def train_and_predict_AR(model,
train_data_inputs,
train_data_targets,
test_data,
tr_to_val_split=0.9,
tr_verbose=False):
# Apply concat data to concatenate the rows that have columns with signal (not the timestamp)
train_data_inputs, train_data_targets = concat_data(
train_data_inputs), concat_data(train_data_targets)
tr_losses, val_losses, model = train_armodel(model,
nepochs=model.num_epochs,
inputs=train_data_inputs,
targets=train_data_targets,
tr_split=tr_to_val_split,
tr_verbose=tr_verbose)
if len(test_data) > 0:
predictions_ar = predict_armodel(model=model,
eval_input=train_data_inputs[-1],
n_predict=len(test_data))
test_error = mean_squared_error(y_true=test_data[:, -1],
y_pred=predictions_ar)
else:
#NOTE: Heuristically setting the number of future predictions
predictions_ar = predict_armodel(model=model,
eval_input=train_data_inputs[-1],
n_predict=132)
test_error = np.nan
tr_error = tr_losses[-1] # latest training error
val_error = val_losses[-1] # latest validation error
#print("**********************************************************************************************************")
print(
"{} - {}, {} - {}, {} - {:.8f}, {} - {:.8f}, {}, - {:.8f}".format(
"Model", "AR", "P", model.num_taps, "Training Error", tr_error,
"Validation Error", val_error, "Test Error", test_error))
print(
"***********************************************************************************************************"
)
'''
with open("results__{}.txt".format(model_type), "a") as fp:
print("**********************************************************************************************************")
print("{} - {}, {} - {}, {} - {:.8f}, {} - {:.8f}, {}, - {:.8f}".format(
"Model", "AR",
"P",
model.num_taps,
"Training Error",
tr_error,
"Validation Error",
val_error,
"Test Error",
test_error), fp)
print("***********************************************************************************************************")
'''
return predictions_ar, test_error, val_error, tr_error
def train_model_ESN(options,
model_type,
data,
minimum_idx,
predict_cycle_num,
tau=1,
output_file=None):
# Get the dataset of inputs and targets based on num_taps
if predict_cycle_num == 23 or predict_cycle_num == 76:
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=1)
# predict cycle index = entered predict cycle num - 1
xtrain, ytrain, ytest = get_cycle(X, Y, icycle=predict_cycle_num)
#print(ytest)
options["esn"]["tau"] = 132
options["esn"]["history_q"] = options["esn"]["tau"] + 1
model = load_model_with_opts(options, model_type)
# Concat data
#print(xtrain[1].shape)
xtrain_ct = concat_data(xtrain, col=-1)
#ytrain_ct = concat_data(ytrain, col=None)
#print(xtrain_ct.shape)
else:
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=1)
# predict cycle index = entered predict cycle num - 1
xtrain, ytrain, ytest = get_cycle(X, Y, icycle=predict_cycle_num)
options["esn"]["tau"] = len(ytest) - 1
options["esn"]["history_q"] = options["esn"]["tau"] + 1
model = load_model_with_opts(options, model_type)
# Concat data
xtrain_ct = concat_data(xtrain, col=-1)
ytrain_ct = concat_data(ytrain, col=-1)
#tr_data_signal = xtrain_ct[:, -1].reshape((-1, 1))
#te_data_signal = ytest[:, -1].reshape((-1, 1))
# pred of q values
predictions, te_data_signal, pred_indexes = train_and_predict_ESN(
model, train_data=xtrain_ct, test_data=ytest)
# Saving prediction results
if len(ytest) > 0:
save_pred_results(output_file=output_file,
predictions=predictions,
te_data_signal=te_data_signal)
return predictions, ytest
def combine_data(self):
in_files = get_file_list(self.download_dir, suffix='.csv')
out_path = os.path.join(self.download_dir,
f'{self.subcategory}_all.xlsx')
combined_data = concat_data(in_files)
if any(combined_data['Stock'].astype(str).str.contains('.',
regex=False)):
alert = 'ALERT!\nColumn "Stock" contains decimal numbers.\nColumn misaligned.\nFix data mannually. '
self.logger.warning(alert)
combined_data['Stock'] = combined_data['Stock'].astype(
str).str.replace(',', '')
combined_data['Stock'] = pd.to_numeric(combined_data['Stock'],
errors='coerce')
