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ps_training_testing_oct_Dec18.py
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ps_training_testing_oct_Dec18.py
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# use the part-r-01088 as input data source for both trainning and testing
# in comparision with using sparse tensorflow code in ps_sparse.py
from __future__ import absolute_import
from __future__ import division
from __future__ import print_function
from numpy import array
from numpy import argmax
import tensorflow as tf
import numpy as np
import os
from pyspark import SparkContext, SparkConf
from pyspark.mllib.linalg import SparseVector, DenseVector
import matplotlib.pyplot as plt
import sklearn.metrics as metrics
#from tensorflow.examples.tutorials.mnist import input_data
# from pyspark.context import SparkContext
# from pyspark.conf import SparkConf
import time
FLAGS = None
W1 = None
W2 = None
class Data:
"""docstring for Data"""
def __init__(self, X, labels, labels_sca):
self.X = X
self.labels = labels
self.labels_sca = labels_sca
#def fVisualizefeatures()
def weight_variable(shape):
"""weight_variable generates a weight variable of a given shape."""
initial = tf.truncated_normal(shape, stddev=0.1)
# initial = tf.ones(shape, dtype = tf.float32)
return tf.Variable(initial)
def bias_variable(shape):
"""bias_variable generates a bias variable of a given shape."""
initial = tf.constant(0.1, shape=shape)
return tf.Variable(initial)
def fSplitTrainAndTest(X, l, l_sca, train_percentage):
nbr_total = len(X)
# first shuffle the data
idx = np.arange(0, nbr_total)
np.random.shuffle(idx)
X = [X[k] for k in idx]
l = [l[k] for k in idx]
l_sca = [l_sca[k] for k in idx]
train_nbr = int (round(train_percentage * nbr_total))
test_nbr = nbr_total - train_nbr
data_train = Data(X[0:train_nbr - 1], l[0:train_nbr - 1], l_sca[0:train_nbr - 1]) # 75 percent for training
data_test = Data(X[train_nbr: nbr_total - 1], l[train_nbr: nbr_total - 1], l_sca[train_nbr: nbr_total - 1])
return data_train, data_test
def main():
st_time = time.time()
train_percentage = 0.67
conf = (SparkConf().setMaster('local[*]').set('spark.executor.memory', '4G').set('spark.driver.memory', '45G').set('spark.driver.maxResultSize', '10G'))
sc = SparkContext(conf=conf)
if False:
cid = 000000 # representing ps data
# filename = 'ps_train.svm'
# sc = SparkContext("local", "Simple App")
# filename = 'hdfs://jetblue-nn1.blue.ygrid.yahoo.com:8020/projects/predseg/models/2017-09-29/ps.51/training_set'
filename = '../ps_data/ps_oct/training_set'
# sc = SparkContext(conf=SparkConf().setAppName("ps_spark_grid")
# conf = (SparkConf().set('spark.yarn.executor.memoryOverhead', '4096').set('spark.kryoserializer.buffer.max.mb', '2047').set('spark.driver.maxResultSize','2g'))
data = sc.textFile(filename)
# labels_sca = data.map(lambda x: int(x[0])) # int type
labels_sca = data.map(lambda line: line.split(',')).map(lambda y:float(y[len(y)-1]))
nbr_samples = data.count()
# nbr_samples = 10000
l_sca = np.array(labels_sca.take(nbr_samples))
#l, _ = fOnehot_encode(labels_sca.take(nbr_samples))
l = np.column_stack([np.array(l_sca), 1-np.array(l_sca)])
# features = data.map(lambda x: x.split(' ')).map(lambda y: [int(y[i][-1]) for i in range(902)])
features = data.map(lambda line: line.split(',')).map(lambda y: [float(y[i]) for i in range( len(y)-1) ])
X = np.array(features.take(nbr_samples))
nbr_feature = len(X[0])
print ('nbr of features: ' + str(nbr_feature))
