.append(self.w) #initial weigth
MSE = []
for k in range(N-prediction):
## input vector
x = [1.]
for i in range(len(X)):
x = concatenate((x, [ X[i][k], X[i][k-1], X[i][k-2], X[i][k-3] ]))
# neuron count
yn[k+prediction]=dot(self.w,x)
if not isnan(yn[k]):
e[k]=Y[k]-yn[k]
#update weights
dydw=x # pro LNU dy/dw = x
dw=mu/(1+sum(x**2))*e[k]*dydw # normalizovany GD
self.w=self.w+dw
#for plotting
Wall.append(self.w)
MSE.append(sum(e**2)/N)
log.message("done \n")
return yn, self.w, Wall, MSE, e
