def EvaluateModel(self, val_x, val_y, batch_size):
"""
By evaluating the loss at unseen data we define a metric for the
effectiveness of the training, and therefore the models effectiveness
for classification
Accuracy is defined as:
SUM(Wx+b && y_actual)/n_samples
"""
# Define the graph operation for accuracy
acc = tf.reduce_mean(
tf.cast(tf.equal(self.GetPredictions(), self.y), tf.float32))
# Load in the model weights
# self.LoadModel(self.sess)
accuracies = []
losses = []
for i in range(val_y.shape[0] // batch_size):
# Get the accuracy of each batch of evaluation data
x, y = self._get_batches(val_x, val_y, batch_size)
accuracies.append(
self.sess.run(acc, feed_dict={
self.input_: x,
self.labels_: y
}))
losses.append(
self.sess.run(self.loss,
feed_dict={
self.input_: x,
self.labels_: y
}))
# Return mean accuracy on evaluation data
return [np.mean(losses), np.mean(accuracies)]
def train(self, X_train, noisy=False):
"""
Train the regularized parametric t-SNE network
"""
print('Start training the neural network...')
X_train = X_train.copy()
y_train = X_train
if noisy:
noise = np.random.normal(0, 0.01**0.5, (X_train.shape))
X_train = X_train + noise
begin = time()
losses = []
n_sample, n_feature = X_train.shape
nBatches = int(n_sample / self.batch_size)
for epoch in range(self.epochs):
new_indices = np.random.permutation(
n_sample) # shuffle data for new random batches
X = X_train[new_indices]
Y = y_train[new_indices]
loss = 0
for i in range(nBatches):
batch_y = Y[i * self.batch_size:(i + 1) * self.batch_size]
batch = X[i * self.batch_size:(i + 1) * self.batch_size]
if self.theta > 0: # runs faster this way
blockPrint()
cond_p, _ = cond_probs(batch.copy(),
perplexity=self.perplexity)
P = joint_average_P(cond_p)
enablePrint()
if self.theta == 1: # parametric t-sne
all_losses = self.encoder.train_on_batch(
x=batch, y={'encoded': P})
else: # regularized parametric t-sne
all_losses = self.model.train_on_batch(x=batch,
y={
'encoded':
P,
'decoded':
batch_y
})
else: # autoencoder with mse loss
all_losses = self.model.train_on_batch(
x=batch, y={'decoded': batch_y})
loss += np.array(all_losses)
losses.append(loss / nBatches)
#losses[epoch] = loss/nBatches
print('Epoch: %.d elapsed time: %.2f losses: %s ' %
(epoch + 1, time() - begin, losses[epoch]))
return losses
def fit_n(n, model_generator, loss, x, y):
""" Fits n models and returns the one with the lowest cost. """
n_inputs = x.shape[1]
models = [model_generator(loss, n_inputs) for _ in range(n)]
losses = []
for model in models:
history = model.fit(x, y, batch_size=32, epochs=20000, verbose=1)
loss_i = history.history["loss"][-1]
losses.append(loss_i)
print(losses)
winner = models[np.argmin(losses)]
return winner
def train(self):
print("Train:")
losses = []
generator_train = self.reader.batch_generator_train()
for el in generator_train:
loss = self.obj_model.train_on_batch(x=el[0], y=el[1])
losses.append(loss)
print("loss:", loss)
self.losses["loss"].append(np.mean(np.asarray(losses).astype(float)) if len(losses) > 0 else -1.0)
print("Validation:")
val_losses = []
generator_valid = self.reader.batch_generator_train("valid")
for el in generator_valid:
val_loss = self.obj_model.test_on_batch(x=el[0], y=el[1])
val_losses.append(val_loss)
print("val_loss:", val_loss)
self.losses["val_loss"].append(np.mean(np.asarray(val_losses).astype(float)) if len(val_losses) > 0 else -1.0)
def min_loss(fn,epochs,batch_shape):
t0 = datetime.now()
losses = []
x = np.random.randn(np.prod(batch_shape))
for i in range(epochs):
x, l, _ = scipy.optimize.fmin_l_bfgs_b(func=fn,x0=x,maxfun=20)
# bounds=[[-127, 127]]*len(x.flatten())
#x = np.clip(x, -127, 127)
# print("min:", x.min(), "max:", x.max())
print("iter=%s, loss=%s" % (i, l))
losses.append(l)
print("duration:", datetime.now() - t0)
plt.plot(losses)
plt.show()
newimg = x.reshape(*batch_shape)
final_img = unpreprocess(newimg)
return final_img[0]
def evaluate_LSTM_model(X_train, y_train, n_neurons1,n_neurons2):
losses = []
model = Sequential()
model.add(LSTM(n_neurons1, batch_input_shape=(n_batch, X_train.shape[1], X_train.shape[2]), activation="relu",
return_sequences=True, stateful=True, dropout=0.2))
#model.add(Reshape((n_batch, X_train.shape[1], X_train.shape[2]), input_shape=(5,)))
#dropout Fraction of the units to drop for the linear transformation of the inputs.
