在tensorflow里RNN才是做回归计算的正规军,其中LSTM更是让人工智能有了记忆,如果cnn最适合做的是图像识别,那么LSTM就是视频识别。网上的教程多是用正余弦数据在做预测,输入输出都是一维,我这用波士顿房价,输入是13个特征!
注意与前面两个模型不同的是,没有用train_test_split把训练数据分割,而是用的时序数据。
代码中注释比较少,不明白的可以看周莫烦的视频!
https://morvanzhou.github.io/tutorials/machine-learning/tensorflow/5-09-RNN3/
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# 参考https://morvanzhou.github.io/tutorials/machine-learning/tensorflow/5-09-RNN3/
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from sklearn.datasets import load_boston
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from sklearn import preprocessing
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import tensorflow as tf
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import numpy as np
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# 波士顿房价数据
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boston = load_boston()
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x = boston.data
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y = boston.target
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print( '波士顿数据X:',x.shape) # (506, 13)
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# print(x[::100])
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print( '波士顿房价Y:',y.shape)
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# print(y[::100])
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# 数据标准化
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ss_x = preprocessing.StandardScaler()
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train_x = ss_x.fit_transform(x)
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ss_y = preprocessing.StandardScaler()
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train_y = ss_y.fit_transform(y.reshape( -1, 1))
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BATCH_START = 0 # 建立 batch data 时候的 index
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TIME_STEPS = 10 # backpropagation through time 的 time_steps
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BATCH_SIZE = 30
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INPUT_SIZE = 13 # sin 数据输入 size
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OUTPUT_SIZE = 1 # cos 数据输出 size
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CELL_SIZE = 10 # RNN 的 hidden unit size
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LR = 0.006 # learning rate
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def get_batch_boston():
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global train_x, train_y,BATCH_START, TIME_STEPS
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x_part1 = train_x[BATCH_START : BATCH_START+TIME_STEPS*BATCH_SIZE]
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y_part1 = train_y[BATCH_START : BATCH_START+TIME_STEPS*BATCH_SIZE]
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print( '时间段=', BATCH_START, BATCH_START + TIME_STEPS * BATCH_SIZE)
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seq =x_part1.reshape((BATCH_SIZE, TIME_STEPS ,INPUT_SIZE))
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res =y_part1.reshape((BATCH_SIZE, TIME_STEPS , 1))
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BATCH_START += TIME_STEPS
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# returned seq, res and xs: shape (batch, step, input)
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#np.newaxis 用来增加一个维度 变为三个维度,第三个维度将用来存上一批样本的状态
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return [seq , res ]
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def get_batch():
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global BATCH_START, TIME_STEPS
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# xs shape (50batch, 20steps)
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xs = np.arange(BATCH_START, BATCH_START+TIME_STEPS*BATCH_SIZE).reshape((BATCH_SIZE, TIME_STEPS)) / ( 10*np.pi)
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print( 'xs.shape=',xs.shape)
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seq = np.sin(xs)
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res = np.cos(xs)
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BATCH_START += TIME_STEPS
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# import matplotlib.pyplot as plt
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# plt.plot(xs[0, :], res[0, :], 'r', xs[0, :], seq[0, :], 'b--')
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# plt.show()
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print( '增加维度前:',seq.shape)
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print( seq[: 2])
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print( '增加维度后:',seq[:, :, np.newaxis].shape)
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print(seq[: 2])
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# returned seq, res and xs: shape (batch, step, input)
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#np.newaxis 用来增加一个维度 变为三个维度,第三个维度将用来存上一批样本的状态
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return [seq[:, :, np.newaxis], res[:, :, np.newaxis], xs]
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class LSTMRNN(object):
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def __init__(self, n_steps, input_size, output_size, cell_size, batch_size):
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'''
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:param n_steps: 每批数据总包含多少时间刻度
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:param input_size: 输入数据的维度
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:param output_size: 输出数据的维度 如果是类似价格曲线的话,应该为1
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:param cell_size: cell的大小
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:param batch_size: 每批次训练数据的数量
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'''
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self.n_steps = n_steps
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self.input_size = input_size
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self.output_size = output_size
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self.cell_size = cell_size
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self.batch_size = batch_size
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with tf.name_scope( 'inputs'):
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self.xs = tf.placeholder(tf.float32, [ None, n_steps, input_size], name= 'xs') #xs 有三个维度
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self.ys = tf.placeholder(tf.float32, [ None, n_steps, output_size], name= 'ys') #ys 有三个维度
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with tf.variable_scope( 'in_hidden'):
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self.add_input_layer()
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with tf.variable_scope( 'LSTM_cell'):
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self.add_cell()
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with tf.variable_scope( 'out_hidden'):
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self.add_output_layer()
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with tf.name_scope( 'cost'):
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self.compute_cost()
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with tf.name_scope( 'train'):
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self.train_op = tf.train.AdamOptimizer(LR).minimize(self.cost)
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#增加一个输入层
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def add_input_layer(self,):
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# l_in_x:(batch*n_step, in_size),相当于把这个批次的样本串到一个长度1000的时间线上,每批次50个样本,每个样本20个时刻
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l_in_x = tf.reshape(self.xs, [ -1, self.input_size], name= '2_2D') #-1 表示任意行数
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# Ws (in_size, cell_size)
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Ws_in = self._weight_variable([self.input_size, self.cell_size])
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# bs (cell_size, )
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bs_in = self._bias_variable([self.cell_size,])
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# l_in_y = (batch * n_steps, cell_size)
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with tf.name_scope( 'Wx_plus_b'):
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l_in_y = tf.matmul(l_in_x, Ws_in) + bs_in
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# reshape l_in_y ==> (batch, n_steps, cell_size)
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self.l_in_y = tf.reshape(l_in_y, [ -1, self.n_steps, self.cell_size], name= '2_3D')
