基于Transformer的外汇股票市场价格预测(Part1,Python)

import numpy as np``import pandas as pd``import os, datetime``import tensorflow as tf``from tensorflow.keras.models import *``from tensorflow.keras.layers import *``print('Tensorflow version: {}'.format(tf.__version__))``   ``import matplotlib.pyplot as plt``plt.style.use('seaborn')``   ``import warnings``warnings.filterwarnings('ignore')``   ``physical_devices = tf.config.list_physical_devices()``print('Physical devices: {}'.format(physical_devices))``   ``# Filter out the CPUs and keep only the GPUs``gpus = [device for device in physical_devices if 'GPU' in device.device_type]``   ``# If GPUs are available, set memory growth to True``if len(gpus) > 0:`    `tf.config.experimental.set_visible_devices(gpus[0], 'GPU')`    `tf.config.experimental.set_memory_growth(gpus[0], True)`    `print('GPU memory growth: True')

Tensorflow version: 2.9.1

Physical devices: [PhysicalDevice(name=‘/physical_device:CPU:0’, device_type=‘CPU’)]

Hyperparameters

batch_size = 32``seq_len = 128``   ``d_k = 256``d_v = 256``n_heads = 12``ff_dim = 256

Load IBM data

IBM_path = 'IBM.csv'``   ``df = pd.read_csv(IBM_path, delimiter=',', usecols=['Date', 'Open', 'High', 'Low', 'Close', 'Volume'])``   ``# Replace 0 to avoid dividing by 0 later on``df['Volume'].replace(to_replace=0, method='ffill', inplace=True)` `df.sort_values('Date', inplace=True)``df.tail()

df.head()

# print the shape of the dataset``print('Shape of the dataframe: {}'.format(df.shape))
Shape of the dataframe: (14588, 6)

Plot daily IBM closing prices and volume

fig = plt.figure(figsize=(15,10))``st = fig.suptitle("IBM Close Price and Volume", fontsize=20)``st.set_y(0.92)``   ``ax1 = fig.add_subplot(211)``ax1.plot(df['Close'], label='IBM Close Price')``ax1.set_xticks(range(0, df.shape[0], 1464))``ax1.set_xticklabels(df['Date'].loc[::1464])``ax1.set_ylabel('Close Price', fontsize=18)``ax1.legend(loc="upper left", fontsize=12)``   ``ax2 = fig.add_subplot(212)``ax2.plot(df['Volume'], label='IBM Volume')``ax2.set_xticks(range(0, df.shape[0], 1464))``ax2.set_xticklabels(df['Date'].loc[::1464])``ax2.set_ylabel('Volume', fontsize=18)``ax2.legend(loc="upper left", fontsize=12)

Calculate normalized percentage change of all columns

'''Calculate percentage change'''``   ``df['Open'] = df['Open'].pct_change() # Create arithmetic returns column``df['High'] = df['High'].pct_change() # Create arithmetic returns column``df['Low'] = df['Low'].pct_change() # Create arithmetic returns column``df['Close'] = df['Close'].pct_change() # Create arithmetic returns column``df['Volume'] = df['Volume'].pct_change()``   ``df.dropna(how='any', axis=0, inplace=True) # Drop all rows with NaN values``   ``###############################################################################``'''Create indexes to split dataset'''``   ``times = sorted(df.index.values)``last_10pct = sorted(df.index.values)[-int(0.1*len(times))] # Last 10% of series``last_20pct = sorted(df.index.values)[-int(0.2*len(times))] # Last 20% of series``   ``###############################################################################``'''Normalize price columns'''``#``min_return = min(df[(df.index < last_20pct)][['Open', 'High', 'Low', 'Close']].min(axis=0))``max_return = max(df[(df.index < last_20pct)][['Open', 'High', 'Low', 'Close']].max(axis=0))``   ``# Min-max normalize price columns (0-1 range)``df['Open'] = (df['Open'] - min_return) / (max_return - min_return)``df['High'] = (df['High'] - min_return) / (max_return - min_return)``df['Low'] = (df['Low'] - min_return) / (max_return - min_return)``df['Close'] = (df['Close'] - min_return) / (max_return - min_return)``   ``###############################################################################``'''Normalize volume column'''``   ``min_volume = df[(df.index < last_20pct)]['Volume'].min(axis=0)``max_volume = df[(df.index < last_20pct)]['Volume'].max(axis=0)``   ``# Min-max normalize volume columns (0-1 range)``df['Volume'] = (df['Volume'] - min_volume) / (max_volume - min_volume)``   ``###############################################################################``'''Create training, validation and test split'''``   ``df_train = df[(df.index < last_20pct)]  # Training data are 80% of total data``df_val = df[(df.index >= last_20pct) & (df.index < last_10pct)]``df_test = df[(df.index >= last_10pct)]``   ``# Remove date column``df_train.drop(columns=['Date'], inplace=True)``df_val.drop(columns=['Date'], inplace=True)``df_test.drop(columns=['Date'], inplace=True)``   ``# Convert pandas columns into arrays``train_data = df_train.values``val_data = df_val.values``test_data = df_test.values``print('Training data shape: {}'.format(train_data.shape))``print('Validation data shape: {}'.format(val_data.shape))``print('Test data shape: {}'.format(test_data.shape))``   ``df_train.head()