combined_data['Subcategory'] = self.subcategory
combined_data.to_excel(out_path, index=False)
def main():
parser = argparse.ArgumentParser(description=
"Use a variety of recurrent architectures for predicting solar sunpots as a time series\n"\
"Example: python main_gs.py --model_type [esn/linear_ar/rnn/lstm/gru] --dataset dynamo --train_file [full path to training data file] \
--output_file [path to file containing predictions] --test_file [path to test file (if any)] \
--verbosity [1 or 2] \n"
"Description of different model types: \n"\
"esn: echo state network,\n" \
"linear_ar: linear autoregressive model, \n"\
"rnn: simple recurrent network (vanilla RNN / Elman unit), \n" \
"lstm: long-short term memory network, \n" \
"gru: gated recurrent units (simplification of lstm architecture)", formatter_class=RawTextHelpFormatter)
parser.add_argument("--model_type",
help="Enter the desired model",
default="esn",
type=str)
parser.add_argument(
"--dataset",
help="Type of dataset used - (dynamo/solar_data/sinus)",
default="dynamo",
type=str)
parser.add_argument("--train_file",
help="Location of training data file",
default=None,
type=str)
parser.add_argument("--output_file",
help="Location of the output file",
default=None,
type=str)
parser.add_argument("--verbose",
help="Verbosity (0 or 1)",
default=0,
type=int)
#parser.add_argument("--test_file", help="(Optional) Location of the test data file", default=None, type=str)
parser.add_argument("--predict_cycle_num",
help="Cycle index to be predicted",
default=None,
type=int)
parser.add_argument(
"--grid_search",
help="Option to perform grid search or not (1 - True, 0 - False",
default=0,
type=int)
# Parse the arguments
args = parser.parse_args()
model_type = args.model_type.lower()
dataset = args.dataset
train_file = args.train_file
output_file = args.output_file
verbose = args.verbose
use_grid_search = args.grid_search
# test_file = args.test_file
predict_cycle_num = args.predict_cycle_num
# Load the configurations required for training
# It is assumed that the configurations are present in this location
config_file = "./configurations_{}.json".format(dataset)
with open(config_file) as f:
options = json.load(
f) # This loads options as a dict with keys that can be accessed
# Load the training data
data = np.loadtxt(train_file)
# Keep a copy of the unnormalized data
unnormalized_data = copy.deepcopy(data)
data[:, 1], Xmax, Xmin = normalize(X=data[:, 1], feature_space=(0, 1))
minimum_idx = get_minimum(data, dataset)
#data[:, 1] = np.diff(data[:,1], prepend=data[0, 1])
# Get multiple step ahead prediction datasets : #NOTE: Only for Linear_AR so far
if model_type == "esn":
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=1)
# predict cycle index = entered predict cycle num - 1
xtrain, ytrain, ytest = get_cycle(X, Y, icycle=predict_cycle_num)
options["esn"]["tau"] = len(ytest) - 1
options["esn"]["history_q"] = options["esn"]["tau"] + 1
model = load_model_with_opts(options, model_type)
# Concat data
xtrain_ct = concat_data(xtrain, col=-1)
ytrain_ct = concat_data(ytrain, col=-1)
#tr_data_signal = xtrain_ct[:, -1].reshape((-1, 1))
#te_data_signal = ytest[:, -1].reshape((-1, 1))
# pred of q values
predictions, te_data_signal, pred_indexes = train_and_predict_ESN(
model, train_data=xtrain_ct, test_data=ytest)
# Saving prediction results
save_pred_results(output_file=output_file,
predictions=predictions,
te_data_signal=te_data_signal)
elif model_type == "linear_ar":
# Load the model with corresponding options
if use_grid_search == 0:
model = load_model_with_opts(options, model_type)
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=options[model_type]["num_taps"])
# predict cycle index = entered predict cycle num - 1
xtrain, ytrain, ytest = get_cycle(X, Y, icycle=predict_cycle_num)
# pred of q values
predictions_ar, test_error, val_error, tr_error = train_and_predict_AR(
model,
xtrain,
ytrain,
ytest,
tr_to_val_split=0.9,
tr_verbose=True)
plot_predictions(
predictions=predictions_ar,
ytest=ytest,
title="AR model predictions with {} taps for cycle index {}".
