From faf9db223a459221b656b43e61f34ad3b0b0f270 Mon Sep 17 00:00:00 2001 From: mhjensen Date: Fri, 16 Oct 2020 11:37:12 +0200 Subject: [PATCH] update week 42 --- doc/pub/week42/html/._week42-bs025.html | 251 ++++++++++++++ doc/pub/week42/html/._week42-bs026.html | 254 ++++++++++++++ doc/pub/week42/html/._week42-bs027.html | 259 ++++++++++++++ doc/pub/week42/html/._week42-bs028.html | 244 +++++++++++++ doc/pub/week42/html/._week42-bs029.html | 309 +++++++++++++++++ doc/pub/week42/html/._week42-bs030.html | 273 +++++++++++++++ doc/pub/week42/html/._week42-bs031.html | 347 +++++++++++++++++++ doc/pub/week42/html/._week42-bs032.html | 329 ++++++++++++++++++ doc/pub/week42/html/._week42-bs033.html | 335 ++++++++++++++++++ doc/pub/week42/html/._week42-bs034.html | 443 ++++++++++++++++++++++++ 10 files changed, 3044 insertions(+) create mode 100644 doc/pub/week42/html/._week42-bs025.html create mode 100644 doc/pub/week42/html/._week42-bs026.html create mode 100644 doc/pub/week42/html/._week42-bs027.html create mode 100644 doc/pub/week42/html/._week42-bs028.html create mode 100644 doc/pub/week42/html/._week42-bs029.html create mode 100644 doc/pub/week42/html/._week42-bs030.html create mode 100644 doc/pub/week42/html/._week42-bs031.html create mode 100644 doc/pub/week42/html/._week42-bs032.html create mode 100644 doc/pub/week42/html/._week42-bs033.html create mode 100644 doc/pub/week42/html/._week42-bs034.html diff --git a/doc/pub/week42/html/._week42-bs025.html b/doc/pub/week42/html/._week42-bs025.html new file mode 100644 index 000000000..36de3f3f6 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs025.html @@ -0,0 +1,251 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Compile and train the model

+ +

+ + +

model.compile(optimizer='adam',
+              loss=tf.keras.losses.SparseCategoricalCrossentropy(from_logits=True),
+              metrics=['accuracy'])
+​
+history = model.fit(train_images, train_labels, epochs=10, 
+                    validation_data=(test_images, test_labels))
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs026.html b/doc/pub/week42/html/._week42-bs026.html new file mode 100644 index 000000000..5ac6c0e57 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs026.html @@ -0,0 +1,254 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Finally, evaluate the model

+ +

+ + +

plt.plot(history.history['accuracy'], label='accuracy')
+plt.plot(history.history['val_accuracy'], label = 'val_accuracy')
+plt.xlabel('Epoch')
+plt.ylabel('Accuracy')
+plt.ylim([0.5, 1])
+plt.legend(loc='lower right')
+
+test_loss, test_acc = model.evaluate(test_images,  test_labels, verbose=2)
+
+print(test_acc)
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs027.html b/doc/pub/week42/html/._week42-bs027.html new file mode 100644 index 000000000..fb74db55b --- /dev/null +++ b/doc/pub/week42/html/._week42-bs027.html @@ -0,0 +1,259 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Recurrent neural networks: Overarching view

+ +

+Till now our focus has been, including convolutional neural networks +as well, on feedforward neural networks. The output or the activations +flow only in one direction, from the input layer to the output layer. + +

+A recurrent neural network (RNN) looks very much like a feedforward +neural network, except that it also has connections pointing +backward. + +

+RNNs are used to analyze time series data such as stock prices, and +tell you when to buy or sell. In autonomous driving systems, they can +anticipate car trajectories and help avoid accidents. More generally, +they can work on sequences of arbitrary lengths, rather than on +fixed-sized inputs like all the nets we have discussed so far. For +example, they can take sentences, documents, or audio samples as +input, making them extremely useful for natural language processing +systems such as automatic translation and speech-to-text. + +

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs028.html b/doc/pub/week42/html/._week42-bs028.html new file mode 100644 index 000000000..8ea6bca1d --- /dev/null +++ b/doc/pub/week42/html/._week42-bs028.html @@ -0,0 +1,244 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Set up of an RNN