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#多时刻的状态叠加层
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def add_cell(self):
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lstm_cell = tf.nn.rnn_cell.BasicLSTMCell(self.cell_size, forget_bias= 1.0, state_is_tuple= True)
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with tf.name_scope( 'initial_state'):
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self.cell_init_state = lstm_cell.zero_state(self.batch_size, dtype=tf.float32)
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#time_major=False 表示时间主线不是第一列batch
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self.cell_outputs, self.cell_final_state = tf.nn.dynamic_rnn(
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lstm_cell, self.l_in_y, initial_state=self.cell_init_state, time_major= False)
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# 增加一个输出层
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def add_output_layer(self):
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# shape = (batch * steps, cell_size)
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l_out_x = tf.reshape(self.cell_outputs, [ -1, self.cell_size], name= '2_2D')
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Ws_out = self._weight_variable([self.cell_size, self.output_size])
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bs_out = self._bias_variable([self.output_size, ])
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# shape = (batch * steps, output_size)
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with tf.name_scope( 'Wx_plus_b'):
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self.pred = tf.matmul(l_out_x, Ws_out) + bs_out #预测结果
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def compute_cost(self):
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losses = tf.nn.seq2seq.sequence_loss_by_example(
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[tf.reshape(self.pred, [ -1], name= 'reshape_pred')],
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[tf.reshape(self.ys, [ -1], name= 'reshape_target')],
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[tf.ones([self.batch_size * self.n_steps], dtype=tf.float32)],
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average_across_timesteps= True,
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softmax_loss_function=self.ms_error,
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name= 'losses'
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)
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with tf.name_scope( 'average_cost'):
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self.cost = tf.div(
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tf.reduce_sum(losses, name= 'losses_sum'),
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self.batch_size,
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name= 'average_cost')
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tf.scalar_summary( 'cost', self.cost)
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def ms_error(self, y_pre, y_target):
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return tf.square(tf.sub(y_pre, y_target))
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def _weight_variable(self, shape, name='weights'):
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initializer = tf.random_normal_initializer(mean= 0., stddev= 1.,)
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return tf.get_variable(shape=shape, initializer=initializer, name=name)
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def _bias_variable(self, shape, name='biases'):
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initializer = tf.constant_initializer( 0.1)
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return tf.get_variable(name=name, shape=shape, initializer=initializer)
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if __name__ == '__main__':
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seq, res = get_batch_boston()
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model = LSTMRNN(TIME_STEPS, INPUT_SIZE, OUTPUT_SIZE, CELL_SIZE, BATCH_SIZE)
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sess = tf.Session()
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merged = tf.merge_all_summaries()
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writer = tf.train.SummaryWriter( "logs", sess.graph)
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# tf.initialize_all_variables() no long valid from
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# 2017-03-02 if using tensorflow >= 0.12
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sess.run(tf.global_variables_initializer())
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# relocate to the local dir and run this line to view it on Chrome (http://0.0.0.0:6006/):
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# $ tensorboard --logdir='logs'
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for j in range( 200): #训练200次
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pred_res= None
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for i in range( 20): #把整个数据分为20个时间段
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seq, res = get_batch_boston()
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if i == 0:
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feed_dict = {
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model.xs: seq,
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model.ys: res,
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# create initial state
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}
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else:
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feed_dict = {
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model.xs: seq,
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model.ys: res,
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model.cell_init_state: state # use last state as the initial state for this run
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}
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_, cost, state, pred = sess.run(
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[model.train_op, model.cost, model.cell_final_state, model.pred],
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feed_dict=feed_dict)
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pred_res=pred
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result = sess.run(merged, feed_dict)
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writer.add_summary(result, i)
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print( '{0} cost: '.format(j ), round(cost, 4))
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BATCH_START= 0 #从头再来一遍
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# 画图
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print( "结果:",pred_res.shape)
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#与最后一次训练所用的数据保持一致
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train_y = train_y[ 190: 490]
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print( '实际',train_y.flatten().shape)
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r_size=BATCH_SIZE * TIME_STEPS
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###画图###########################################################################
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import matplotlib.pyplot as plt
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fig = plt.figure(figsize=( 20, 3)) # dpi参数指定绘图对象的分辨率,即每英寸多少个像素,缺省值为80
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axes = fig.add_subplot( 1, 1, 1)
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#为了方便看,只显示了后100行数据
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line1,=axes.plot(range( 100), pred.flatten()[ -100:] , 'b--',label= 'rnn计算结果')
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#line2,=axes.plot(range(len(gbr_pridict)), gbr_pridict, 'r--',label='优选参数')
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line3,=axes.plot(range( 100), train_y.flatten()[ - 100:], 'r',label= '实际')
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axes.grid()
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fig.tight_layout()
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#plt.legend(handles=[line1, line2,line3])
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plt.legend(handles=[line1, line3])
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plt.title( '递归神经网络')
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plt.show()
本文原址:http://blog.csdn.net/baixiaozhe/article/details/54410313
lstm输入和输出都是时序数据,是尊重时间的,和上两篇用的交叉数据集是不一样的,所以 结果是这样的: