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scc413_cw1.py
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# -*- coding: utf-8 -*-
"""SCC413 Coursework1.ipynb
Automatically generated by Colaboratory.
Original file is located at
https://colab.research.google.com/drive/1v7CoumwRlu7_Ose6HMNrlDpr2oCqtn3q
#SCC413 Coursework 1
### Imports
"""
import sys
import os
import operator
import time
import matplotlib.pyplot as plt
import numpy as np
import pandas as pd
import tensorflow as tf
import tensorflow_addons as tfa
import tensorflow.keras as keras
from sklearn.preprocessing import LabelEncoder, OneHotEncoder
from sklearn.metrics import accuracy_score, precision_score, recall_score
from sklearn.model_selection import train_test_split
from scipy.interpolate import interp1d
from scipy.io import loadmat
"""### Test on ECG Data
The dataset you will use is based on one from [timeseriesclassification.com](http://www.timeseriesclassification.com/description.php?Dataset=ECG5000).
Try to design and train your MLP to classify normal and abnormal ECG samples.
"""
"""# Model Object Definitions
## MLP Model
"""
class Classifier_MLP:
def __init__(self, output_directory, input_shape, nb_classes, verbose=False,build=True):
self.output_directory = output_directory
if build == True:
self.model = self.build_model(input_shape, nb_classes)
if(verbose==True):
self.model.summary()
self.verbose = verbose
self.model.save_weights(self.output_directory + 'model_init.hdf5')
return
def build_model(self, input_shape, nb_classes):
input_layer = keras.layers.Input(input_shape)
# flatten/reshape because when multivariate all should be on the same axis
input_layer_flattened = keras.layers.Flatten()(input_layer)
layer_1 = keras.layers.Dropout(0.1)(input_layer_flattened)
layer_1 = keras.layers.Dense(500, activation='relu')(layer_1)
layer_2 = keras.layers.Dropout(0.2)(layer_1)
layer_2 = keras.layers.Dense(500, activation='relu')(layer_2)
layer_3 = keras.layers.Dropout(0.2)(layer_2)
layer_3 = keras.layers.Dense(500, activation='relu')(layer_3)
output_layer = keras.layers.Dropout(0.3)(layer_3)
output_layer = keras.layers.Dense(nb_classes, activation='softmax')(output_layer)
model = keras.models.Model(inputs=input_layer, outputs=output_layer)
model.compile(loss='categorical_crossentropy', optimizer=keras.optimizers.Adadelta(),
metrics=['accuracy'])
reduce_lr = keras.callbacks.ReduceLROnPlateau(monitor='loss', factor=0.5, patience=200, min_lr=0.1)
file_path = self.output_directory+'best_model.hdf5'
model_checkpoint = keras.callbacks.ModelCheckpoint(filepath=file_path, monitor='loss',
save_best_only=True)
self.callbacks = [reduce_lr,model_checkpoint]
return model
def fit(self, x_train, y_train, x_val, y_val,y_true):
if not tf.test.is_gpu_available:
print('error')
exit()
# x_val and y_val are only used to monitor the test loss and NOT for training
batch_size = 16
nb_epochs = 500
mini_batch_size = int(min(x_train.shape[0]/10, batch_size))
start_time = time.time()
hist = self.model.fit(x_train, y_train, batch_size=mini_batch_size, epochs=nb_epochs,
verbose=self.verbose, validation_data=(x_val,y_val), callbacks=self.callbacks)
duration = time.time() - start_time
self.model.save(self.output_directory + 'last_model.hdf5')
model = keras.models.load_model(self.output_directory+'best_model.hdf5')
y_pred = model.predict(x_val)
# convert the predicted from binary to integer
y_pred = np.argmax(y_pred , axis=1)
save_logs(self.output_directory, hist, y_pred, y_true, duration)
keras.backend.clear_session()
def predict(self, x_test, y_true,x_train,y_train,y_test,return_df_metrics = True):
model_path = self.output_directory + 'best_model.hdf5'
model = keras.models.load_model(model_path)
y_pred = model.predict(x_test)
if return_df_metrics:
y_pred = np.argmax(y_pred, axis=1)
df_metrics = calculate_metrics(y_true, y_pred, 0.0)
return df_metrics
else:
return y_pred
"""## RESNET Model"""
class Classifier_RESNET:
def __init__(self, output_directory, input_shape, nb_classes, verbose=False, build=True, load_weights=False):
self.output_directory = output_directory
if build == True:
self.model = self.build_model(input_shape, nb_classes)
if (verbose == True):
self.model.summary()
self.verbose = verbose
if load_weights == True:
self.model.load_weights(self.output_directory
.replace('resnet_augment', 'resnet')
