def NN_data(ts, max_lag):
'''Function for creating a normalized dataset suitable for training
PyBrain's neural networks from pandas Series object.
Returns: dataset suitable for neural net training, max value of
dataset for denormalization purposes'''
ds = SupervisedDataSet(max_lag, 1)
times = ts.index
prices = [item for item in normalize(ts.values)[0]]
target = list()
for item in prices:
target.append(item)
input_cols = list()
for i in range(1, max_lag+1):
col = prices[:-i]
while len(col) < len(prices):
col = ['nan'] + list(col)
input_cols.append(col)
#convert input columns to input rows
input_rows = zip(*input_cols)
#Remove rows containing 'nan'
input_rows = input_rows[max_lag:]
target = target[max_lag:]
for i in range(0, len(target)):
ds.appendLinked(input_rows[i], target[i])
return ds, normalize(ts.values)[1]
def train_net(data_set, n, epochs=1):
num_inputs = len(data_set[0][0][n])
ds = SupervisedDataSet(num_inputs, 2)
for i in range(len(data_set)):
try:
ds.appendLinked(data_set[i][0][n],
(data_set[i][1], data_set[i][2]))
except:
continue
print str(len(ds)) + ' points successfully aquired'
net = FeedForwardNetwork()
net.addInputModule(LinearLayer(num_inputs, name='input'))
net.addInputModule(BiasUnit(name='bias'))
net.addOutputModule(LinearLayer(2, name='output'))
net.addModule(SigmoidLayer(int((num_inputs + 2) / 2.), name='sigmoid'))
net.addModule(TanhLayer(10, name='tanh'))
net.addConnection(FullConnection(net['bias'], net['sigmoid']))
net.addConnection(FullConnection(net['bias'], net['tanh']))
net.addConnection(FullConnection(net['input'], net['sigmoid']))
net.addConnection(FullConnection(net['sigmoid'], net['tanh']))
net.addConnection(FullConnection(net['tanh'], net['output']))
net.sortModules()
trainer = BackpropTrainer(net,
learningrate=0.01,
momentum=0.1,
verbose=True)
trainer.trainOnDataset(ds)
trainer.trainEpochs(epochs)
return net
def train_separate_nets(data_set,
test_data,
arousal_net,
valence_net,
epochs=1):
num_inputs = 4
arousal_ds = SupervisedDataSet(num_inputs, 1)
valence_ds = SupervisedDataSet(num_inputs, 1)
for i in range(len(data_set)):
try:
arousal_ds.appendLinked(data_set[i], (data_set[i][1]))
valence_ds.appendLinked(data_set[i], (data_set[i][2]))
except:
continue
print str(
len(arousal_ds)) + ' points successfully aquired for arousal analysis'
print str(
len(valence_ds)) + ' points successfully aquired for valence analysis'
arousal_trainer = BackpropTrainer(arousal_net,
learningrate=0.05,
momentum=0.08,
verbose=True)
valence_trainer = BackpropTrainer(valence_net,
learningrate=0.01,
momentum=0.05,
verbose=True)
arousal_trainer.trainOnDataset(arousal_ds)
valence_trainer.trainOnDataset(valence_ds)
mean_internal_errors = []
mean_errors = []
for j in range(epochs / 50):
arousal_trainer.trainEpochs(50)
valence_trainer.trainEpochs(50)
print str((j + 1) * 50) + '/' + str(epochs) + ' complete'
sq_arousal_errors = [(arousal_net.activate(datum[0]) - datum[1])**2
for datum in test_data]
sq_valence_errors = [(valence_net.activate(datum[0]) - datum[2])**2
for datum in test_data]
errors = [
sqrt(sq_arousal_errors[i] + sq_valence_errors[i])
for i in range(len(sq_arousal_errors))
]
mean_errors.append(np.mean(errors))
sq_arousal_errors = [
(arousal_net.activate(data_set[i][0]) - data_set[i][1])**2
for i in range(len(data_set))
]
sq_valence_errors = [
(valence_net.activate(data_set[i][0]) - data_set[i][2])**2
for i in range(len(data_set))
]
errors = [
sqrt(sq_arousal_errors[i] + sq_valence_errors[i])
for i in range(len(sq_arousal_errors))
]
mean_internal_errors.append(np.mean(errors))
return arousal_net, valence_net, mean_errors, mean_internal_errors
trainingSet = SupervisedDataSet(len(championdictionary),1)
#Takes each game and turns it into a vector. -1 is stored if the champion is on the opposing team, 1 if the champion is on the player's team
#and 0 if it wasn't played. The vector is then fed into the Neural Network's Training Set
print "Adding Games to NN"
for game in aramdata.readlines():
aramgame = json.loads(game)
teammates,opponents, gameWin = DatabaseActions.GetResults(aramgame)
#writes a vector of which champions were on which team followed by the result
gamevector = [0]*len(championdictionary)
for champion in teammates:
gamevector[championdictionary[str(champion)]["Id"]-1] = 1
for champion in opponents:
gamevector[championdictionary[str(champion)]["Id"]-1] = -1
#Feeds that result into our Neural Network's training set
trainingSet.appendLinked(gamevector,int(gameWin))
#Creates a Backpropagation trainer and proceeds to train on our set. This step can take a while due to the volume of our data.
print "Training NN"
trainer = BackpropTrainer(predictionNet,trainingSet)
trainer.trainUntilConvergence(dataset = trainingSet, maxEpochs = 300, verbose = True, continueEpochs = 10, validationProportion=0.1)
#Saves our trained Network by exporting it to an XML file
NetworkWriter.writeToFile(predictionNet, "TrainedNetwork.xml")
aramdata.close()
import matplotlib.pyplot as plt
frame, _wea = load_full()
# frame = pandas.DataFrame(fnl)
# frame = (frame - frame.mean()) / (frame.max() - frame.min())
frame = (frame - frame.mean()) / (frame.var())
for k in [30]:
for i in frame.columns:
fnn = buildNetwork(k,10,1)
DS = SupervisedDataSet(k, 1)
dta = frame[i][:5000]
for j in xrange(0, len(dta) - (k+1)):
DS.appendLinked(dta[j:j+k], [dta[j+k+1]])
test = frame[i][5000:]
testDS = SupervisedDataSet(k, 1)
for j in xrange(0, len(test) - (k+1)):
testDS.appendLinked(test[j:j+k], [test[5000+i+k+1]])
trainer = BackpropTrainer(fnn, dataset=DS, momentum=0.1, verbose=False, weightdecay=0.01)
# for ep in range(0, 5):
# trainer.trainEpochs()
trainer.trainUntilConvergence(maxEpochs=20)
res = fnn.activateOnDataset(testDS)