Training data shape: (11678, 5)
Validation data shape: (1460, 5)
Test data shape: (1459, 5)

Plot daily changes of close prices and volume

fig = plt.figure(figsize=(15,12))``st = fig.suptitle("Data Separation", fontsize=20)``st.set_y(0.95)``   ``###############################################################################``   ``ax1 = fig.add_subplot(211)``ax1.plot(np.arange(train_data.shape[0]), df_train['Close'], label='Training data')``   ``ax1.plot(np.arange(train_data.shape[0], ``                   train_data.shape[0]+val_data.shape[0]), df_val['Close'], label='Validation data')``   ``ax1.plot(np.arange(train_data.shape[0]+val_data.shape[0], ``                   train_data.shape[0]+val_data.shape[0]+test_data.shape[0]), df_test['Close'], label='Test data')``ax1.set_xlabel('Date')``ax1.set_ylabel('Normalized Closing Returns')``ax1.set_title("Close Price", fontsize=18)``ax1.legend(loc="best", fontsize=12)``   ``###############################################################################``   ``ax2 = fig.add_subplot(212)``ax2.plot(np.arange(train_data.shape[0]), df_train['Volume'], label='Training data')``   ``ax2.plot(np.arange(train_data.shape[0], ``                   train_data.shape[0]+val_data.shape[0]), df_val['Volume'], label='Validation data')``   ``ax2.plot(np.arange(train_data.shape[0]+val_data.shape[0], ``                   train_data.shape[0]+val_data.shape[0]+test_data.shape[0]), df_test['Volume'], label='Test data')``ax2.set_xlabel('Date')``ax2.set_ylabel('Normalized Volume Changes')``ax2.set_title("Volume", fontsize=18)``ax2.legend(loc="best", fontsize=12)

Create chunks of training, validation and test data

# Training data``X_train, y_train = [], []``for i in range(seq_len, len(train_data)):`  `X_train.append(train_data[i-seq_len:i]) # Chunks of training data with a length of 128 df-rows`  `y_train.append(train_data[:, 3][i]) #Value of 4th column (Close Price) of df-row 128+1``X_train, y_train = np.array(X_train), np.array(y_train)``   ``###############################################################################``   ``# Validation data``X_val, y_val = [], []``for i in range(seq_len, len(val_data)):`    `X_val.append(val_data[i-seq_len:i])`    `y_val.append(val_data[:, 3][i])``X_val, y_val = np.array(X_val), np.array(y_val)``   ``###############################################################################``   ``# Test data``X_test, y_test = [], []``for i in range(seq_len, len(test_data)):`    `X_test.append(test_data[i-seq_len:i])`    `y_test.append(test_data[:, 3][i])`    `X_test, y_test = np.array(X_test), np.array(y_test)``   ``print('Training set shape', X_train.shape, y_train.shape)``print('Validation set shape', X_val.shape, y_val.shape)``print('Testing set shape' ,X_test.shape, y_test.shape)

Training set shape (11550, 128, 5) (11550,)
Validation set shape (1332, 128, 5) (1332,)
Testing set shape (1331, 128, 5) (1331,)