format(options[model_type]["num_taps"], predict_cycle_num))
# Save prediction results in a txt file
save_pred_results(output_file=output_file,
predictions=predictions_ar,
te_data_signal=ytest[:, -1])
elif use_grid_search == 1:
Error_dict = {}
test_predictions = []
test_error_optimal = []
nval = 1
num_total_cycles = len(np.diff(minimum_idx))
#predict_cycle_num_array = list(np.arange(num_total_cycles-nval, num_total_cycles))
predict_cycle_num_array = [predict_cycle_num]
params = {"num_taps": list(np.arange(10, 50, 2))} # For Dynamo
#params = {"num_taps":list(np.arange(5, 50, 2))} # For Solar
#TODO: Fix array nature of optimal_num_taps_all
optimal_num_taps_all, training_errors_all, val_errors_all, test_errors_all = grid_search_AR_all_cycles(
data=data,
solar_indices=minimum_idx,
model_type=model_type,
options=options,
params=params,
predict_cycle_num_array=predict_cycle_num_array)
Error_dict["validation_errors_with_taps"] = [
(float(params["num_taps"][i]), *val_errors_all[:, i])
for i in range(val_errors_all.shape[1])
]
plt.figure()
plt.plot(params["num_taps"],
val_errors_all[0],
label="Validation MSE")
plt.plot(params["num_taps"],
training_errors_all[0],
label="Training MSE")
plt.ylabel("MSE")
plt.xlabel("Number of taps")
plt.legend()
plt.title("Error (MSE) vs number of taps")
plt.show()
if type(optimal_num_taps_all) != list:
optimal_num_taps_all = [optimal_num_taps_all]
Error_dict["optimal_num_taps"] = [
float(*optimal_num_taps_all)
] #NOTE: Object of int64 is not json serializable
# Retrain the model again with the optimal value
for i, optimal_num_taps in enumerate(optimal_num_taps_all):
options[model_type]["num_taps"] = optimal_num_taps
model = load_model_with_opts(options, model_type)
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=optimal_num_taps)
xtrain, ytrain, ytest = get_cycle(
X, Y, icycle=predict_cycle_num_array[i])
# pred of q values
predictions_ar, test_error, val_error, tr_error = train_and_predict_AR(
model,
xtrain,
ytrain,
ytest,
tr_to_val_split=0.75,
tr_verbose=True)
test_predictions.append(predictions_ar.tolist())
if len(ytest) > 0:
plot_predictions(
predictions=predictions_ar,
ytest=ytest,
title=
"AR model predictions with {} taps for cycle index {}".
format(optimal_num_taps, predict_cycle_num_array[i]))
test_error_optimal.append(test_error)
else:
resolution = np.around(np.diff(data[:, 0]).mean(), 1)
plt.figure()
plt.plot(data[:minimum_idx[-1], 0], data[:minimum_idx[-1],
1], 'r+-')
plt.plot(
np.arange(ytrain[-1][-1][0] + resolution,
((len(predictions_ar)) * resolution) +
ytrain[-1][-1][0], resolution),
predictions_ar, 'b*-')
plt.legend(['Original timeseries', 'Future prediction'])
plt.title(
'Plot of original timeseries and future predictions')
plt.show()
Error_dict["Test_predictions"] = test_predictions
if len(test_error_optimal) > 0:
Error_dict["Test_error"] = [test_error_optimal]
else:
Error_dict["Test_error"] = []
with open(
'./log/grid_search_results_{}_cycle{}.json'.format(
dataset, predict_cycle_num_array[i]), 'w+') as fp:
json.dump(Error_dict, fp, indent=2)
#TODO: To fix saving result files properly
save_pred_results(output_file=output_file,
predictions=predictions_ar,
te_data_signal=ytest[:, -1])
elif model_type in ["rnn", "lstm", "gru"]:
# In case parameter tuning is not carried out
if use_grid_search == 0:
# Load the model with the corresponding options
model = load_model_with_opts(options, model_type)
#NOTE: Obtain the data and targets by heuristically setting p
num_taps_rnn = 22
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=num_taps_rnn)
# Get xtrain, ytrain, ytest
xtrain, ytrain, ytest = get_cycle(X, Y, icycle=predict_cycle_num)
# Pred of q values
predictions_rnn, test_error, val_error, tr_error = train_and_predict_RNN(
model,
xtrain,
ytrain,
ytest,
tr_to_val_split=0.90,
tr_verbose=True)
