I get time series data from 08/02/2014 to now date (08/02/2019). In this code RNN can predict and compare result with test set. I want to predict more than test set such as predict to date 15/02/2019 How to use Keras predict more than data set ?
df = pdr.get_data_yahoo('ibm',
start=datetime.datetime(2014, 02, 08),
end=pd.datetime.now().date())
train = df.loc[:datetime.datetime(2019, 1,14), ['Close']]
test = df.loc[datetime.datetime(2019, 1,15):, ['Close']]
sc = MinMaxScaler()
train_sc = sc.fit_transform(train)
test_sc = sc.transform(test)
X_train = train_sc[:-1]
y_train = train_sc[1:]
X_test = test_sc[:-1]
y_test = test_sc[1:]
K.clear_session()
model = Sequential()
model.add(Dense(12, input_dim=1, activation='relu'))
model.add(Dense(1))
model.compile(loss='mean_squared_error', optimizer='adam')
model.summary()
model.fit(X_train, y_train, epochs=200, batch_size=2)
y_pred = model.predict(X_test)
Related
import pandas as pd
import numpy as np
from sklearn.preprocessing import StandardScaler
from sklearn.metrics import mean_squared_error
import tensorflow as tf
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import Dense
from tensorflow.keras.optimizers import Adam
import matplotlib.pyplot as plt
from bayes_opt import BayesianOptimization
# load data from UCI Machine Learning Repository
df = pd.read_csv(r'C:\Test_set_Yacht.csv')
df1 = pd.read_csv(r'C:\Train_set_Yacht.csv')
df2 = pd.read_csv(r'C:\Yacht_hydro.csv')
X = df2.drop("residuary_resistance", axis=1)
Y = df2["residuary_resistance"]
# split data into features and target
X_train = df1.drop("residuary_resistance", axis=1)
y_train = df1["residuary_resistance"]
# split data into train and test sets
X_test = df.drop("residuary_resistance", axis=1)
y_test = df["residuary_resistance"]
# scale data using StandardScaler
scaler = StandardScaler()
X_train_scaled = scaler.fit_transform(X_train)
X_test_scaled = scaler.transform(X_test)
def objective_model_1(hidden_units, learning_rate):
model = Sequential()
model.add(Dense(hidden_units, input_dim=X.shape[1], activation="relu"))
model.add(Dense(hidden_units, activation="relu"))
model.add(Dense(1, activation="linear"))
model.compile(loss="mse", optimizer=Adam(learning_rate=learning_rate))
model.fit(X_train_scaled, y_train, epochs=100, verbose=0)
y_pred = model.predict(X_test_scaled)
return -mean_squared_error(y_test, y_pred)
pbounds_model_1 = {
"hidden_units": (32, 128),
"learning_rate": (1e-5, 1e-1),
}
bo_model_1 = BayesianOptimization(
f=objective_model_1,
pbounds=pbounds_model_1,
random_state=42,
)
bo_model_1.maximize(init_points=10, n_iter=90)
def objective_model_2(hidden_units, learning_rate):
model = Sequential()
model.add(Dense(hidden_units, input_shape=X_train_scaled.shape[1:], activation="relu"))
model.add(Dense(hidden_units, activation="relu"))
model.add(Dense(hidden_units, activation="relu"))
model.add(Dense(hidden_units, activation="relu"))
model.add(Dense(1, activation="linear"))
model.compile(loss="mse", optimizer=Adam(learning_rate=learning_rate))
model.fit(X_train_scaled, y_train, epochs=100, verbose=0)
y_pred = model.predict(X_test_scaled)
return -mean_squared_error(y_test, y_pred)
pbounds_model_2 = {
"hidden_units": (32, 128),
"learning_rate": (1e-5, 1e-1),
}
bo_model_2 = BayesianOptimization(
f=objective_model_2,
pbounds=pbounds_model_2,
random_state=42,
)
bo_model_2.maximize(init_points=10, n_iter=90)
# get the best hyperparameters
# get the best hyperparameters for each model
best_params_model_1 = bo_model_1.max["params"]
best_params_model_2 = bo_model_2.max["params"]
# train and evaluate model 1 with best hyperparameters
model_1 = Sequential()
model_1.add(Dense(32, input_dim=X.shape[1], activation="relu"))
model_1.add(Dense(32, activation="relu"))
model_1.add(Dense(1, activation="linear"))
model_1.compile(loss="mse", optimizer=Adam(learning_rate=best_params_model_1["learning_rate"]))
model_1.fit(X_train_scaled, y_train, epochs=100, verbose=0)
y_pred_1 = model_1.predict(X_test_scaled)
mse_1 = mean_squared_error(y_test, y_pred_1)
print("Model 1 MSE on test set:", mse_1)
# train and evaluate model 2 with best hyperparameters
model_2 = Sequential()
model_2.add(Dense(64, input_dim=X.shape[1], activation="relu"))
model_2.add(Dense(64, activation="relu"))
model_2.add(Dense(64, activation="relu"))
model_2.add(Dense(64, activation="relu"))
model_2.add(Dense(1, activation="linear"))
model_2.compile(loss="mse", optimizer=Adam(learning_rate=best_params_model_2["learning_rate"]))
model_2.fit(X_train_scaled, y_train, epochs=100, verbose=0)
y_pred_2 = model_2.predict(X_test_scaled)
mse_2 = mean_squared_error(y_test, y_pred_2)
print("Model 2 MSE on test set:", mse_2)
In the following code, I implement a bayesian optimization for hyperparameter tunning of 2 different NN using the data set from: https://archive.ics.uci.edu/ml/datasets/yacht+hydrodynamics,After running this, I create again those 2 NN in a JupytherNotebook code block and run with the best hyperparameters already determined by the bayesian optimizer. I need each time I run the code to get the same MSE. This is the reason why I am splitting the data already to ensure the same results.