TimeVector

class Time2Vector(Layer):`  `def __init__(self, seq_len, **kwargs):`    `super(Time2Vector, self).__init__()`    `self.seq_len = seq_len``   `  `def build(self, input_shape):`    `'''Initialize weights and biases with shape (batch, seq_len)'''`    `self.weights_linear = self.add_weight(name='weight_linear',`                                `shape=(int(self.seq_len),),`                                `initializer='uniform',`                                `trainable=True)`    `    self.bias_linear = self.add_weight(name='bias_linear',`                                `shape=(int(self.seq_len),),`                                `initializer='uniform',`                                `trainable=True)`    `    self.weights_periodic = self.add_weight(name='weight_periodic',`                                `shape=(int(self.seq_len),),`                                `initializer='uniform',`                                `trainable=True)``   `    `self.bias_periodic = self.add_weight(name='bias_periodic',`                                `shape=(int(self.seq_len),),`                                `initializer='uniform',`                                `trainable=True)``   `  `def call(self, x):`    `'''Calculate linear and periodic time features'''`    `x = tf.math.reduce_mean(x[:,:,:4], axis=-1)``    time_linear = self.weights_linear * x + self.bias_linear # Linear time feature`    `time_linear = tf.expand_dims(time_linear, axis=-1) # Add dimension (batch, seq_len, 1)`    `    time_periodic = tf.math.sin(tf.multiply(x, self.weights_periodic) + self.bias_periodic)`    `time_periodic = tf.expand_dims(time_periodic, axis=-1) # Add dimension (batch, seq_len, 1)`    `return tf.concat([time_linear, time_periodic], axis=-1) # shape = (batch, seq_len, 2)`   `  def get_config(self): # Needed for saving and loading model with custom layer`    `config = super().get_config().copy()`    `config.update({'seq_len': self.seq_len})`    `return config

Transformer

class SingleAttention(Layer):`  `def __init__(self, d_k, d_v):`    `super(SingleAttention, self).__init__()`    `self.d_k = d_k`    `self.d_v = d_v``   `  `def build(self, input_shape):`    `self.query = Dense(self.d_k,``                        input_shape=input_shape,  ``                        kernel_initializer='glorot_uniform',  ``                       bias_initializer='glorot_uniform')`    `     self.key = Dense(self.d_k,  ``                      input_shape=input_shape,  ``                      kernel_initializer='glorot_uniform',  ``                     bias_initializer='glorot_uniform')`    `     self.value = Dense(self.d_v,  ``                        input_shape=input_shape,  ``                        kernel_initializer='glorot_uniform',  ``                       bias_initializer='glorot_uniform')``   `  `def call(self, inputs): # inputs = (in_seq, in_seq, in_seq)`    `q = self.query(inputs[0])`    `k = self.key(inputs[1])``   `    `attn_weights = tf.matmul(q, k, transpose_b=True)`    `attn_weights = tf.map_fn(lambda x: x/np.sqrt(self.d_k), attn_weights)`    `attn_weights = tf.nn.softmax(attn_weights, axis=-1)`    `    v = self.value(inputs[2])`    `attn_out = tf.matmul(attn_weights, v)`    `return attn_out`    `   ``#############################################################################``   ``class MultiAttention(Layer):`  `def __init__(self, d_k, d_v, n_heads):`    `super(MultiAttention, self).__init__()`    `self.d_k = d_k`    `self.d_v = d_v`    `self.n_heads = n_heads`    `self.attn_heads = list()``   `  `def build(self, input_shape):`    `for n in range(self.n_heads):`      `self.attn_heads.append(SingleAttention(self.d_k, self.d_v))``     # input_shape[0]=(batch, seq_len, 7), input_shape[0][-1]=7  ``     self.linear = Dense(input_shape[0][-1],  ``                         input_shape=input_shape,  ``                         kernel_initializer='glorot_uniform',  ``                        bias_initializer='glorot_uniform')``   `  `def call(self, inputs):`    `attn = [self.attn_heads[i](inputs) for i in range(self.n_heads)]`    `concat_attn = tf.concat(attn, axis=-1)`    `multi_linear = self.linear(concat_attn)`    `return multi_linear`   `   ``#############################################################################``   ``class TransformerEncoder(Layer):`  `def __init__(self, d_k, d_v, n_heads, ff_dim, dropout=0.1, **kwargs):`    `super(TransformerEncoder, self).__init__()`    `self.d_k = d_k`    `self.d_v = d_v`    `self.n_heads = n_heads`    `self.ff_dim = ff_dim`    `self.attn_heads = list()`    `self.dropout_rate = dropout``   `  `def build(self, input_shape):`    `self.attn_multi = MultiAttention(self.d_k, self.d_v, self.n_heads)`    `self.attn_dropout = Dropout(self.dropout_rate)`    `self.attn_normalize = LayerNormalization(input_shape=input_shape, epsilon=1e-6)``   `    `self.ff_conv1D_1 = Conv1D(filters=self.ff_dim, kernel_size=1, activation='relu')`    `# input_shape[0]=(batch, seq_len, 7), input_shape[0][-1] = 7``     self.ff_conv1D_2 = Conv1D(filters=input_shape[0][-1], kernel_size=1)  ``    self.ff_dropout = Dropout(self.dropout_rate)`    `self.ff_normalize = LayerNormalization(input_shape=input_shape, epsilon=1e-6)``  def call(self, inputs): # inputs = (in_seq, in_seq, in_seq)`    `attn_layer = self.attn_multi(inputs)`    `attn_layer = self.attn_dropout(attn_layer)`    `attn_layer = self.attn_normalize(inputs[0] + attn_layer)``   `    `ff_layer = self.ff_conv1D_1(attn_layer)`    `ff_layer = self.ff_conv1D_2(ff_layer)`    `ff_layer = self.ff_dropout(ff_layer)`    `ff_layer = self.ff_normalize(inputs[0] + ff_layer)`    `return ff_layer` `   `  `def get_config(self): # Needed for saving and loading model with custom layer`    `config = super().get_config().copy()`    `config.update({'d_k': self.d_k,`                   `'d_v': self.d_v,`                   `'n_heads': self.n_heads,`                   `'ff_dim': self.ff_dim,`                   `'attn_heads': self.attn_heads,`                   `'dropout_rate': self.dropout_rate})`    `return config

