[英]How can I convert datetime format in R to be read for a Time-Series prediction model?
[英]how do I fit a time-series multi head model?
我尝试通过将 2 个模型连接在一起来创建 model。 我想使用的模型应处理时间序列,并且我正在尝试使用 Conv1D 层。 由于它们有一个 3D 输入形状 batch_shape + (steps, input_dim) 和 Keras TimeseriesGenerator 提供这样的,我很高兴能够在处理单头模型时使用它。
import pandas as pd
import numpy as np
import random
from sklearn.model_selection import train_test_split
from tensorflow.keras.models import Sequential, Model
from tensorflow.keras.layers import (Input, Dense, Conv1D, BatchNormalization,
Flatten, Dropout, MaxPooling1D,
concatenate)
from tensorflow.keras.preprocessing.sequence import TimeseriesGenerator
from tensorflow.keras.utils import plot_model
data = pd.DataFrame(index=pd.date_range(start='2020-01-01', periods=300, freq='D'))
data['featureA'] = [random.random() for _ in range(len(data))]
data['featureB'] = [random.random() for _ in range(len(data))]
data['featureC'] = [random.random() for _ in range(len(data))]
data['featureD'] = [random.random() for _ in range(len(data))]
data['target'] = [random.random() for _ in range(len(data))]
Xtrain_AB, Xtest_AB, yTrain_AB, yTest_AB = train_test_split(data[['featureA', 'featureB']],
data['target'], test_size=0.2,
shuffle=False)
Xtrain_CD, Xtest_CD, yTrain_CD, yTest_CD = train_test_split(data[['featureC', 'featureD']],
data['target'], test_size=0.2,
shuffle=False)
n_steps = 5
train_gen_AB = TimeseriesGenerator(Xtrain_AB, yTrain_AB,
length=n_steps,
sampling_rate=1,
batch_size=64,
shuffle=False)
test_gen_AB = TimeseriesGenerator(Xtest_AB, yTest_AB,
length=n_steps,
sampling_rate=1,
batch_size=64,
shuffle=False)
n_features_AB = len(Xtrain_AB.columns)
input_AB = Input(shape=(n_steps, n_features_AB))
layer_AB = Conv1D(filters=128, kernel_size=3, activation='relu', input_shape=(n_steps, n_features_AB))(input_AB)
layer_AB = MaxPooling1D(pool_size=2)(layer_AB)
layer_AB = Flatten()(layer_AB)
dense_AB = Dense(50, activation='relu')(layer_AB)
output_AB = Dense(1)(dense_AB)
model_AB = Model(inputs=input_AB, outputs=output_AB)
model_AB.compile(optimizer='adam', loss='mse')
model_AB.summary()
model_AB.fit(train_gen_AB, epochs=1, verbose=1)
print(f'evaluation: {model_AB.evaluate(test_gen_AB)}')
#plot_model(model_AB)
train_gen_CD = TimeseriesGenerator(Xtrain_CD, yTrain_CD,
length=n_steps,
sampling_rate=1,
batch_size=64,
shuffle=False)
test_gen_CD = TimeseriesGenerator(Xtest_CD, yTest_CD,
length=n_steps,
sampling_rate=1,
batch_size=64,
shuffle=False)
n_features_CD = len(Xtrain_CD.columns)
input_CD = Input(shape=(n_steps, n_features_CD))
layer_CD = Conv1D(filters=128, kernel_size=3, activation='relu', input_shape=(n_steps, n_features_CD))(input_CD)
layer_CD = MaxPooling1D(pool_size=2)(layer_CD)
layer_CD = Flatten()(layer_CD)
dense_CD = Dense(50, activation='relu')(layer_CD)
output_CD = Dense(1)(dense_CD)
model_CD = Model(inputs=input_CD, outputs=output_CD)
model_CD.compile(optimizer='adam', loss='mse')
model_CD.summary()
model_CD.fit(train_gen_CD, epochs=1, verbose=1)
print(f'evaluation: {model_CD.evaluate(test_gen_CD)}')
#plot_model(model_CD)
这适用于每个模型:)
现在我想尝试将两个模型连接到一个模型(因为我认为它可以让我稍后添加额外的“头”来并行训练它们,我猜使用这样的模型可能更容易处理很多分离一次)并得到一个双头 model,可以像这样轻松创建
merge=concatenate(inputs=[layer_AB, layer_CD])
dense_merge = Dense(50, activation='relu')(merge)
output_merge = Dense(1)(dense_merge)
model_dual_head = Model(inputs=[input_AB, input_CD], outputs=output_merge)
model_dual_head.compile(optimizer='adam', loss='mse')
model_dual_head.summary()
print(f'dual head model input_shape:{model_dual_head.input_shape}')