if len(ytest) > 0:
# Normalized predictions in [0, 1]
plot_predictions(
predictions=predictions_rnn,
ytest=ytest,
title="{} model predictions with {} taps for cycle index {}"
.format(model_type, num_taps_rnn, predict_cycle_num))
# Unnormalized predictions in original scale
ytest_un = np.copy(ytest)
ytest_un[:, -1] = unnormalize(ytest[:, -1], Xmax, Xmin)
plot_predictions(
predictions=unnormalize(predictions_rnn, Xmax, Xmin),
ytest=ytest_un,
title=
"{} model predictions (unnormalized) with {} taps for cycle index {}"
.format(model_type, num_taps_rnn, predict_cycle_num))
# Save prediction results in a txt file
save_pred_results(output_file=output_file,
predictions=predictions_rnn,
te_data_signal=ytest[:, -1])
else:
plot_future_predictions(
data=data,
minimum_idx=minimum_idx,
ytrain=ytrain,
predictions=predictions_rnn,
title=
"Plot of original timeseries and future predictions for {} for cycle index {}"
.format(model_type, predict_cycle_num))
plot_future_predictions(
data=unnormalized_data,
minimum_idx=minimum_idx,
ytrain=ytrain,
predictions=unnormalize(predictions_rnn, Xmax, Xmin),
title=
"Plot of original unnormalized timeseries and future predictions for {} for cycle index {}"
.format(model_type, predict_cycle_num))
# Save prediction results in a txt file
save_pred_results(output_file=output_file,
predictions=predictions_rnn,
te_data_signal=ytest)
elif use_grid_search == 1:
gs_params = {"n_hidden": [30, 40, 50]}
gs_list_of_options = create_list_of_dicts(options=options,
model_type=model_type,
param_dict=gs_params)
print("Grid Search to be carried over following {} configs:\n".
format(len(gs_list_of_options)))
val_errors_list = []
for i, gs_option in enumerate(gs_list_of_options):
print("Config:{} is \n{}".format(i + 1, gs_option))
# Load the model with the corresponding options
model = RNN_model(
input_size=gs_option["input_size"],
output_size=gs_option["output_size"],
n_hidden=gs_option["n_hidden"],
n_layers=gs_option["n_layers"],
num_directions=gs_option["num_directions"],
model_type=gs_option["model_type"],
batch_first=gs_option["batch_first"],
lr=gs_option["lr"],
device=gs_option["device"],
num_epochs=gs_option["num_epochs"],
)
#NOTE: Obtain the data and targets by heuristically setting p
num_taps_rnn = 22
X, Y = get_msah_training_dataset(data,
minimum_idx=minimum_idx,
tau=1,
p=num_taps_rnn)
# Get xtrain, ytrain, ytest
xtrain, ytrain, ytest = get_cycle(X,
Y,
icycle=predict_cycle_num)
# Pred of q values
predictions_rnn, _, val_error, tr_error = train_and_predict_RNN(
model,
xtrain,
ytrain,
ytest,
tr_to_val_split=0.90,
tr_verbose=True)
gs_option["Validation_Error"] = val_error
gs_option["Training_Error"] = tr_error
val_errors_list.append(gs_option)
with open(
'gs_results_{}_cycle_{}.json'.format(
model_type, predict_cycle_num), 'w') as f:
f.write(json.dumps(val_errors_list, indent=2))
def train_and_predict_RNN(model,
train_data_inputs,
train_data_targets,
test_data,
tr_to_val_split=0.9,
tr_verbose=False):
# Apply concat data to concatenate the rows that have columns with signal (not the timestamp)
train_data_inputs, train_data_targets = concat_data(
train_data_inputs), concat_data(train_data_targets)
if len(train_data_inputs.shape) == 2:
# Extra dimension to be added
N, P = train_data_inputs.shape
train_data_inputs = train_data_inputs.reshape((N, P, model.input_size))
#train_data_target = train_data_inputs.reshape((N, P, model.input_size))
# Train - Validation split
tr_inputs, tr_targets, val_inputs, val_targets = train_validation_split(
train_data_inputs, train_data_targets, tr_split=tr_to_val_split)
tr_losses, val_losses, model = train_rnn(model=model,
nepochs=model.num_epochs,
tr_inputs=tr_inputs,
tr_targets=tr_targets,
val_inputs=val_inputs,
val_targets=val_targets,
tr_verbose=tr_verbose)
if tr_verbose == True:
plot_losses(tr_losses=tr_losses, val_losses=val_losses, logscale=True)
# Trying to visualise training data predictions
#predictions_rnn_train = predict_rnn(model=model, eval_input=train_data_inputs[0, :, :].reshape((1, P, -1)), n_predict=len(train_data_targets))
#plot_training_predictions(ytrain=train_data_targets, predictions=predictions_rnn_train, title="Predictions for Training data")
if len(test_data) > 0:
predictions_rnn = predict_rnn(
model=model,
eval_input=train_data_inputs[-1, :, :].reshape((1, P, -1)),
n_predict=len(test_data))
test_error = mean_squared_error(y_true=test_data[:, -1],
y_pred=predictions_rnn)
else:
#NOTE: Heuristically setting the number of future predictions
predictions_rnn = predict_rnn(
model=model,
eval_input=train_data_inputs[-1, :, :].reshape((1, P, -1)),
n_predict=132)
test_error = np.nan # No reference to compare for genearting Test error
tr_error = tr_losses[-1] # latest training error
val_error = val_losses[-1] # latest validation error
#print("**********************************************************************************************************")
print("{} - {}, {} - {}, {} - {}, {}, - {}".format(
"Model", model.model_type, "Training Error", tr_error,
"Validation Error", val_error, "Test Error", test_error))
print(
"***********************************************************************************************************"
)
return predictions_rnn, test_error, val_error, tr_error
def train_and_predict_RNN(model, options, train_data_inputs, train_data_targets, test_data, tr_to_val_split=0.9, tr_verbose=False, use_grid_search=0):
# Count number of model parameters
total_num_params, total_num_trainable_params = count_params(model=model)
print("The total number of params: {} and the number of trainable params:{}".format(total_num_params, total_num_trainable_params))
# Apply concat data to concatenate the rows that have columns with signal (not the timestamp)
train_data_inputs, train_data_targets = concat_data(train_data_inputs), concat_data(train_data_targets)
if len(train_data_inputs.shape) == 2:
# Extra dimension to be added
N, P = train_data_inputs.shape
train_data_inputs = train_data_inputs.reshape((N, P, model.input_size))
#train_data_target = train_data_inputs.reshape((N, P, model.input_size))
# Train - Validation split
tr_inputs, tr_targets, val_inputs, val_targets = train_validation_split(
train_data_inputs, train_data_targets, tr_split=tr_to_val_split)
tr_losses, val_losses, model, best_model_wts, best_val_loss, best_val_epoch = train_rnn(model=model, nepochs=model.num_epochs,
tr_inputs=tr_inputs, tr_targets=tr_targets,
val_inputs=val_inputs, val_targets=val_targets,
tr_verbose=tr_verbose)
print("Model saved at epoch:{} with val loss:{}".format(best_val_epoch, best_val_loss))
device = get_device()
model_best = RNN_model(
input_size=options["input_size"],
output_size=options["output_size"],
n_hidden=options["n_hidden"],
n_layers=options["n_layers"],
num_directions=options["num_directions"],
model_type=options["model_type"],
batch_first=options["batch_first"],
lr=options["lr"],
num_epochs=options["num_epochs"],
).to(device)
#model_best = load_model_with_opts(options, model.model_type).to(device)
# Load the best weights
model_best.load_state_dict(best_model_wts)
#if tr_verbose == True:
# plot_losses(tr_losses=tr_losses, val_losses=val_losses, logscale=True)
# Trying to visualise training data predictions
#predictions_rnn_train = predict_rnn(model=model, eval_input=train_data_inputs[0, :, :].reshape((1, P, -1)), n_predict=len(train_data_targets))
#plot_training_predictions(ytrain=train_data_targets, predictions=predictions_rnn_train, title="Predictions for Training data")
eval_input = torch.from_numpy(train_data_inputs[-1, :, :].reshape((1, P, -1)))
if len(test_data) > 0:
predictions_rnn = predict_rnn(model=model_best, eval_input=eval_input, n_predict=len(test_data))
test_error = mean_squared_error(y_true=test_data[:, -1], y_pred=predictions_rnn)
else:
#NOTE: Heuristically setting the number of future predictions
predictions_rnn = predict_rnn(model=model_best, eval_input=eval_input, n_predict=132)
test_error = np.nan # No reference to compare for genearting Test error
tr_error = tr_losses[-1] # latest training error
val_error = val_losses[-1] # latest validation error
#print("**********************************************************************************************************")
if use_grid_search == 0:
print("{} - {}, {} - {}, {} - {}, {} - {}, {} - {}".format("Model", model_best.model_type, "Training Error", tr_error,
"Validation Error", val_error, "Best Validation Error", best_val_loss,"Test Error", test_error))
print("***********************************************************************************************************")
elif use_grid_search == 1:
print("{} - {}, {} - {}, {} - {}, {} - {}".format("Model", model_best.model_type, "Training Error", tr_error,"Validation Error",
val_error, "Best Validation Error", best_val_loss))
print("***********************************************************************************************************")
best_val_loss = best_val_loss.cpu().numpy()
return predictions_rnn, test_error, best_val_loss, tr_error
def combine_subcategory_data(self):
in_files = get_file_list(self.download_dir, suffix='all.xlsx')
out_path = os.path.join(self.download_dir, 'combine.xlsx')
df = concat_data(in_files)
df.to_excel(out_path)
def main():
parser = argparse.ArgumentParser(description=
"Use a variety of recurrent architectures for predicting solar sunpots as a time series\n"\
"Example: python main.py --model_type [esn/linear_ar/rnn/lstm/gru] --dataset dynamo --train_file [full path to training data file] \
--output_file [path to file containing predictions] --test_file [path to test file (if any)] \
--verbosity [1 or 2] \n"
"Description of different model types: \n"\
"esn: echo state network,\n" \
"linear_ar: linear autoregressive model, \n"\
"rnn: simple recurrent network (vanilla RNN / Elman unit), \n" \
"lstm: long-short term memory network, \n" \
"gru: gated recurrent units (simplification of lstm architecture)", formatter_class=RawTextHelpFormatter)
parser.add_argument("--model_type", help="Enter the desired model", default="esn", type=str)
parser.add_argument("--dataset", help="Type of dataset used - (dynamo/solar_data/sinus)", default="dynamo", type=str)
parser.add_argument("--train_file", help="Location of training data file", default=None, type=str)
parser.add_argument("--output_file", help="Location of the output file", default=None, type=str)
parser.add_argument("--verbose", help="Verbosity (0 or 1)", default=0, type=int)
#parser.add_argument("--test_file", help="(Optional) Location of the test data file", default=None, type=str)
parser.add_argument("--predict_cycle_num", help="Cycle number to be predicted", default=None, type=int)
# Parse the arguments
args = parser.parse_args()
model_type = args.model_type.lower()
dataset = args.dataset
train_file = args.train_file
output_file = args.output_file
verbose = args.verbose
# test_file = args.test_file
predict_cycle_num = args.predict_cycle_num
# Load the configurations required for training
config_file = "./configurations.json" # It is assumed that the configurations are
# present in this location
with open(config_file) as f:
options = json.load(f) # This loads options as a dict with keys that can be accessed
options[model_type]["num_taps"] = 10
p = options[model_type]["num_taps"]
# Load the training data
data = np.loadtxt(train_file)
data[:, 1] = 2*((data[:, 1] - data[:,1].min())/(data[:,1].max() - data[:,1].min())) - 1