Model

def create_model():`  `'''Initialize time and transformer layers'''`  `time_embedding = Time2Vector(seq_len)`  `attn_layer1 = TransformerEncoder(d_k, d_v, n_heads, ff_dim)`  `attn_layer2 = TransformerEncoder(d_k, d_v, n_heads, ff_dim)`  `attn_layer3 = TransformerEncoder(d_k, d_v, n_heads, ff_dim)``   `  `'''Construct model'''`  `in_seq = Input(shape=(seq_len, 5))`  `x = time_embedding(in_seq)`  `x = Concatenate(axis=-1)([in_seq, x])`  `x = attn_layer1((x, x, x))`  `x = attn_layer2((x, x, x))`  `x = attn_layer3((x, x, x))`  `x = GlobalAveragePooling1D(data_format='channels_first')(x)`  `x = Dropout(0.1)(x)`  `x = Dense(64, activation='relu')(x)`  `x = Dropout(0.1)(x)`  `out = Dense(1, activation='linear')(x)``   `  `model = Model(inputs=in_seq, outputs=out)`  `model.compile(loss='mse', optimizer='adam', metrics=['mae', 'mape'])`  `return model``   ``   ``model = create_model()``model.summary()``   ``callback = tf.keras.callbacks.ModelCheckpoint('Transformer+TimeEmbedding.hdf5', ``                                               monitor='val_loss',  ``                                              save_best_only=True, verbose=1)``   ``history = model.fit(X_train, y_train, ``                     batch_size=batch_size,  ``                     epochs=35,  ``                    callbacks=[callback],`                    `validation_data=(X_val, y_val))`  `   ``model = tf.keras.models.load_model('Transformer+TimeEmbedding.hdf5',`                                   `custom_objects={'Time2Vector': Time2Vector,``                                                   'SingleAttention': SingleAttention,`                                                   `'MultiAttention': MultiAttention,`                                                   `'TransformerEncoder': TransformerEncoder})``   ``   ``###############################################################################``'''Calculate predictions and metrics'''``   ``#Calculate predication for training, validation and test data``train_pred = model.predict(X_train)``val_pred = model.predict(X_val)``test_pred = model.predict(X_test)``   ``#Print evaluation metrics for all datasets``train_eval = model.evaluate(X_train, y_train, verbose=0)``val_eval = model.evaluate(X_val, y_val, verbose=0)``test_eval = model.evaluate(X_test, y_test, verbose=0)``print(' ')``print('Evaluation metrics')``print('Training Data - Loss: {:.4f}, MAE: {:.4f}, MAPE: {:.4f}'.format(train_eval[0], train_eval[1], train_eval[2]))``print('Validation Data - Loss: {:.4f}, MAE: {:.4f}, MAPE: {:.4f}'.format(val_eval[0], val_eval[1], val_eval[2]))``print('Test Data - Loss: {:.4f}, MAE: {:.4f}, MAPE: {:.4f}'.format(test_eval[0], test_eval[1], test_eval[2]))``   ``###############################################################################``'''Display results'''``   ``fig = plt.figure(figsize=(15,20))``st = fig.suptitle("Transformer + TimeEmbedding Model", fontsize=22)``st.set_y(0.92)``   ``#Plot training data results``ax11 = fig.add_subplot(311)``ax11.plot(train_data[:, 3], label='IBM Closing Returns')``ax11.plot(np.arange(seq_len, train_pred.shape[0]+seq_len), train_pred, linewidth=3, label='Predicted IBM Closing Returns')``ax11.set_title("Training Data", fontsize=18)``ax11.set_xlabel('Date')``ax11.set_ylabel('IBM Closing Returns')``ax11.legend(loc="best", fontsize=12)``   ``#Plot validation data results``ax21 = fig.add_subplot(312)``ax21.plot(val_data[:, 3], label='IBM Closing Returns')``ax21.plot(np.arange(seq_len, val_pred.shape[0]+seq_len), val_pred, linewidth=3, label='Predicted IBM Closing Returns')``ax21.set_title("Validation Data", fontsize=18)``ax21.set_xlabel('Date')``ax21.set_ylabel('IBM Closing Returns')``ax21.legend(loc="best", fontsize=12)``   ``#Plot test data results``ax31 = fig.add_subplot(313)``ax31.plot(test_data[:, 3], label='IBM Closing Returns')``ax31.plot(np.arange(seq_len, test_pred.shape[0]+seq_len), test_pred, linewidth=3, label='Predicted IBM Closing Returns')``ax31.set_title("Test Data", fontsize=18)``ax31.set_xlabel('Date')``ax31.set_ylabel('IBM Closing Returns')``ax31.legend(loc="best", fontsize=12)