# data_train, _ = fSplitTrainAndTest(X, l, l_sca, train_percentage)
data_train, data_test = fSplitTrainAndTest(X, l, l_sca, train_percentage)
##### uncomment this if try using another testing set
nbr_feature = 600
# filename_test_new = 'hdfs://jetblue-nn1.blue.ygrid.yahoo.com:8020/projects/predseg/xg/test_data/2017-09-20/ps.51/part-r-01088'
filename_test_new = '../ps_data/part-r-01088'
new_data_test = sc.textFile(filename_test_new)
nbr_samples_test = new_data_test.count()
# nbr_samples_test = 10000
data2 = new_data_test.map(lambda line:line.split('\t')).map(lambda x:x[1])
labels = data2.map(lambda x: float(x[0]))
feature_str = data2.map(lambda x: x[2:])
t2 = feature_str.map(lambda lines: lines.split(' '))
features = t2.map(lambda x: DenseVector(SparseVector(nbr_feature, {int(i.split(':')[0]):float(i.split(':')[1]) for i in x})))
l_sca_test = np.array(labels.take(nbr_samples_test))
l_test = np.column_stack([np.array(l_sca_test), 1-np.array(l_sca_test)])
X_test = np.array(features.take(nbr_samples_test))
# data_test = Data(X_test, l_test, l_sca_test)
data_train, data_test = fSplitTrainAndTest(X_test, l_test, l_sca_test, train_percentage)
# # ####
# data_train = Data(X, l, l_sca)
n = len(data_train.X) # total number of training samples
d = len(data_train.X[0]) # number of features
ll = len(data_train.labels[0]) #output dimension
# print (n)
# print (d)
# print (ll)
# Create the model
x = tf.placeholder(tf.float32, [None, d])
keep_prob = tf.placeholder(tf.float32)
# if False:
# y = deepnn(x, d, ll)
# else:
# y = deepnn_withBN(x, d, ll, 3, keep_prob)
nbr_of_layers = 2
nbr_layer1 = 250
nbr_layer2 = 350
epsilon = 1e-3
x_drop = tf.nn.dropout(x, keep_prob) # adding dropout in the input layer
# x_drop = x # no dropout on input layer
W1 = weight_variable([d, nbr_layer1])
b1 = bias_variable([nbr_layer1])
z1 = tf.matmul(x_drop, W1) + b1
batch_mean1, batch_var1 = tf.nn.moments(z1, [0])
z1_hat = (z1 - batch_mean1)/tf.sqrt(batch_var1 + epsilon)
scale1 = tf.Variable(tf.ones([nbr_layer1]))
beta1 = tf.Variable(tf.zeros([nbr_layer1]))
#b1 = bias_variable([nbr_layer1])
h1 = tf.nn.relu(scale1*z1_hat + beta1)
h1_drop = tf.nn.dropout(h1, keep_prob)
if nbr_of_layers == 2:
W2 = weight_variable([nbr_layer1, ll])
b2 = bias_variable([ll])
y = tf.matmul(h1_drop,W2) + b2
#h1 = tf.nn.sigmoid(scale1*z1_hat + beta1)
else:
W2 = weight_variable([nbr_layer1, nbr_layer2])
b2 = bias_variable([nbr_layer2])
z2 = tf.matmul(h1_drop,W2) + b2
batch_mean2, batch_var2 = tf.nn.moments(z2, [0])
z2_hat = (z2 - batch_mean2)/tf.sqrt(batch_var2 + epsilon)
scale2 = tf.Variable(tf.ones([nbr_layer2]))
beta2 = tf.Variable(tf.zeros([nbr_layer2]))
h2 = tf.nn.relu(scale2*z2_hat + beta2)
h2_drop = tf.nn.dropout(h2, keep_prob)
#h2 = tf.nn.sigmoid(scale2*z2_hat + beta2)
W3 = weight_variable([nbr_layer2, ll])
b3 = bias_variable([ll])
y = tf.matmul(h2_drop, W3) + b3
# Define loss and optimizer
y_ = tf.placeholder(tf.float32, [None, ll])
tf.summary.histogram('W1',W1)
tf.summary.histogram('W2',W2)
cross_entropy = tf.reduce_mean(
tf.nn.softmax_cross_entropy_with_logits(labels=y_, logits=y))
starter_learning_rate = 0.01
global_step = tf.Variable(0, trainable=False)
# train_step = tf.train.GradientDescentOptimizer(0.5).minimize(cross_entropy)
learning_rate = tf.train.exponential_decay(starter_learning_rate, global_step , decay_steps = 5000, decay_rate = 0.95, staircase=True, name=None)
# train_step = tf.train.GradientDescentOptimizer(learning_rate = learning_rate).minimize(cross_entropy, global_step = global_step)
train_step = tf.train.AdamOptimizer(learning_rate = learning_rate).minimize(cross_entropy, global_step = global_step)