+ +

+See the handwritten notes and the video from the lecture of October 16. + +

+More text will be added later. + +

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs029.html b/doc/pub/week42/html/._week42-bs029.html new file mode 100644 index 000000000..f5c18e1b4 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs029.html @@ -0,0 +1,309 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

A simple example

+ +

+ + +

# Start importing packages
+import pandas as pd
+import numpy as np
+import matplotlib.pyplot as plt
+import tensorflow as tf
+from tensorflow.keras import datasets, layers, models
+from tensorflow.keras.layers import Input
+from tensorflow.keras.models import Model, Sequential 
+from tensorflow.keras.layers import Dense, SimpleRNN, LSTM, GRU
+from tensorflow.keras import optimizers     
+from tensorflow.keras import regularizers           
+from tensorflow.keras.utils import to_categorical 
+
+
+
+# convert into dataset matrix
+def convertToMatrix(data, step):
+ X, Y =[], []
+ for i in range(len(data)-step):
+  d=i+step  
+  X.append(data[i:d,])
+  Y.append(data[d,])
+ return np.array(X), np.array(Y)
+
+step = 4
+N = 1000    
+Tp = 800    
+
+t=np.arange(0,N)
+x=np.sin(0.02*t)+2*np.random.rand(N)
+df = pd.DataFrame(x)
+df.head()
+
+plt.plot(df)
+plt.show()
+
+values=df.values
+train,test = values[0:Tp,:], values[Tp:N,:]
+
+# add step elements into train and test
+test = np.append(test,np.repeat(test[-1,],step))
+train = np.append(train,np.repeat(train[-1,],step))
+ 
+trainX,trainY =convertToMatrix(train,step)
+testX,testY =convertToMatrix(test,step)
+trainX = np.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
+testX = np.reshape(testX, (testX.shape[0], 1, testX.shape[1]))
+
+model = Sequential()
+model.add(SimpleRNN(units=32, input_shape=(1,step), activation="relu"))
+model.add(Dense(8, activation="relu")) 
+model.add(Dense(1))
+model.compile(loss='mean_squared_error', optimizer='rmsprop')
+model.summary()
+
+model.fit(trainX,trainY, epochs=100, batch_size=16, verbose=2)
+trainPredict = model.predict(trainX)
+testPredict= model.predict(testX)
+predicted=np.concatenate((trainPredict,testPredict),axis=0)
+
+trainScore = model.evaluate(trainX, trainY, verbose=0)
+print(trainScore)
+
+index = df.index.values
+plt.plot(index,df)
+plt.plot(index,predicted)
+plt.axvline(df.index[Tp], c="r")
+plt.show()
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs030.html b/doc/pub/week42/html/._week42-bs030.html new file mode 100644 index 000000000..7cad1118d --- /dev/null +++ b/doc/pub/week42/html/._week42-bs030.html @@ -0,0 +1,273 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

An extrapolation example

+ +

+The following code provides an example of how recurrent neural +networks can be used to extrapolate to unknown values of physics data +sets. Specifically, the data sets used in this program come from +a quantum mechanical many-body calculation of energies as functions of the number of particles. + +

+ + +

# For matrices and calculations
+import numpy as np
+# For machine learning (backend for keras)
+import tensorflow as tf
+# User-friendly machine learning library
+# Front end for TensorFlow
+import tensorflow.keras
+# Different methods from Keras needed to create an RNN
+# This is not necessary but it shortened function calls 
+# that need to be used in the code.
+from tensorflow.keras import datasets, layers, models
+from tensorflow.keras.layers import Input
+from tensorflow.keras import regularizers
+from tensorflow.keras.models import Model, Sequential
+from tensorflow.keras.layers import Dense, SimpleRNN, LSTM, GRU
+# For timing the code
+from timeit import default_timer as timer
+# For plotting
+import matplotlib.pyplot as plt
+
+
+# The data set
+datatype='VaryDimension'
+X_tot = np.arange(2, 42, 2)
+y_tot = np.array([-0.03077640549, -0.08336233266, -0.1446729567, -0.2116753732, -0.2830637392, -0.3581341341, -0.436462435, -0.5177783846,
+	-0.6019067271, -0.6887363571, -0.7782028952, -0.8702784034, -0.9649652536, -1.062292565, -1.16231451, 
+	-1.265109911, -1.370782966, -1.479465113, -1.591317992, -1.70653767])
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs031.html b/doc/pub/week42/html/._week42-bs031.html new file mode 100644 index 000000000..448d04665 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs031.html @@ -0,0 +1,347 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Formatting the Data