model.add(LSTM(n_neurons2, batch_input_shape=(n_batch, X_train.shape[1], X_train.shape[2]), stateful=True))
model.add(Dense(y_train.shape[1]))
#adam = optimizers.Adam(lr=0.001, beta_1=0.9, beta_2=0.999, epsilon=1e-08, decay=0)
model.compile(loss='mean_squared_error', optimizer="adam")
history = model.fit(X_train, y_train, epochs=2,verbose=2, batch_size=n_batch,shuffle=False)
losses.append(history.history['loss'])
#val_losses.append(history.history['val_loss'][0])
forecast = model.predict(X_test,batch_size=n_batch)
predicted = np.reshape(forecast, (forecast.size,))
actual =np.reshape(y_test, (y_test.size,))
error = mean_squared_error(actual, predicted)
model.reset_states()
return error
def get_losses(ground_truth, outputs):
kp_maps_true, short_offset_true, mid_offset_true, long_offset_true, seg_true, crowd_mask, unannotated_mask, overlap_mask = ground_truth
kp_maps, short_offsets, mid_offsets, long_offsets, seg_mask = outputs
losses = []
losses.append(
KL.Lambda(kp_map_loss)(
[kp_maps_true, kp_maps, unannotated_mask, crowd_mask]))
losses.append(
KL.Lambda(short_offset_loss)(
[short_offset_true, short_offsets, kp_maps_true]))
losses.append(
KL.Lambda(mid_offset_loss)(
[mid_offset_true, mid_offsets, kp_maps_true]))
losses.append(
KL.Lambda(segmentation_loss)([seg_true, seg_mask, crowd_mask]))
losses.append(
KL.Lambda(long_offset_loss)([
long_offset_true, long_offsets, seg_true, crowd_mask,
unannotated_mask, overlap_mask
]))
return losses
def evaluate_loss_bad(model, excerpt, char_to_ix, vocab_size):
# something isn't right here..
X = np.zeros((1, len(excerpt), vocab_size))
losses = []
cum_loss = 0.