.replace('TSC_itr_augment_x_10', 'TSC_itr_10')
+ '/model_init.hdf5')
else:
self.model.save_weights(self.output_directory + 'model_init.hdf5')
return
def build_model(self, input_shape, nb_classes):
n_feature_maps = 64
input_layer = keras.layers.Input(input_shape)
# BLOCK 1
conv_x = keras.layers.Conv1D(filters=n_feature_maps, kernel_size=8, padding='same')(input_layer)
conv_x = keras.layers.BatchNormalization()(conv_x)
conv_x = keras.layers.Activation('relu')(conv_x)
conv_y = keras.layers.Conv1D(filters=n_feature_maps, kernel_size=5, padding='same')(conv_x)
conv_y = keras.layers.BatchNormalization()(conv_y)
conv_y = keras.layers.Activation('relu')(conv_y)
conv_z = keras.layers.Conv1D(filters=n_feature_maps, kernel_size=3, padding='same')(conv_y)
conv_z = keras.layers.BatchNormalization()(conv_z)
# expand channels for the sum
shortcut_y = keras.layers.Conv1D(filters=n_feature_maps, kernel_size=1, padding='same')(input_layer)
shortcut_y = keras.layers.BatchNormalization()(shortcut_y)
output_block_1 = keras.layers.add([shortcut_y, conv_z])
output_block_1 = keras.layers.Activation('relu')(output_block_1)
# BLOCK 2
conv_x = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=8, padding='same')(output_block_1)
conv_x = keras.layers.BatchNormalization()(conv_x)
conv_x = keras.layers.Activation('relu')(conv_x)
conv_y = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=5, padding='same')(conv_x)
conv_y = keras.layers.BatchNormalization()(conv_y)
conv_y = keras.layers.Activation('relu')(conv_y)
conv_z = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=3, padding='same')(conv_y)
conv_z = keras.layers.BatchNormalization()(conv_z)
# expand channels for the sum
shortcut_y = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=1, padding='same')(output_block_1)
shortcut_y = keras.layers.BatchNormalization()(shortcut_y)
output_block_2 = keras.layers.add([shortcut_y, conv_z])
output_block_2 = keras.layers.Activation('relu')(output_block_2)
# BLOCK 3
conv_x = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=8, padding='same')(output_block_2)
conv_x = keras.layers.BatchNormalization()(conv_x)
conv_x = keras.layers.Activation('relu')(conv_x)
conv_y = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=5, padding='same')(conv_x)
conv_y = keras.layers.BatchNormalization()(conv_y)
conv_y = keras.layers.Activation('relu')(conv_y)
conv_z = keras.layers.Conv1D(filters=n_feature_maps * 2, kernel_size=3, padding='same')(conv_y)
conv_z = keras.layers.BatchNormalization()(conv_z)
# no need to expand channels because they are equal
shortcut_y = keras.layers.BatchNormalization()(output_block_2)
output_block_3 = keras.layers.add([shortcut_y, conv_z])
output_block_3 = keras.layers.Activation('relu')(output_block_3)
# FINAL
gap_layer = keras.layers.GlobalAveragePooling1D()(output_block_3)
output_layer = keras.layers.Dense(nb_classes, activation='softmax')(gap_layer)
model = keras.models.Model(inputs=input_layer, outputs=output_layer)
model.compile(loss='categorical_crossentropy', optimizer=keras.optimizers.Adam(),
metrics=['accuracy'])
reduce_lr = keras.callbacks.ReduceLROnPlateau(monitor='loss', factor=0.5, patience=50, min_lr=0.0001)
file_path = self.output_directory + 'best_model.hdf5'
model_checkpoint = keras.callbacks.ModelCheckpoint(filepath=file_path, monitor='loss',
save_best_only=True)
self.callbacks = [reduce_lr, model_checkpoint]
return model
def fit(self, x_train, y_train, x_val, y_val, y_true):
if not tf.test.is_gpu_available:
print('error')
exit()
# x_val and y_val are only used to monitor the test loss and NOT for training
batch_size = 64
nb_epochs = 500
mini_batch_size = int(min(x_train.shape[0] / 10, batch_size))
start_time = time.time()
hist = self.model.fit(x_train, y_train, batch_size=mini_batch_size, epochs=nb_epochs,
verbose=self.verbose, validation_data=(x_val, y_val), callbacks=self.callbacks)
duration = time.time() - start_time
self.model.save(self.output_directory + 'last_model.hdf5')
y_pred = self.predict(x_val, y_true, x_train, y_train, y_val,
return_df_metrics=False)
# save predictions
np.save(self.output_directory + 'y_pred.npy', y_pred)
# convert the predicted from binary to integer
y_pred = np.argmax(y_pred, axis=1)
df_metrics = save_logs(self.output_directory, hist, y_pred, y_true, duration)
keras.backend.clear_session()
return df_metrics