+ +

+The way the recurrent neural networks are trained in this program +differs from how machine learning algorithms are usually trained. +Typically a machine learning algorithm is trained by learning the +relationship between the x data and the y data. In this program, the +recurrent neural network will be trained to recognize the relationship +in a sequence of y values. This is type of data formatting is +typically used time series forcasting, but it can also be used in any +extrapolation (time series forecasting is just a specific type of +extrapolation along the time axis). This method of data formatting +does not use the x data and assumes that the y data are evenly spaced. + +

+For a standard machine learning algorithm, the training data has the +form of (x,y) so the machine learning algorithm learns to assiciate a +y value with a given x value. This is useful when the test data has x +values within the same range as the training data. However, for this +application, the x values of the test data are outside of the x values +of the training data and the traditional method of training a machine +learning algorithm does not work as well. For this reason, the +recurrent neural network is trained on sequences of y values of the +form ((y1, y2), y3), so that the network is concerned with learning +the pattern of the y data and not the relation between the x and y +data. As long as the pattern of y data outside of the training region +stays relatively stable compared to what was inside the training +region, this method of training can produce accurate extrapolations to +y values far removed from the training data set. + +

+ + + + + + + +

+ + +

# FORMAT_DATA
+def format_data(data, length_of_sequence = 2):  
+    """
+        Inputs:
+            data(a numpy array): the data that will be the inputs to the recurrent neural
+                network
+            length_of_sequence (an int): the number of elements in one iteration of the
+                sequence patter.  For a function approximator use length_of_sequence = 2.
+        Returns:
+            rnn_input (a 3D numpy array): the input data for the recurrent neural network.  Its
+                dimensions are length of data - length of sequence, length of sequence, 
+                dimnsion of data
+            rnn_output (a numpy array): the training data for the neural network
+        Formats data to be used in a recurrent neural network.
+    """
+
+    X, Y = [], []
+    for i in range(len(data)-length_of_sequence):
+        # Get the next length_of_sequence elements
+        a = data[i:i+length_of_sequence]
+        # Get the element that immediately follows that
+        b = data[i+length_of_sequence]
+        # Reshape so that each data point is contained in its own array
+        a = np.reshape (a, (len(a), 1))
+        X.append(a)
+        Y.append(b)
+    rnn_input = np.array(X)
+    rnn_output = np.array(Y)
+
+    return rnn_input, rnn_output
+
+
+# ## Defining the Recurrent Neural Network Using Keras
+# 
+# The following method defines a simple recurrent neural network in keras consisting of one input layer, one hidden layer, and one output layer.
+
+def rnn(length_of_sequences, batch_size = None, stateful = False):
+    """
+        Inputs:
+            length_of_sequences (an int): the number of y values in "x data".  This is determined
+                when the data is formatted
+            batch_size (an int): Default value is None.  See Keras documentation of SimpleRNN.
+            stateful (a boolean): Default value is False.  See Keras documentation of SimpleRNN.
+        Returns:
+            model (a Keras model): The recurrent neural network that is built and compiled by this
+                method
+        Builds and compiles a recurrent neural network with one hidden layer and returns the model.
+    """
+    # Number of neurons in the input and output layers
+    in_out_neurons = 1
+    # Number of neurons in the hidden layer
+    hidden_neurons = 200
+    # Define the input layer
+    inp = Input(batch_shape=(batch_size, 
+                length_of_sequences, 
+                in_out_neurons))  
+    # Define the hidden layer as a simple RNN layer with a set number of neurons and add it to 
+    # the network immediately after the input layer
+    rnn = SimpleRNN(hidden_neurons, 
+                    return_sequences=False,
+                    stateful = stateful,
+                    name="RNN")(inp)
+    # Define the output layer as a dense neural network layer (standard neural network layer)
+    #and add it to the network immediately after the hidden layer.
+    dens = Dense(in_out_neurons,name="dense")(rnn)
+    # Create the machine learning model starting with the input layer and ending with the 
+    # output layer
+    model = Model(inputs=[inp],outputs=[dens])
+    # Compile the machine learning model using the mean squared error function as the loss 
+    # function and an Adams optimizer.
+    model.compile(loss="mean_squared_error", optimizer="adam")  
+    return model
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs032.html b/doc/pub/week42/html/._week42-bs032.html new file mode 100644 index 000000000..c27f36429 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs032.html @@ -0,0 +1,329 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Predicting New Points With A Trained Recurrent Neural Network