###############################################################################``'''Calculate predictions and metrics'''``   ``#Calculate predication for training, validation and test data``train_pred = model.predict(X_train)``val_pred = model.predict(X_val)``test_pred = model.predict(X_test)``   ``#Print evaluation metrics for all datasets``train_eval = model.evaluate(X_train, y_train, verbose=0)``val_eval = model.evaluate(X_val, y_val, verbose=0)``test_eval = model.evaluate(X_test, y_test, verbose=0)``print(' ')``print('Evaluation metrics')``print('Training Data - Loss: {:.4f}, MAE: {:.4f}, MAPE: {:.4f}'.format(train_eval[0], train_eval[1], train_eval[2]))``print('Validation Data - Loss: {:.4f}, MAE: {:.4f}, MAPE: {:.4f}'.format(val_eval[0], val_eval[1], val_eval[2]))``print('Test Data - Loss: {:.4f}, MAE: {:.4f}, MAPE: {:.4f}'.format(test_eval[0], test_eval[1], test_eval[2]))``   ``###############################################################################``'''Display results'''``   ``fig = plt.figure(figsize=(15,20))``st = fig.suptitle("Transformer + TimeEmbedding Model", fontsize=22)``st.set_y(0.92)``   ``#Plot training data results``ax11 = fig.add_subplot(311)``ax11.plot(train_data[:, 3], label='IBM Closing Returns')``ax11.plot(np.arange(seq_len, train_pred.shape[0]+seq_len), train_pred, linewidth=3, label='Predicted IBM Closing Returns')``ax11.set_title("Training Data", fontsize=18)``ax11.set_xlabel('Date')``ax11.set_ylabel('IBM Closing Returns')``ax11.legend(loc="best", fontsize=12)``   ``#Plot validation data results``ax21 = fig.add_subplot(312)``ax21.plot(val_data[:, 3], label='IBM Closing Returns')``ax21.plot(np.arange(seq_len, val_pred.shape[0]+seq_len), val_pred, linewidth=3, label='Predicted IBM Closing Returns')``ax21.set_title("Validation Data", fontsize=18)``ax21.set_xlabel('Date')``ax21.set_ylabel('IBM Closing Returns')``ax21.legend(loc="best", fontsize=12)``   ``#Plot test data results``ax31 = fig.add_subplot(313)``ax31.plot(test_data[:, 3], label='IBM Closing Returns')``ax31.plot(np.arange(seq_len, test_pred.shape[0]+seq_len), test_pred, linewidth=3, label='Predicted IBM Closing Returns')``ax31.set_title("Test Data", fontsize=18)``ax31.set_xlabel('Date')``ax31.set_ylabel('IBM Closing Returns')``ax31.legend(loc="best", fontsize=12)