sess = tf.InteractiveSession()
tf.global_variables_initializer().run()
correct_prediction = tf.equal(tf.argmax(y, 1), tf.argmax(y_, 1))
accuracy = tf.reduce_mean(tf.cast(correct_prediction, tf.float32))
auc_ftrain = tf.metrics.auc(tf.cast(tf.argmax(y, 1), tf.float32), tf.cast(tf.argmax(y_, 1), tf.float32))
auc_ftest = tf.metrics.auc(tf.cast(tf.argmax(y, 1), tf.float32), tf.cast(tf.argmax(y_, 1), tf.float32))
softmaxed_logits = tf.nn.softmax(y)
tf.local_variables_initializer().run()
sess.run(tf.initialize_local_variables())
tf.summary.scalar('cross_entropy', cross_entropy)
tf.summary.scalar('accuracy', accuracy)
tf.summary.scalar('auc_ftrain', auc_ftrain[0])
tf.summary.scalar('auc_ftest', auc_ftest[0])
train_writer = tf.summary.FileWriter("/tmp/histogram_example/train", sess.graph)
test_writer = tf.summary.FileWriter("/tmp/histogram_example/test")
# writer = tf.summary.FileWriter("/tmp/histogram_example")
summaries = tf.summary.merge_all()
# save
st = np.array([])
ac_train = np.array([])
ca_train = np.array([])
auc_train = np.array([])
ac_test = np.array([])
ca_test = np.array([])
auc_test = np.array([])
batch_size = 100
for i in range(100):
# train the whole epoch (first shuffle the data)
idx = np.arange(0, n)
np.random.shuffle(idx)
X_shuffle = [data_train.X[k] for k in idx]
labels_shuffle = [data_train.labels[k] for k in idx]
for j in range(int(n/batch_size)):
batch_xs = X_shuffle[j*batch_size: (j+1)*batch_size-1]
batch_ys = labels_shuffle[j*batch_size: (j+1)*batch_size-1]
sess.run(train_step, feed_dict={x: batch_xs, y_: batch_ys, keep_prob: 0.5})
# finish training, try on testing data
if i % 10 is 0:
print (i)
soft_logits_train, summary_train, ca_train_i, ac_train_i, auc_train_i = sess.run([softmaxed_logits, summaries, cross_entropy, accuracy, auc_ftrain],
feed_dict={x: data_train.X, y_: data_train.labels, keep_prob: 1.0})
soft_logits_test, summary_test, ca_test_i, ac_test_i,auc_test_i = sess.run([softmaxed_logits, summaries, cross_entropy, accuracy, auc_ftest],
feed_dict={x: data_test.X, y_: data_test.labels, keep_prob: 1.0})
# [ca_test_i, ac_test_i,auc_test_i] = [0, 0, [0, 0]]
#train_writer.add_summary(summary_train, i)
#test_writer.add_summary(summary_test, i)
# print (soft_logits_train)
# print (data_train.labels)
sk_auc_train = metrics.roc_auc_score(y_true = np.array(data_train.labels), y_score = np.array(soft_logits_train))
sk_auc_test = metrics.roc_auc_score(y_true = np.array(data_test.labels), y_score = np.array(soft_logits_test))
print ('learning rate: ' + str(sess.run(learning_rate)))
print ('train cross entropy: ' + str(ca_train_i))
print ('test cross entropy: ' + str(ca_test_i))
print ('train accuracy: ' + str(ac_train_i))
print ('test accuracy: ' + str(ac_test_i))
print ('train auc: ' + str(auc_train_i[0]))
print ('test auc: '+ str(auc_test_i[0]))
print('train sk auc: ' + str(sk_auc_train))
print('test sk auc: ' + str(sk_auc_test))
# print ('train auc sk' + str(auc_sk_train))
# print ('test auc sk' + str(auc_sk_test))
# ca_test, ac_test, auc_test = sess.run([cross_entropy, accuracy, auc], feed_dict={x: data_test.X, y_: data_test.labels, keep_prob: 1.0})
# print ('test cross entropy: ' + str(ca_test))
# print ('test accuracy: ' + str(ac_test))
# print ('test auc: '+ str(auc_test[0]))
sess.close()
sc.stop()
end_time = time.time()
print('run time: '+ str(round(end_time-st_time)) + ' seconds')
print('tensorboard --logdir=/tmp/histogram_example')
return 1
if __name__ == "__main__":
result = main()