+ +

+ + +

def test_rnn (x1, y_test, plot_min, plot_max):
+    """
+        Inputs:
+            x1 (a list or numpy array): The complete x component of the data set
+            y_test (a list or numpy array): The complete y component of the data set
+            plot_min (an int or float): the smallest x value used in the training data
+            plot_max (an int or float): the largest x valye used in the training data
+        Returns:
+            None.
+        Uses a trained recurrent neural network model to predict future points in the 
+        series.  Computes the MSE of the predicted data set from the true data set, saves
+        the predicted data set to a csv file, and plots the predicted and true data sets w
+        while also displaying the data range used for training.
+    """
+    # Add the training data as the first dim points in the predicted data array as these
+    # are known values.
+    y_pred = y_test[:dim].tolist()
+    # Generate the first input to the trained recurrent neural network using the last two 
+    # points of the training data.  Based on how the network was trained this means that it
+    # will predict the first point in the data set after the training data.  All of the 
+    # brackets are necessary for Tensorflow.
+    next_input = np.array([[[y_test[dim-2]], [y_test[dim-1]]]])
+    # Save the very last point in the training data set.  This will be used later.
+    last = [y_test[dim-1]]
+
+    # Iterate until the complete data set is created.
+    for i in range (dim, len(y_test)):
+        # Predict the next point in the data set using the previous two points.
+        next = model.predict(next_input)
+        # Append just the number of the predicted data set
+        y_pred.append(next[0][0])
+        # Create the input that will be used to predict the next data point in the data set.
+        next_input = np.array([[last, next[0]]], dtype=np.float64)
+        last = next
+
+    # Print the mean squared error between the known data set and the predicted data set.
+    print('MSE: ', np.square(np.subtract(y_test, y_pred)).mean())
+    # Save the predicted data set as a csv file for later use
+    name = datatype + 'Predicted'+str(dim)+'.csv'
+    np.savetxt(name, y_pred, delimiter=',')
+    # Plot the known data set and the predicted data set.  The red box represents the region that was used
+    # for the training data.
+    fig, ax = plt.subplots()
+    ax.plot(x1, y_test, label="true", linewidth=3)
+    ax.plot(x1, y_pred, 'g-.',label="predicted", linewidth=4)
+    ax.legend()
+    # Created a red region to represent the points used in the training data.
+    ax.axvspan(plot_min, plot_max, alpha=0.25, color='red')
+    plt.show()
+
+# Check to make sure the data set is complete
+assert len(X_tot) == len(y_tot)
+
+# This is the number of points that will be used in as the training data
+dim=12
+
+# Separate the training data from the whole data set
+X_train = X_tot[:dim]
+y_train = y_tot[:dim]
+
+
+# Generate the training data for the RNN, using a sequence of 2
+rnn_input, rnn_training = format_data(y_train, 2)
+
+
+# Create a recurrent neural network in Keras and produce a summary of the 
+# machine learning model
+model = rnn(length_of_sequences = rnn_input.shape[1])
+model.summary()
+
+# Start the timer.  Want to time training+testing
+start = timer()
+# Fit the model using the training data genenerated above using 150 training iterations and a 5%
+# validation split.  Setting verbose to True prints information about each training iteration.
+hist = model.fit(rnn_input, rnn_training, batch_size=None, epochs=150, 
+                 verbose=True,validation_split=0.05)
+
+for label in ["loss","val_loss"]:
+    plt.plot(hist.history[label],label=label)
+
+plt.ylabel("loss")
+plt.xlabel("epoch")
+plt.title("The final validation loss: {}".format(hist.history["val_loss"][-1]))
+plt.legend()
+plt.show()
+
+# Use the trained neural network to predict more points of the data set
+test_rnn(X_tot, y_tot, X_tot[0], X_tot[dim-1])
+# Stop the timer and calculate the total time needed.
+end = timer()
+print('Time: ', end-start)
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs033.html b/doc/pub/week42/html/._week42-bs033.html new file mode 100644 index 000000000..ceafd6118 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs033.html @@ -0,0 +1,335 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Other Things to Try

