def do_calc_crps(
model,
X_train,
y_train,
X_test,
y_test,
batch_size,
loss,
val_loss):
print('Evaluating CRPS...')
pred = model.predict(X_train, batch_size=batch_size, verbose=1)
val_pred = model.predict(X_test, batch_size=batch_size, verbose=1)
# CDF for train and test data (actually a step function)
cdf_train = real_to_cdf(y_train)
cdf_test = real_to_cdf(y_test)
# CDF for predicted data
cdf_pred = real_to_cdf(pred, loss)
cdf_val_pred = real_to_cdf(val_pred, val_loss)
# evaluate CRPS on training data
crps_train = crps(cdf_train, cdf_pred)
print('CRPS(train) = {0}'.format(crps_train))
# evaluate CRPS on test data
crps_test = crps(cdf_test, cdf_val_pred)
print('CRPS(test) = {0}'.format(crps_test))
def train_dual(
model_systole,
model_diastole,
X,
y,
f_preprocess,
f_augmentations,
output_weights_systole,
output_weights_diastole,
output_best_weights_systole,
output_best_weights_diastole,
output_val_loss,
split_ratio=0.2,
nb_iter=200,
batch_size=32):
"""
Training systole and diastole models.
"""
print('Pre-processing images...')
for f_pre in f_preprocess:
X = f_pre(X)
# split to training and test
X_train, y_train, X_test, y_test = split_data(X, y, split_ratio)
calc_crps = 0 # calculate CRPS every n-th iteration (set to 0 if CRPS estimation is not needed)
min_val_loss_systole = sys.float_info.max
min_val_loss_diastole = sys.float_info.max
print('-'*50)
print('Training...')
print('-'*50)
for i in range(nb_iter):
print('-'*50)
print('Iteration {0}/{1}'.format(i + 1, nb_iter))
print('-'*50)
print('Augmenting images')
X_train_aug = X_train.copy()
for f_aug in f_augmentations:
X_train_aug = f_aug(X_train_aug)
print('Fitting systole model...')
hist_systole = model_systole.fit(X_train_aug, y_train[:, 0], shuffle=True, nb_epoch=1,
batch_size=batch_size, validation_data=(X_test, y_test[:, 0]))
print('Fitting diastole model...')
hist_diastole = model_diastole.fit(X_train_aug, y_train[:, 1], shuffle=True, nb_epoch=1,
batch_size=batch_size, validation_data=(X_test, y_test[:, 1]))
# sigmas for predicted data, actually loss function values (RMSE)
loss_systole = hist_systole.history['loss'][-1]
loss_diastole = hist_diastole.history['loss'][-1]
val_loss_systole = hist_systole.history['val_loss'][-1]
val_loss_diastole = hist_diastole.history['val_loss'][-1]
if (calc_crps > 0 and i % calc_crps == 0) or (val_loss_systole < min_val_loss_systole) or (val_loss_diastole < min_val_loss_diastole):
print('Evaluating CRPS...')
pred_systole = model_systole.predict(X_train, batch_size=batch_size, verbose=1)
pred_diastole = model_diastole.predict(X_train, batch_size=batch_size, verbose=1)
val_pred_systole = model_systole.predict(X_test, batch_size=batch_size, verbose=1)
val_pred_diastole = model_diastole.predict(X_test, batch_size=batch_size, verbose=1)
# CDF for train and test data (actually a step function)
cdf_train = real_to_cdf(np.concatenate((y_train[:, 0], y_train[:, 1])))
cdf_test = real_to_cdf(np.concatenate((y_test[:, 0], y_test[:, 1])))
# CDF for predicted data
cdf_pred_systole = real_to_cdf(pred_systole, loss_systole)
cdf_pred_diastole = real_to_cdf(pred_diastole, loss_diastole)
cdf_val_pred_systole = real_to_cdf(val_pred_systole, val_loss_systole)
cdf_val_pred_diastole = real_to_cdf(val_pred_diastole, val_loss_diastole)
# evaluate CRPS on training data
crps_train = crps(cdf_train, np.concatenate((cdf_pred_systole, cdf_pred_diastole)))
print('CRPS(train) = {0}'.format(crps_train))
# evaluate CRPS on test data
crps_test = crps(cdf_test, np.concatenate((cdf_val_pred_systole, cdf_val_pred_diastole)))
print('CRPS(test) = {0}'.format(crps_test))
print('Saving weights...')
# save weights so they can be loaded later
model_systole.save_weights(output_weights_systole, overwrite=True)
model_diastole.save_weights(output_weights_diastole, overwrite=True)
# for best (lowest) val losses, save weights
if val_loss_systole < min_val_loss_systole:
min_val_loss_systole = val_loss_systole
model_systole.save_weights(output_best_weights_systole, overwrite=True)
if val_loss_diastole < min_val_loss_diastole:
min_val_loss_diastole = val_loss_diastole
model_diastole.save_weights(output_best_weights_diastole, overwrite=True)
# save best (lowest) val losses in file (to be later used for generating submission)
with open(output_val_loss, mode='w+') as f:
f.write(str(min_val_loss_systole))
f.write('\n')
f.write(str(min_val_loss_diastole))