Model metrics

'''Display model metrics'''``   ``fig = plt.figure(figsize=(15,20))``st = fig.suptitle("Transformer + TimeEmbedding Model Metrics", fontsize=22)``st.set_y(0.92)``   ``#Plot model loss``ax1 = fig.add_subplot(311)``ax1.plot(history.history['loss'], label='Training loss (MSE)')``ax1.plot(history.history['val_loss'], label='Validation loss (MSE)')``ax1.set_title("Model loss", fontsize=18)``ax1.set_xlabel('Epoch')``ax1.set_ylabel('Loss (MSE)')``ax1.legend(loc="best", fontsize=12)``   ``#Plot MAE``ax2 = fig.add_subplot(312)``ax2.plot(history.history['mae'], label='Training MAE')``ax2.plot(history.history['val_mae'], label='Validation MAE')``ax2.set_title("Model metric - Mean average error (MAE)", fontsize=18)``ax2.set_xlabel('Epoch')``ax2.set_ylabel('Mean average error (MAE)')``ax2.legend(loc="best", fontsize=12)``   ``#Plot MAPE``ax3 = fig.add_subplot(313)``ax3.plot(history.history['mape'], label='Training MAPE')``ax3.plot(history.history['val_mape'], label='Validation MAPE')``ax3.set_title("Model metric - Mean average percentage error (MAPE)", fontsize=18)``ax3.set_xlabel('Epoch')``ax3.set_ylabel('Mean average percentage error (MAPE)')``ax3.legend(loc="best", fontsize=12)

Model architecture overview

tf.keras.utils.plot_model(`    `model,`    `to_file="IBM_Transformer+TimeEmbedding.png",`    `show_shapes=True,`    `show_layer_names=True,`    `expand_nested=True,`    `dpi=96,)
tf.keras.utils.plot_model(`    `model,`    `to_file="IBM_Transformer+TimeEmbedding.png",`    `show_shapes=True,`    `show_layer_names=True,`    `expand_nested=True,`    `dpi=96,)

Moving Average

Moving Average - Load IBM data again, to apply rolling window

IBM_path = 'IBM.csv'``   ``df = pd.read_csv(IBM_path, delimiter=',', usecols=['Date', 'Open', 'High', 'Low', 'Close', 'Volume'])``   ``# Replace 0 to avoid dividing by 0 later on``df['Volume'].replace(to_replace=0, method='ffill', inplace=True)` `df.sort_values('Date', inplace=True)``   ``# Apply moving average with a window of 10 days to all columns``df[['Open', 'High', 'Low', 'Close', 'Volume']] = df[['Open', 'High', 'Low', 'Close', 'Volume']].rolling(10).mean()` `   ``# Drop all rows with NaN values``df.dropna(how='any', axis=0, inplace=True)` `df.head()

Moving Average - Plot daily IBM closing prices and volume

fig = plt.figure(figsize=(15,10))``st = fig.suptitle("IBM Close Price and Volume", fontsize=20)``st.set_y(0.92)``   ``ax1 = fig.add_subplot(211)``ax1.plot(df['Close'], label='IBM Close Price')``ax1.set_xticks(range(0, df.shape[0], 1464))``ax1.set_xticklabels(df['Date'].loc[::1464])``ax1.set_ylabel('Close Price', fontsize=18)``ax1.legend(loc="upper left", fontsize=12)``   ``ax2 = fig.add_subplot(212)``ax2.plot(df['Volume'], label='IBM Volume')``ax2.set_xticks(range(0, df.shape[0], 1464))``ax2.set_xticklabels(df['Date'].loc[::1464])``ax2.set_ylabel('Volume', fontsize=18)``ax2.legend(loc="upper left", fontsize=12)

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