+ +

+Changing the size of the recurrent neural network and its parameters +can drastically change the results you get from the model. The below +code takes the simple recurrent neural network from above and adds a +second hidden layer, changes the number of neurons in the hidden +layer, and explicitly declares the activation function of the hidden +layers to be a sigmoid function. The loss function and optimizer can +also be changed but are kept the same as the above network. These +parameters can be tuned to provide the optimal result from the +network. For some ideas on how to improve the performance of a +recurrent neural network. + +

+ + +

def rnn_2layers(length_of_sequences, batch_size = None, stateful = False):
+    """
+        Inputs:
+            length_of_sequences (an int): the number of y values in "x data".  This is determined
+                when the data is formatted
+            batch_size (an int): Default value is None.  See Keras documentation of SimpleRNN.
+            stateful (a boolean): Default value is False.  See Keras documentation of SimpleRNN.
+        Returns:
+            model (a Keras model): The recurrent neural network that is built and compiled by this
+                method
+        Builds and compiles a recurrent neural network with two hidden layers and returns the model.
+    """
+    # Number of neurons in the input and output layers
+    in_out_neurons = 1
+    # Number of neurons in the hidden layer, increased from the first network
+    hidden_neurons = 500
+    # Define the input layer
+    inp = Input(batch_shape=(batch_size, 
+                length_of_sequences, 
+                in_out_neurons))  
+    # Create two hidden layers instead of one hidden layer.  Explicitly set the activation
+    # function to be the sigmoid function (the default value is hyperbolic tangent)
+    rnn1 = SimpleRNN(hidden_neurons, 
+                    return_sequences=True,  # This needs to be True if another hidden layer is to follow
+                    stateful = stateful, activation = 'sigmoid',
+                    name="RNN1")(inp)
+    rnn2 = SimpleRNN(hidden_neurons, 
+                    return_sequences=False, activation = 'sigmoid',
+                    stateful = stateful,
+                    name="RNN2")(rnn1)
+    # Define the output layer as a dense neural network layer (standard neural network layer)
+    #and add it to the network immediately after the hidden layer.
+    dens = Dense(in_out_neurons,name="dense")(rnn2)
+    # Create the machine learning model starting with the input layer and ending with the 
+    # output layer
+    model = Model(inputs=[inp],outputs=[dens])
+    # Compile the machine learning model using the mean squared error function as the loss 
+    # function and an Adams optimizer.
+    model.compile(loss="mean_squared_error", optimizer="adam")  
+    return model
+
+# Check to make sure the data set is complete
+assert len(X_tot) == len(y_tot)
+
+# This is the number of points that will be used in as the training data
+dim=12
+
+# Separate the training data from the whole data set
+X_train = X_tot[:dim]
+y_train = y_tot[:dim]
+
+
+# Generate the training data for the RNN, using a sequence of 2
+rnn_input, rnn_training = format_data(y_train, 2)
+
+
+# Create a recurrent neural network in Keras and produce a summary of the 
+# machine learning model
+model = rnn_2layers(length_of_sequences = 2)
+model.summary()
+
+# Start the timer.  Want to time training+testing
+start = timer()
+# Fit the model using the training data genenerated above using 150 training iterations and a 5%
+# validation split.  Setting verbose to True prints information about each training iteration.
+hist = model.fit(rnn_input, rnn_training, batch_size=None, epochs=150, 
+                 verbose=True,validation_split=0.05)
+
+
+# This section plots the training loss and the validation loss as a function of training iteration.
+# This is not required for analyzing the couple cluster data but can help determine if the network is
+# being overtrained.
+for label in ["loss","val_loss"]:
+    plt.plot(hist.history[label],label=label)
+
+plt.ylabel("loss")
+plt.xlabel("epoch")
+plt.title("The final validation loss: {}".format(hist.history["val_loss"][-1]))
+plt.legend()
+plt.show()
+
+# Use the trained neural network to predict more points of the data set
+test_rnn(X_tot, y_tot, X_tot[0], X_tot[dim-1])
+# Stop the timer and calculate the total time needed.
+end = timer()
+print('Time: ', end-start)
+
+

+

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + + diff --git a/doc/pub/week42/html/._week42-bs034.html b/doc/pub/week42/html/._week42-bs034.html new file mode 100644 index 000000000..7badf5d83 --- /dev/null +++ b/doc/pub/week42/html/._week42-bs034.html @@ -0,0 +1,443 @@ + + + + + + + + +Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks + + + + + + + + + + + + + + + + + + + + + + + +
+
+ + Week 42 Convolutional (CNN) and Recurrent (RNN) Neural Networks +
+ +
+ +
+
+ + +
+ +

