dataframe 循环_Python深度学习 6.2 理解循环神经网络

SimpleRNN

SimpleRNN 可以在两种不同的模式下运行：一种是返回每 个时间步连续输出的完整序列，即形状为 (batch_size, timesteps, output_features) 的三维张量；另一种是只返回每个输入序列的最终输出，即形状为 (batch_size, output_ features) 的二维张量。这两种模式由 return_sequences 这个构造函数参数来控制。

model = Sequential()
model.add(Embedding(max_features, 32)) model.add(SimpleRNN(32))
model.add(Dense(1, activation='sigmoid'))
model.compile(optimizer='rmsprop', loss='binary_crossentropy', metrics=['acc']) 
history = model.fit(input_train, y_train, epochs=10,batch_size=128, validation_split=0.2)

LSTM

SimpleRNN 的最大问题是， 在时刻 t，理论上来说，它应该能够记住许多时间步之前见过的信息，但实际上它是不可能学 到这种长期依赖的。其原因在于梯度消失问题（vanishing gradient problem），这一效应类似于在层数较多的非循环网络（即前馈网络）中观察到的效应：随着层数的增加，网络最终变得无法训练。

LSTM 层是 SimpleRNN 层的一种变体，它增加了一种携带信息跨越多个时间步的方法。假 设有一条传送带，其运行方向平行于你所处理的序列。序列中的信息可以在任意位置跳上传送带， 然后被传送到更晚的时间步，并在需要时原封不动地跳回来。这实际上就是 LSTM 的原理：它保存信息以便后面使用，从而防止较早期的信号在处理过程中逐渐消失。

你只需要记住 LSTM 单元的作用：允许过去的信息稍后重新进入，从而解决梯度消失问题。

from keras.layers import LSTM 
model = Sequential()
model.add(Embedding(max_features, 32)) 
model.add(LSTM(32))
model.add(Dense(1, activation='sigmoid'))
model.compile(optimizer='rmsprop', loss='binary_crossentropy', metrics=['acc'])
history = model.fit(input_train, y_train, epochs=10,batch_size=128, validation_split=0.2)

下面这个例子练手lstm

如何将时间序列转换为监督学习问题（这一点很值得学习！）

https://blog.csdn.net/u012735708/article/details/82769711​blog.csdn.net

上面这个例子代码修改了一下，忘记运行read_raw()函数了。

import pandas as pd
from datetime import datetime
from matplotlib import pyplot
from sklearn.preprocessing import LabelEncoder, MinMaxScaler
from sklearn.metrics import mean_squared_error
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from numpy import concatenate
from math import sqrt
import os

# load data
def parse(x):
    return datetime.strptime(x, '%Y %m %d %H')


def read_raw():
    dataset = pd.read_csv('PRSA_data_2010.1.1-2014.12.31.csv', parse_dates=[['year', 'month', 'day', 'hour']], index_col=0, date_parser=parse)
    dataset.drop('No', axis=1, inplace=True)
    # manually specify column names
    dataset.columns = ['pollution', 'dew', 'temp', 'press', 'wnd_dir', 'wnd_spd', 'snow', 'rain']
    dataset.index.name = 'date'
    # mark all NA values with 0
    dataset['pollution'].fillna(0, inplace=True)
    # drop the first 24 hours
    dataset = dataset[24:]
    # summarize first 5 rows
    print(dataset.head(5))
    # save to file
    dataset.to_csv('pollution.csv')


def drow_pollution():
    dataset = pd.read_csv('pollution.csv', header=0, index_col=0)
    values = dataset.values
    # specify columns to plot
    groups = [0, 1, 2, 3, 5, 6, 7]
    i = 1
    # plot each column
    pyplot.figure(figsize=(10, 10))
    for group in groups:
        pyplot.subplot(len(groups), 1, i)
        pyplot.plot(values[:, group])
        pyplot.title(dataset.columns[group], y=0.5, loc='right')
        i += 1
    pyplot.show()