ix = char_to_ix[excerpt[0]]
X[0, 0, :][ix] = 1
for i in range(1, len(excerpt)):
char = excerpt[i]
weights = model.predict(X[:, :i + 1, :], batch_size=1)[0][-1]
# print(sum(weights))
# print(weights)
ix = char_to_ix[char]
for weight in weights:
if weight < fuzz_factor:
weight = fuzz_factor
if weight > 1. - fuzz_factor:
weight = 1. - fuzz_factor
loss = -np.log(weights[ix])
losses.append((char, weights[ix], loss))
cum_loss += loss
print('Char: ', char, ' Loss: ', loss, ' Loss so far: ', cum_loss / i)
X[0, i, :][ix] = 1
return losses
def RewardStretchedEnsemble(trainingIteration,fit=True):
X,Y,testData,testValue,scalers,cA_list,cD_list=dataSetup(multivariate=True,time_steps_back=time_steps_back,printDates=True)
trainX,valX,trainY,valY=X[:-validation_size],X[-validation_size:],Y[:-validation_size],Y[-validation_size:]
X,Y,testData_single,testValue,scalers,cA_list,cD_list=dataSetup(time_steps_back=time_steps_back)
trainX_single,valX_single,trainY_single,valY_single=X[:-validation_size],X[-validation_size:],Y[:-validation_size],Y[-validation_size:]
gamma=20
num_models=len(multivariate_models)+len(singlevariate_models)
ensembleModel=Ensemble_Network(32,'mse',num_models)
ensemble_X,ensemble_Y=addRewardData(trainingIteration)
print("Training ensemble...")
if(fit):
ensembleModel.fit(ensemble_X, ensemble_Y, epochs=25, batch_size=10, verbose=0)
else:
ensembleModel.load_weights('ensemble.h5')
ensembleModel.save_weights('ensemble.h5')
actual=[]
preds=[]
for i in range(1,63):
actual.append(testValue)
idx = np.random.choice(np.arange(len(ensemble_Y)), 20, replace=False)
x_sample = ensemble_X[idx]
y_sample = ensemble_Y[idx]
ensembleModel.fit(x_sample, y_sample, epochs=5, batch_size=5, verbose=0)
ensemble_prediction=ensembleModel.predict(testData)
print(ensemble_prediction)
best=np.argmax(ensemble_prediction)
ensemble_X=np.concatenate((ensemble_X, testData))
addLine=[]
losses=[]
j=0
cD_list_old=cD_list
scalers_old=scalers
X,Y,testData,testValue,scalers,cA_list,cD_list=dataSetup(multivariate=True,testDate=i,time_steps_back=time_steps_back)
X,Y,testData_single,testValue,scalers,cA_list,cD_list=dataSetup(time_steps_back=time_steps_back,testDate=i)
for key, value in multivariate_models.items():
value.load_weights("weights/"+key+"_"+str(trainingIteration)+'.h5')
pred=value.predict(testData)
if(j==best):
ensemblePred=pred
loss=abs(pred-Y[-1])
losses.append(loss)
reward=1/(1+abs(pred-Y[-1]))
reward=reward**gamma
addLine.append(reward)
j+=1
for key, value in singlevariate_models.items():
value.load_weights("weights/"+key+"_"+'.h5')
pred=value.predict(testData_single)
if(j==best):
ensemblePred=pred
loss=abs(pred-Y[-1])
losses.append(loss)
reward=1/(1+abs(pred-Y[-1]))
reward=reward**gamma
addLine.append(reward)
j+=1
y=scalers_old.inverse_transform(ensemblePred)
reconstruct=pywt.idwt(np.reshape(y, (y.shape[0])), cD_list_old[-1], 'haar')
preds.append(reconstruct[-1])
addLine=np.reshape(addLine, (1,num_models))
ensemble_Y=np.concatenate((ensemble_Y, addLine))
mae=metrics.mean_absolute_error(np.array(preds), np.array(actual))
print("Training iteration MAE")
print(mae)
return preds, actual
plt.title('model train vs validation loss')
plt.ylabel('loss')
plt.xlabel('epoch')
plt.legend(['train', 'validation'], loc='upper right')
plt.show()
###################################################
verbose=1
losses = []
val_losses = []
min_val_loss = (99999,999999)
for i in range(training_epochs):
if verbose!=0:
print(i)