 

 

 

+ + + + +

Other Types of Recurrent Neural Networks

+ +

+Besides a simple recurrent neural network layer, there are two other +commonly used types of recurrent neural network layers: Long Short +Term Memory (LSTM) and Gated Recurrent Unit (GRU). For a short +introduction to these layers see https://medium.com/mindboard/lstm-vs-gru-experimental-comparison-955820c21e8b +and https://medium.com/mindboard/lstm-vs-gru-experimental-comparison-955820c21e8b. + +

+The first network created below is similar to the previous network, +but it replaces the SimpleRNN layers with LSTM layers. The second +network below has two hidden layers made up of GRUs, which are +preceeded by two dense (feeddorward) neural network layers. These +dense layers "preprocess" the data before it reaches the recurrent +layers. This architecture has been shown to improve the performance +of recurrent neural networks (see the link above and also +https://arxiv.org/pdf/1807.02857.pdf. + +

+ + +

def lstm_2layers(length_of_sequences, batch_size = None, stateful = False):
+    """
+        Inputs:
+            length_of_sequences (an int): the number of y values in "x data".  This is determined
+                when the data is formatted
+            batch_size (an int): Default value is None.  See Keras documentation of SimpleRNN.
+            stateful (a boolean): Default value is False.  See Keras documentation of SimpleRNN.
+        Returns:
+            model (a Keras model): The recurrent neural network that is built and compiled by this
+                method
+        Builds and compiles a recurrent neural network with two LSTM hidden layers and returns the model.
+    """
+    # Number of neurons on the input/output layer and the number of neurons in the hidden layer
+    in_out_neurons = 1
+    hidden_neurons = 250
+    # Input Layer
+    inp = Input(batch_shape=(batch_size, 
+                length_of_sequences, 
+                in_out_neurons)) 
+    # Hidden layers (in this case they are LSTM layers instead if SimpleRNN layers)
+    rnn= LSTM(hidden_neurons, 
+                    return_sequences=True,
+                    stateful = stateful,
+                    name="RNN", use_bias=True, activation='tanh')(inp)
+    rnn1 = LSTM(hidden_neurons, 
+                    return_sequences=False,
+                    stateful = stateful,
+                    name="RNN1", use_bias=True, activation='tanh')(rnn)
+    # Output layer
+    dens = Dense(in_out_neurons,name="dense")(rnn1)
+    # Define the midel
+    model = Model(inputs=[inp],outputs=[dens])
+    # Compile the model
+    model.compile(loss='mean_squared_error', optimizer='adam')  
+    # Return the model
+    return model
+
+def dnn2_gru2(length_of_sequences, batch_size = None, stateful = False):
+    """
+        Inputs:
+            length_of_sequences (an int): the number of y values in "x data".  This is determined
+                when the data is formatted
+            batch_size (an int): Default value is None.  See Keras documentation of SimpleRNN.
+            stateful (a boolean): Default value is False.  See Keras documentation of SimpleRNN.
+        Returns:
+            model (a Keras model): The recurrent neural network that is built and compiled by this
+                method
+        Builds and compiles a recurrent neural network with four hidden layers (two dense followed by
+        two GRU layers) and returns the model.
+    """    
+    # Number of neurons on the input/output layers and hidden layers
+    in_out_neurons = 1
+    hidden_neurons = 250
+    # Input layer
+    inp = Input(batch_shape=(batch_size, 
+                length_of_sequences, 
+                in_out_neurons)) 
+    # Hidden Dense (feedforward) layers
+    dnn = Dense(hidden_neurons/2, activation='relu', name='dnn')(inp)
+    dnn1 = Dense(hidden_neurons/2, activation='relu', name='dnn1')(dnn)
+    # Hidden GRU layers
+    rnn1 = GRU(hidden_neurons, 
+                    return_sequences=True,
+                    stateful = stateful,
+                    name="RNN1", use_bias=True)(dnn1)
+    rnn = GRU(hidden_neurons, 
+                    return_sequences=False,
+                    stateful = stateful,
+                    name="RNN", use_bias=True)(rnn1)
+    # Output layer
+    dens = Dense(in_out_neurons,name="dense")(rnn)
+    # Define the model
+    model = Model(inputs=[inp],outputs=[dens])
+    # Compile the mdoel