def series_to_supervised(data, n_in=1, n_out=1, dropnan=True):
    # convert series to supervised learning
    n_vars = 1 if type(data) is list else data.shape[1]
    df = pd.DataFrame(data)
    cols, names = list(), list()
    # input sequence (t-n, ... t-1)
    for i in range(n_in, 0, -1):
        cols.append(df.shift(i))
        names += [('var%d(t-%d)' % (j + 1, i)) for j in range(n_vars)]
    # forecast sequence (t, t+1, ... t+n)
    for i in range(0, n_out):
        cols.append(df.shift(-i))
        if i == 0:
            names += [('var%d(t)' % (j + 1)) for j in range(n_vars)]
        else:
            names += [('var%d(t+%d)' % (j + 1, i)) for j in range(n_vars)]
    # put it all together
    agg = pd.concat(cols, axis=1)
    agg.columns = names
    # drop rows with NaN values
    if dropnan:
        agg.dropna(inplace=True)
    return agg


def cs_to_sl():
    # load dataset
    dataset = pd.read_csv('pollution.csv', header=0, index_col=0)
    values = dataset.values
    # integer encode direction
    encoder = LabelEncoder()
    values[:, 4] = encoder.fit_transform(values[:, 4])
    # ensure all data is float
    values = values.astype('float32')
    # normalize features
    scaler = MinMaxScaler(feature_range=(0, 1))
    scaled = scaler.fit_transform(values)
    # frame as supervised learning
    reframed = series_to_supervised(scaled, 1, 1)
    # drop columns we don't want to predict
    reframed.drop(reframed.columns[[9, 10, 11, 12, 13, 14, 15]], axis=1, inplace=True)
    print(reframed.head())
    return reframed, scaler


def train_test(reframed):
    # split into train and test sets
    values = reframed.values
    n_train_hours = 365 * 24
    train = values[:n_train_hours, :]
    test = values[n_train_hours:, :]
    # split into input and outputs
    train_X, train_y = train[:, :-1], train[:, -1]
    test_X, test_y = test[:, :-1], test[:, -1]
    # reshape input to be 3D [samples, timesteps, features]
    train_X = train_X.reshape((train_X.shape[0], 1, train_X.shape[1]))
    test_X = test_X.reshape((test_X.shape[0], 1, test_X.shape[1]))
    print(train_X.shape, train_y.shape, test_X.shape, test_y.shape)
    return train_X, train_y, test_X, test_y


def fit_network(train_X, train_y, test_X, test_y, scaler):
    model = Sequential()
    model.add(LSTM(50, input_shape=(train_X.shape[1], train_X.shape[2])))
    model.add(Dense(1))
    model.compile(loss='mae', optimizer='adam')
    # fit network
    history = model.fit(train_X, train_y, epochs=50, batch_size=72, validation_data=(test_X, test_y), verbose=2,
                        shuffle=False)
    # plot history
    pyplot.plot(history.history['loss'], label='train')
    pyplot.plot(history.history['val_loss'], label='test')
    pyplot.legend()
    pyplot.show()
    # make a prediction
    yhat = model.predict(test_X)
    test_X = test_X.reshape((test_X.shape[0], test_X.shape[2]))
    # invert scaling for forecast
    inv_yhat = concatenate((yhat, test_X[:, 1:]), axis=1)
    inv_yhat = scaler.inverse_transform(inv_yhat)
    inv_yhat = inv_yhat[:, 0]
    # invert scaling for actual
    inv_y = scaler.inverse_transform(test_X)
    inv_y = inv_y[:, 0]
    # calculate RMSE
    rmse = sqrt(mean_squared_error(inv_y, inv_yhat))
    print('Test RMSE: %.3f' % rmse)

if __name__ == '__main__':
    os.environ['CUDA_VISIBLE_DEVICES'] = '0'
    read_raw()
    drow_pollution()
    reframed, scaler = cs_to_sl()
    train_X, train_y, test_X, test_y = train_test(reframed)
    fit_network(train_X, train_y, test_X, test_y, scaler)