The inner workings of the tensorflow library are non-deterministic. So you must set a random seed in order to get reproducible results, in practice you just need to add this line at the start of your code:
tf.random.set_seed(0)
I am new to ML and I am creating a CNN model for Sentiment analysis using word2vec. My word2vec contains negative value also. While fitting the model I got an error -
InvalidArgumentError in model.fit(X_train, Y_train, epochs=3, batch_size=64)
InvalidArgumentError: Graph execution error: Detected at node 'sequential_30/embedding_29/embedding_lookup'
This is the code to create the model
def get_vec(x):
doc = nlp(x)
vec = doc.vector
return vec
df['vec'] = df['text'].apply(lambda x: get_vec(x))
XTrain = df['vec'].to_numpy()
XTrain = XTrain.reshape(-1, 1)
XTrain = np.concatenate(np.concatenate(XTrain, axis = 0), axis = 0).reshape(-1, 300)
YTrain = df['target']
X_train, X_test, Y_train, Y_test = train_test_split(XTrain, YTrain, test_size = .3, random_state = 45, stratify = YTrain)
# Pad the sequence to the same length
max_review_length = 1600
X_train = pad_sequences(X_train, maxlen=max_review_length)
top_words = (len(nlp.vocab)) + 1
# Using embedding from Keras
embedding_vecor_length = 300
model = Sequential()
model.add(Embedding(top_words, embedding_vecor_length, input_length=max_review_length))
# Convolutional model (3x conv, flatten, 2x dense)
model.add(Convolution1D(64, 3, padding='same'))
model.add(Convolution1D(32, 3, padding='same'))
model.add(Convolution1D(16, 3, padding='same'))
model.add(Flatten())
model.add(Dropout(0.2))
model.add(Dense(180,activation='sigmoid'))
model.add(Dropout(0.2))
model.add(Dense(1,activation='sigmoid'))
model.compile(loss='binary_crossentropy', optimizer='adam', metrics=['accuracy'])
model.fit(X_train, Y_train, epochs=3, batch_size=64)
When I replace all negative values in df['vec'], code is working without error but with 0 accuracy. What is wrong in this? Please help. Thanks in advance..
def create_model():
model = Sequential()
model.add(LSTM(50, return_sequences=True, input_shape=(40002, 12)))
model.add(LSTM(50, return_sequences= True))
model.add(LSTM(50, return_sequences= True))
model.add(tf.keras.layers.LSTM(30))
model.add(Dense(2, activation='linear'))
def rmse(Y_test, prediction):
return K.sqrt(K.mean(K.square(Y_test-prediction)))
# compile
model.compile(optimizer='adam', loss=rmse, metrics=['mean_squared_error', rmse])
return model
# fit the model
model = create_model()
model.fit(x_train, Y_train, shuffle=False, verbose=1, epochs=10)
# # predict model
prediction = model.predict(x_test, verbose=0)
print(prediction)
How to calculate mean relative error for tensor inputs i.e my Y_test and prediction are tensor.
Y_test and prediction as 2 values
Example:
Y_test = [[0.2,0.003],
[0.3, 0.008]]
prediction = [[0.4,0.005],
[0.5,0.007]]
mean_relative_error = mean(absolute(0.2-0.4)/0.2 + absolute(0.003-0.005)/0.003), mean(absolute(0.3-0.5)/0.3 + absolute(0.008-0.007)/0.008)
mean_relative_error = [0.533, 0.3925]
Please note that I don't want to use it for backpropagation to improve the network.