+    model.compile(loss='mean_squared_error', optimizer='adam')  
+    # Return the model
+    return model
+
+# Check to make sure the data set is complete
+assert len(X_tot) == len(y_tot)
+
+# This is the number of points that will be used in as the training data
+dim=12
+
+# Separate the training data from the whole data set
+X_train = X_tot[:dim]
+y_train = y_tot[:dim]
+
+
+# Generate the training data for the RNN, using a sequence of 2
+rnn_input, rnn_training = format_data(y_train, 2)
+
+
+# Create a recurrent neural network in Keras and produce a summary of the 
+# machine learning model
+# Change the method name to reflect which network you want to use
+model = dnn2_gru2(length_of_sequences = 2)
+model.summary()
+
+# Start the timer.  Want to time training+testing
+start = timer()
+# Fit the model using the training data genenerated above using 150 training iterations and a 5%
+# validation split.  Setting verbose to True prints information about each training iteration.
+hist = model.fit(rnn_input, rnn_training, batch_size=None, epochs=150, 
+                 verbose=True,validation_split=0.05)
+
+
+# This section plots the training loss and the validation loss as a function of training iteration.
+# This is not required for analyzing the couple cluster data but can help determine if the network is
+# being overtrained.
+for label in ["loss","val_loss"]:
+    plt.plot(hist.history[label],label=label)
+
+plt.ylabel("loss")
+plt.xlabel("epoch")
+plt.title("The final validation loss: {}".format(hist.history["val_loss"][-1]))
+plt.legend()
+plt.show()
+
+# Use the trained neural network to predict more points of the data set
+test_rnn(X_tot, y_tot, X_tot[0], X_tot[dim-1])
+# Stop the timer and calculate the total time needed.
+end = timer()
+print('Time: ', end-start)
+
+
+# ### Training Recurrent Neural Networks in the Standard Way (i.e. learning the relationship between the X and Y data)
+# 
+# Finally, comparing the performace of a recurrent neural network using the standard data formatting to the performance of the network with time sequence data formatting shows the benefit of this type of data formatting with extrapolation.
+
+# Check to make sure the data set is complete
+assert len(X_tot) == len(y_tot)
+
+# This is the number of points that will be used in as the training data
+dim=12
+
+# Separate the training data from the whole data set
+X_train = X_tot[:dim]
+y_train = y_tot[:dim]
+
+# Reshape the data for Keras specifications
+X_train = X_train.reshape((dim, 1))
+y_train = y_train.reshape((dim, 1))
+
+
+# Create a recurrent neural network in Keras and produce a summary of the 
+# machine learning model
+# Set the sequence length to 1 for regular data formatting 
+model = rnn(length_of_sequences = 1)
+model.summary()
+
+# Start the timer.  Want to time training+testing
+start = timer()
+# Fit the model using the training data genenerated above using 150 training iterations and a 5%
+# validation split.  Setting verbose to True prints information about each training iteration.
+hist = model.fit(X_train, y_train, batch_size=None, epochs=150, 
+                 verbose=True,validation_split=0.05)
+
+
+# This section plots the training loss and the validation loss as a function of training iteration.
+# This is not required for analyzing the couple cluster data but can help determine if the network is
+# being overtrained.
+for label in ["loss","val_loss"]:
+    plt.plot(hist.history[label],label=label)
+
+plt.ylabel("loss")
+plt.xlabel("epoch")
+plt.title("The final validation loss: {}".format(hist.history["val_loss"][-1]))
+plt.legend()
+plt.show()
+
+# Use the trained neural network to predict the remaining data points
+X_pred = X_tot[dim:]
+X_pred = X_pred.reshape((len(X_pred), 1))
+y_model = model.predict(X_pred)
+y_pred = np.concatenate((y_tot[:dim], y_model.flatten()))
+
+# Plot the known data set and the predicted data set.  The red box represents the region that was used
+# for the training data.
+fig, ax = plt.subplots()
+ax.plot(X_tot, y_tot, label="true", linewidth=3)
+ax.plot(X_tot, y_pred, 'g-.',label="predicted", linewidth=4)
+ax.legend()
+# Created a red region to represent the points used in the training data.
+ax.axvspan(X_tot[0], X_tot[dim], alpha=0.25, color='red')
+plt.show()
+
+# Stop the timer and calculate the total time needed.
+end = timer()
+print('Time: ', end-start)
+
+

+ +

+ +

+ + +
+ + + + + + + +
+ +
+ + + + + +