minimum_idx = get_minimum(data, dataset)
# plt.figure()
# Get multiple step ahead prediction datasets
X, Y = get_msah_training_dataset(data, minimum_idx, tau=1, p=p)
# options[model_type]["num_taps"]
n_cycles = len(Y)
n_tests = 3
# xtrain, ytrain, ytest = get_cycle(X, Y, n_cycles+1)
P = [10, 20, 30]
val_err = np.zeros((n_cycles, len(P)))
# errors = new_train_ar(data,minimum_idx)
# errors = {"validatation errors": (n_val_cycles, n_tried_numtapsvalues),
# "test_errors":(n_test_cycles,),
# "test_predictions: list of n_test_cycles arrays [ (length of 1st test cycle, 2), .. ]
# "future_points": (120,)
# }
for ip, p in enumerate(P):
X, Y = get_msah_training_dataset(data, minimum_idx, tau=1, p=p)
for icycle in range(n_cycles-n_tests):
xtrain, ytrain, yval = get_cycle(X, Y, icycle)
if model_type == "linear_ar":
model = Linear_AR(
num_taps=p,
lossfn_type=options[model_type]["lossfn_type"],
lr=options[model_type]["lr"],
num_epochs=options[model_type]["num_epochs"],
init_net=options[model_type]["init_net"],
device=options[model_type]["device"]
)
predictions = train_and_predict_AR(model, concat_data(xtrain), concat_data(ytrain), yval[:, 1])
elif model_type == "rnn":
# Usage:
# python /home/[email protected]/Desktop/projects/NovelESN/main.py --model_type rnn --dataset dynamo --train_file data/dynamo_esn.txt --output_file tmp.txt --predict_cycle_num 10
X, Y = get_msah_training_dataset(data, minimum_idx, tau=1, p=np.inf)
predictions = train_and_predict_RNN(X, Y, enplot=False, n_future=120, dataset=dataset)
sys.exit(0)
val_err[icycle, ip] = mean_squared_error(yval[:, 1], predictions)
optimal_p = np.argmin(val_err.mean(0)).reshape(-1)[0]
X, Y = get_msah_training_dataset(data, minimum_idx, tau=1, p=optimal_p)
test_err_ar = np.zeros(n_tests)
for i_test_cycle in range(n_cycles-n_tests, n_cycles):
xtrain, ytrain, ytest = get_cycle(X, Y, i_test_cycle)
model = load_model_with_opts(options, model_type)
predictions = train_and_predict_AR(model, concat_data(xtrain), concat_data(ytrain), yval[:, 1])
test_err_ar[i_test_cycle] = mean_squared_error(ytest[:, 1], predictions)
# model = load_model_with_opts(options, model_type)
model = RNN(input_size=p, hidden_size=10)
predictions = train_and_predict_RNN(model, concat_data(xtrain), concat_data(ytrain), ytest[:, 1])
err[icycle] = mean_squared_error(ytest[:, 1], predictions)
plot_predictions(
ytest=ytest,
predictions=predictions,
title="Predictions using Linear AR model"
)
plt.figure();
plt.plot(list(range(n_cycles)), err)
plt.show()
sys.exit(0)
if model_type == "esn":
options["esn"]["tau"] = len(te_data_signal) - 1
options["esn"]["history_q"] = options["esn"]["tau"] + 1
print("Shape of training data:{}".format(tr_data_signal.shape))
print("Shape of testing data:{}".format(te_data_signal.shape))
# Load the model with corresponding options
model = load_model_with_opts(options, model_type)
# pred of q values
predictions, pred_indexes = train_and_predict_ESN(model, tr_data_signal, te_data_signal)
elif model_type == "linear_ar":
# Load the model with corresponding options
model = load_model_with_opts(options, model_type)
# pred of q values
predictions, pred_indexes = train_and_predict_AR(model, xtrain, ytrain, ytest)
elif model_type == "rnn":
model = load_model_with_opts(options, model_type)
with open("results__{}.txt".format(model_type), "a") as fp:
print("\t".join(
["{}:{}".format(k, v) for k, v in options["linear_ar"].items()]
+ ["{}:{}".format("test__mse", ((predictions-te_data_signal)**2).mean())]
+ ["{}:{}".format("train__mse", ((predictions - te_data_signal) ** 2).mean())]
+ ["{}:{}".format("val__mse", ((predictions - te_data_signal) ** 2).mean())]
), file=fp)
# Save the results in the output file
np.savetxt(fname=output_file,
X=np.concatenate([predictions.reshape(-1, 1), te_data_signal.reshape(-1, 1)], axis=1)
)