Would have added like this:
from tensorflow.math import reduce_mean, abs, reduce_sum
relative_error = reduce_mean(reduce_sum(abs(prediction-Y_test)/prediction, axis=1))
# [0.9, 0.54285717]
mean_relative_error = reduce_mean(relative_error)
# 0.7214286
I couldn't use tf.keras.losses.MeanAbsoluteError(reduction=tf.keras.losses.Reduction.NONE) because of a bug. The MeanAbsoluteError still does reduce to mean despite specifying it not to. The bug reported HERE
I am not a data scientist and not very professional in machine learning. I am trying to improve the results of this model for predicting the trend for a stock movement (-1:down, 0:no change, +1:up). Here is the code in python and plots for the model
X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.3, shuffle= False) #Shuffle set to False
#Normalizing data
scaler = MinMaxScaler()
scaler.fit(X_train)
X_train = scaler.transform(X_train)
X_test = scaler.transform(X_test)
#setting up the model of tensorflow
input_layer = Input(shape=(X_train.shape[1],1))
x=input_layer
for _ in range(2): # five layers
x = Dropout(0.5)(x) # Dropout to avoid overfitting
x = CuDNNLSTM(X_train.shape[1], return_sequences = True)(x) # using LSTM with return sequences to adopt to time sequences
x = GlobalAveragePooling1D()(x) #Global averaging to one layer shape to feed to a dense categorigal classification
output = Dense(y.shape[1], activation='softmax')(x)
model = Model(inputs=input_layer, outputs=output)
opt = Adam(lr=0.01)
model.compile(loss='categorical_crossentropy', optimizer=opt, metrics = ['acc'])
#creating an early stop based on minmizing val_loss
early_stop = EarlyStopping(monitor='val_loss', mode='min', verbose=1, patience=200,restore_best_weights=True)
#fit the model
r = model.fit(X_train, y_train, epochs = 200000, batch_size=16400,
validation_data = (X_test, y_test), callbacks=[early_stop], shuffle=False)
#plot the results.
pd.DataFrame(r.history).plot()
model learning plot
Can someone please explain why the following code achieves only about 50% classification accuracy?
I am trying to classify lists of 20 items into 0 or 1. The lists are all 5s or all 6s.
import numpy as np
import keras
from sklearn.model_selection import train_test_split
positive_samples = [[5]*20]*100
negative_samples = [[6]*20]*100
x_list = np.array(positive_samples+negative_samples, dtype=np.float32)
y_list = np.array([1]*len(positive_samples)+[0]*len(negative_samples), dtype=np.float32)
x_train, x_test, y_train, y_test = train_test_split(x_list, y_list, test_size=0.20, random_state=42)
y_train = keras.utils.to_categorical(y_train, 2)
y_test = keras.utils.to_categorical(y_test, 2)
model = keras.models.Sequential()
model.add(keras.layers.Dense(10, input_dim=x_train.shape[1], kernel_initializer='normal', activation='relu'))
model.add(keras.layers.Dense(5, kernel_initializer='normal', activation='relu'))
model.add(keras.layers.Dense(2, kernel_initializer='normal', activation='sigmoid'))
model.compile(loss='binary_crossentropy', optimizer='adam', metrics=['accuracy'])
model.fit(x_train, y_train, batch_size=10, epochs=20, verbose=2, validation_data=(x_test, y_test))
print (model.evaluate(x_test, y_test, verbose=0))
Since the last output layer has 2 values per sample, you need to use a softmax activation instead of sigmoid.
Also, that means binary_crossentropy cannot be used, and you have to use categorical_crossentropy.
I have also normalized the dataset x_list by dividing with the maximum (6).
x_list /= x_list.max()
Also, you need to shuffle the dataset, by passing shuffle=True in train_test_split.
import numpy as np
import keras
from sklearn.model_selection import train_test_split
positive_samples = [[5]*20]*100
negative_samples = [[6]*20]*100
x_list = np.array(positive_samples+negative_samples, dtype=np.float32)
y_list = np.array([1]*len(positive_samples)+[0]*len(negative_samples), dtype=np.float32)
x_list /= x_list.max()
x_train, x_test, y_train, y_test = train_test_split(x_list, y_list, test_size=0.20, shuffle=True, random_state=42)
y_train = keras.utils.to_categorical(y_train, 2)
y_test = keras.utils.to_categorical(y_test, 2)
model = keras.models.Sequential()
model.add(keras.layers.Dense(10, input_dim=x_train.shape[1], kernel_initializer='normal', activation='relu'))
model.add(keras.layers.Dense(5, kernel_initializer='normal', activation='relu'))
model.add(keras.layers.Dense(2, kernel_initializer='normal', activation='softmax'))
model.compile(loss='categorical_crossentropy', optimizer='adam', metrics=['accuracy'])
model.fit(x_train, y_train, batch_size=10, epochs=100, verbose=2, validation_data=(x_test, y_test))
print (model.evaluate(x_test, y_test, verbose=0))
A sigmoid activation in the output makes sense only when there is 1 output, in which the value would be in range [0, 1] signifying probability of the instance being a 1.
In case of 2 (or more) output neurons, it is necessary we normalize the probabilities to sum upto 1 so we use a softmax layer instead.
Data should be normalized before feeding it to the network, this is normally done by changing the values to be between 0 and 1 or -1 and 1. Setting the input to;
positive_samples = [[1]*20]*100
negative_samples = [[-1]*20]*100
works or the model could be changed to:
model = keras.models.Sequential()
model.add(BatchNormalization())
model.add(keras.layers.Dense(10, kernel_initializer='normal', activation='relu'))
model.add(keras.layers.Dense(5, kernel_initializer='normal', activation='relu'))
model.add(keras.layers.Dense(2, kernel_initializer='normal', activation='sigmoid'))