plot_model(model_dual_head)
这个 dual_head_model 的 input_shape 为 2 倍 3D [(None, 5, 2), (None, 5, 2)]
最终看起来是这样
不幸的是,我不知道如何适应它:(并希望您能够为我提供有关如何生成所需数据形状的解决方案。我尝试将以前使用的生成器提供为列表model_dual_head.fit([train_gen_AB, train_gen_CD], epochs=1, verbose=1)
,以及原始输入数据帧model_dual_head.fit(x=[Xtrain_AB, Xtrain_CD], y=[yTrain_AB, yTrain_CD], epochs=1, verbose=1)
的列表,但它似乎不是正确的形状。
提前致谢
瓦西里
根据 Jacks 评论,我尝试使用以下代码
def doubleGen(gen1, gen2):
assert(len(gen1) == len(gen2))
for feature1, label1, feature2, label2 in (train_gen_AB, train_gen_CD):
yield (feature1, feature2), label1
gen = doubleGen(train_gen_AB, train_gen_CD)
model_dual_head.fit(gen, epochs=1, verbose=1)
但不幸的是它不起作用,因为 input_shape 不一样
ValueError: Layer model_2 expects 2 input(s), but it received 4 input tensors. Inputs received: [<tf.Tensor 'IteratorGetNext:0' shape=(None, None, None) dtype=float32>, <tf.Tensor 'ExpandDims:0' shape=(None, 1) dtype=float32>, <tf.Tensor 'IteratorGetNext:2' shape=(None, None, None) dtype=float32>, <tf.Tensor 'ExpandDims_1:0' shape=(None, 1) dtype=float32>]
我根据 Jacks note 调整了生成器中的括号,现在得到了不同的错误。
def doubleGen(gen1, gen2):
assert(len(gen1) == len(gen2))
for (feature1, label1), (feature2, label2) in train_gen_AB, train_gen_CD:
assert label1 == label2
yield (feature1, feature2), label1
gen = doubleGen(train_gen_AB, train_gen_CD)
model_dual_head.fit(gen, epochs=1, verbose=1)
<ipython-input-8-e8971cd0f287> in doubleGen(gen1, gen2)
1 def doubleGen(gen1, gen2):
2 assert(len(gen1) == len(gen2))
----> 3 for (feature1, label1), (feature2, label2) in train_gen_AB, train_gen_CD:
4 assert label1 == label2
5 yield (feature1, feature2), label1
ValueError: too many values to unpack (expected 2)
我考虑过使用一个普通索引迭代生成器来修复形状主题,但这会导致 NonType 错误
def doubleGen(gen1, gen2):
assert(len(gen1) == len(gen2))
for i in range(len(gen1)):
feature1, label1 = gen1[i]
feature2, label2 = gen2[i]
#assert label1.all() == label2.all()
yield (feature1, feature2), label1
gen = doubleGen(train_gen_AB, train_gen_CD)
model_dual_head.fit(gen, epochs=1, verbose=1)
TypeError Traceback (most recent call last)
<ipython-input-24-6abda48a58c7> in <module>()
8
9 gen = doubleGen(train_gen_AB, train_gen_CD)
---> 10 model_dual_head.fit(gen, epochs=1, verbose=1)
2 frames
/usr/local/lib/python3.7/dist-packages/tensorflow/python/eager/def_function.py in _call(self, *args, **kwds)
853 # In this case we have created variables on the first call, so we run the
854 # defunned version which is guaranteed to never create variables.
--> 855 return self._stateless_fn(*args, **kwds) # pylint: disable=not-callable
856 elif self._stateful_fn is not None:
857 # Release the lock early so that multiple threads can perform the call
TypeError: 'NoneType' object is not callable
可以在此处访问笔记本
最后,杰克斯的意见帮助找到了解决方案。 zip 只是缺少两个生成器,以便能够迭代它们:)
def doubleGen(gen1, gen2):
assert(len(gen1) == len(gen2))
for (feature1, label1), (feature2, label2) in zip(train_gen_AB, train_gen_CD):
assert label1.all() == label2.all()
yield (feature1, feature2), label1
gen = doubleGen(train_gen_AB, train_gen_CD)
model_dual_head.fit(gen, epochs=1, verbose=1)
4/4 [==============================] - 0s 14ms/step - loss: 0.1119
<tensorflow.python.keras.callbacks.History at 0x7f0dfd4de5d0>
我不知道这是否已经存在,但我相信您可以创建一个新的生成器来合并两个数据集。 假设两个生成器步调一致,这应该可以工作:
for (input1, label1), (input2, label2) in generator1, generator2:
assert label1 == label2
yield (input1, input2), label1
现在,这给出了一个生成器,该生成器将两个输入作为一个元组生成,并将公共 label 作为一个数据项。 这可能是 lambda,这样可以省去创建整个发电机 class 的麻烦。
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