history = model.fit(X_train, y_train, validation_data=(X_val,y_val), epochs=2, batch_size=n_batch, verbose=2, shuffle=False)
losses.append(history.history['loss'])
val_losses.append(history.history['val_loss'][0])
if val_losses[-1] < min_val_loss[0]:
min_val_loss = (val_losses[-1], i)
# model.reset_states()
print('best val_loss and epoch:',min_val_loss)
plt.title('loss')
plt.plot(losses,color="blue")
plt.plot(val_losses, color='red')
plt.show()
# forecasting
pred_y = model.predict(X_test,batch_size=n_batch)
inv_yhat = scalery.inverse_transform(pred_y)
real_test=scale_Y[-n_test:]
def train_model(env):
TIME_STEPS = int(1e6)
STACK_SIZE = 4
memories = deque(maxlen=int(1e6) + STACK_SIZE - 1)
NUM_ACTIONS = env.action_space.n
GAMMA = 0.99
EPSILON_DECAY_PERIOD = int(5e5)
MIN_EPSILON = 0.1
C = 1000
BATCH_SIZE = 32
losses = []
TRAINING_FRAMES = int(10e6)
frames_played = 0
q_model = init_model(NUM_ACTIONS)
target_q_model = init_model(NUM_ACTIONS)
curr_time = time.time()
main_prefix = "main-{}".format(curr_time)
f_main_out = open("{}.out".format(main_prefix), "w+", buffering=1)
q_prefix = "q_vals-{}".format(curr_time)
q_vals = []
f_q_out = open("{}.out".format(q_prefix), "w+")
for i_frame in range(TRAINING_FRAMES):
env.reset()
action = env.action_space.sample()
prev, _, _, _ = env.step(action)
action = env.action_space.sample()
observation, reward, terminal, info = env.step(action)
s_t = preprocess_frame(observation, prev)
for i in range(STACK_SIZE):
action = env.action_space.sample()
observation, reward, terminal, info = env.step(action)
s_t_next = preprocess_frame(observation, prev)
mem = (s_t, action, reward, s_t_next, terminal)
memories.append(mem)
s_t = s_t_next
prev = observation
phi_t = preprocess_memory(memories, 0, STACK_SIZE)[0]
loss = 0
i_episode = 0
for t in range(TIME_STEPS):
frames_played += 1
epsilon = calculate_epsilon(EPSILON_DECAY_PERIOD, frames_played,
MIN_EPSILON)
# With some probability epsilon select random a.
if np.random.uniform() <= epsilon:
action = env.action_space.sample()
else:
preds = q_model.predict(np.expand_dims(np.array(phi_t),
axis=0))
action = np.argmax(preds)
q_vals.append(np.max(preds))
f_q_out.write("{}\n".format(np.max(preds)))
observation, reward, terminal, info = env.step(action)
s_t_next = preprocess_frame(observation, prev)
prev = observation
mem = (s_t, action, reward, s_t_next, terminal)
memories.append(mem)
s_t = s_t_next
num_memories = len(memories) - STACK_SIZE
idxs = random.sample(range(num_memories),
min(BATCH_SIZE, num_memories))
mem_batch = []
for i in idxs:
mem_batch.append(preprocess_memory(memories, i, STACK_SIZE))
m_phi, m_action, m_reward, m_phi_next, m_terminal = zip(*mem_batch)
q_s_next = target_q_model.predict(np.array(m_phi_next))
y = q_model.predict(np.array(m_phi))
for i, (mt, mr,
ma) in enumerate(zip(m_terminal, m_reward, m_action)):
if mt:
y[i][ma] = mr
else:
y[i][ma] = mr + GAMMA * np.max(q_s_next[i])
l = q_model.train_on_batch(np.array(m_phi), y)
loss += l
if t % C == 0:
target_q_model.set_weights(q_model.get_weights())
target_q_model.save('model.h5')
# print("epsilon: {}".format(epsilon))
# print("frames played: {}".format(frames_played))
# print("reward: {}".format(reward))
# print("terminal: {}".format(terminal))
# print("info: {}".format(info))
# print("---------------------")
if terminal:
losses.append(loss)
loss_str = "Loss after {}th episode: {}".format(
i_episode, loss)
i_episode += 1
episode_str = "Episode finished after {} timesteps".format(t +
1)
print(loss_str)
print(episode_str)
# Save progress.
f_main_out.write("{}\n{}\n".format(loss_str, episode_str))
target_q_model.set_weights(q_model.get_weights())
target_q_model.save('model.h5')
break
env.close()
f_main_out.close()
f_q_out.close()
def train_model(env):
NUM_EPISODES = int(4e5)
TIME_STEPS = int(1e6)
memories = deque(maxlen=int(1e6))
NUM_ACTIONS = env.action_space.n
GAMMA = 0.99
EPSILON_DECAY_PERIOD = int(2e5)
MIN_EPSILON = 0.1
C = 1000
BATCH_SIZE = 32
SEQ_LEN = 4
f_recent = deque(maxlen=SEQ_LEN)
losses = []
MAX_FRAMES = int(10e6)
frames_played = 0
q_model = init_model()
target_q_model = init_model()
file_prefix = "car-{}".format(time.time())
out_file = open("{}.out".format(file_prefix), "w+", buffering=1)
for i_episode in range(NUM_EPISODES):
if frames_played >= MAX_FRAMES:
target_q_model.set_weights(q_model.get_weights())
target_q_model.save('model.h5')
break
env.reset()
action = env.action_space.sample()
prev, _, _, _ = env.step(action)
for i in range(SEQ_LEN):
action = env.action_space.sample()
observation, reward, terminal, info = env.step(action)
s_t = preprocess_frame(observation, prev)
f_recent.append(s_t)
prev = observation
phi_t = np.stack(np.array(f_recent), axis=-1)
loss = 0
for t in range(TIME_STEPS):
frames_played += 1
epsilon = calculate_epsilon(EPSILON_DECAY_PERIOD, frames_played, MIN_EPSILON)
print("t:", t)
# With some probability epsilon select random a.
if np.random.uniform() <= epsilon:
action = env.action_space.sample()
else:
action = np.argmax(q_model.predict(np.expand_dims(np.array(phi_t), axis=0)))
observation, reward, terminal, info = env.step(action)
s_t_next = preprocess_frame(observation, prev)
prev = observation
f_recent.append(s_t_next)
phi_t_next = np.stack(np.array(f_recent), axis=-1)
mem = (phi_t, action, reward, phi_t_next, terminal)
size = sys.getsizeof(mem)
print(phi_t.shape)
for obj in mem:
print("i:", sys.getsizeof(obj))
size += sys.getsizeof(obj)
print("size:", size)
memories.append(mem)
s_t = s_t_next
phi_t = phi_t_next
mem_batch = random.sample(memories, min(BATCH_SIZE, len(memories)))
m_phi, m_action, m_reward, m_phi_next, m_terminal = zip(*mem_batch)
y = q_model.predict(np.array(m_phi))
q_s_next = target_q_model.predict(np.array(m_phi_next))
for i, (mt, mr, ma) in enumerate(zip(m_terminal, m_reward, m_action)):
if mt:
y[i][ma] = mr
else:
y[i][ma] = mr + GAMMA * np.max(q_s_next[i])
l = q_model.train_on_batch(np.array(m_phi), y)
loss += l
if t % C == 0:
print("Adjusting target network")
target_q_model.set_weights(q_model.get_weights())
target_q_model.save('car_dqn_model.h5')
print("epsilon: {}".format(epsilon))
print("frames played: {}".format(frames_played))
print("reward: {}".format(reward))
print("terminal: {}".format(terminal))
print("info: {}".format(info))
print("---------------------")
if terminal:
losses.append(loss)
loss_str = "Loss after {}th episode: {}".format(i_episode, loss)
episode_str = "Episode finished after {} timesteps".format(t+1)
print(loss_str)
print(episode_str)
out_file.write("{}\n{}\n".format(loss_str, episode_str))
target_q_model.set_weights(q_model.get_weights())
target_q_model.save('model.h5')
break
env.close()
out_file.close()
plt.plot(list(range(len(losses))), losses, marker="o")
plt.savefig("{}.png".format(file_prefix))