def predict(self, x_test, y_true, x_train, y_train, y_test, return_df_metrics=True):
start_time = time.time()
model_path = self.output_directory + 'best_model.hdf5'
model = keras.models.load_model(model_path)
y_pred = model.predict(x_test)
if return_df_metrics:
y_pred = np.argmax(y_pred, axis=1)
df_metrics = calculate_metrics(y_true, y_pred, 0.0)
return df_metrics
else:
test_duration = time.time() - start_time
save_test_duration(self.output_directory + 'test_duration.csv', test_duration)
return y_pred
"""### Encoder """
class Classifier_ENCODER:
def __init__(self, output_directory, input_shape, nb_classes, verbose=False,build=True):
self.output_directory = output_directory
if build == True:
self.model = self.build_model(input_shape, nb_classes)
if (verbose == True):
self.model.summary()
self.verbose = verbose
self.model.save_weights(self.output_directory + 'model_init.hdf5')
def build_model(self, input_shape, nb_classes):
input_layer = keras.layers.Input(input_shape)
# conv block -1
conv1 = keras.layers.Conv1D(filters=128,kernel_size=5,strides=1,padding='same')(input_layer)
conv1 = tfa.layers.InstanceNormalization()(conv1)
conv1 = keras.layers.PReLU(shared_axes=[1])(conv1)
conv1 = keras.layers.Dropout(rate=0.2)(conv1)
conv1 = keras.layers.MaxPooling1D(pool_size=2)(conv1)
# conv block -2
conv2 = keras.layers.Conv1D(filters=256,kernel_size=11,strides=1,padding='same')(conv1)
conv2 = tfa.layers.InstanceNormalization()(conv2)
conv2 = keras.layers.PReLU(shared_axes=[1])(conv2)
conv2 = keras.layers.Dropout(rate=0.2)(conv2)
conv2 = keras.layers.MaxPooling1D(pool_size=2)(conv2)
# conv block -3
conv3 = keras.layers.Conv1D(filters=512,kernel_size=21,strides=1,padding='same')(conv2)
conv3 = tfa.layers.InstanceNormalization()(conv3)
conv3 = keras.layers.PReLU(shared_axes=[1])(conv3)
conv3 = keras.layers.Dropout(rate=0.2)(conv3)
# split for attention
attention_data = keras.layers.Lambda(lambda x: x[:,:,:256])(conv3)
attention_softmax = keras.layers.Lambda(lambda x: x[:,:,256:])(conv3)
# attention mechanism
attention_softmax = keras.layers.Softmax()(attention_softmax)
multiply_layer = keras.layers.Multiply()([attention_softmax,attention_data])
# last layer
dense_layer = keras.layers.Dense(units=256,activation='sigmoid')(multiply_layer)
dense_layer = tfa.layers.InstanceNormalization()(dense_layer)
# output layer
flatten_layer = keras.layers.Flatten()(dense_layer)
output_layer = keras.layers.Dense(units=nb_classes,activation='softmax')(flatten_layer)
model = keras.models.Model(inputs=input_layer, outputs=output_layer)
model.compile(loss='categorical_crossentropy', optimizer=keras.optimizers.Adam(0.00001),
metrics=['accuracy'])
file_path = self.output_directory + 'best_model.hdf5'
model_checkpoint = keras.callbacks.ModelCheckpoint(filepath=file_path,
monitor='loss', save_best_only=True)
self.callbacks = [model_checkpoint]
return model
def fit(self, x_train, y_train, x_val, y_val, y_true):
if not tf.test.is_gpu_available:
print('error')
exit()
# x_val and y_val are only used to monitor the test loss and NOT for training
batch_size = 12
nb_epochs = 100
mini_batch_size = batch_size
start_time = time.time()
hist = self.model.fit(x_train, y_train, batch_size=mini_batch_size, epochs=nb_epochs,
verbose=self.verbose, validation_data=(x_val, y_val), callbacks=self.callbacks)
duration = time.time() - start_time
self.model.save(self.output_directory+'last_model.hdf5')
model = keras.models.load_model(self.output_directory + 'best_model.hdf5')
y_pred = model.predict(x_val)
# convert the predicted from binary to integer
y_pred = np.argmax(y_pred, axis=1)
save_logs(self.output_directory, hist, y_pred, y_true, duration, lr=False)
keras.backend.clear_session()
def predict(self, x_test,y_true,x_train,y_train,y_test,return_df_metrics = True):
model_path = self.output_directory + 'best_model.hdf5'
model = keras.models.load_model(model_path)
y_pred = model.predict(x_test)
if return_df_metrics:
y_pred = np.argmax(y_pred, axis=1)
df_metrics = calculate_metrics(y_true, y_pred, 0.0)
return df_metrics
else:
return y_pred
"""## MCNN Model"""
class Classifier_MCNN:
def __init__(self, output_directory, verbose, build=True):
self.output_directory = output_directory
self.verbose = verbose
#self.pool_factors = [2,3,5] # used for hyperparameters grid search
self.pool_factors = [2, 3, 5] # used for hyperparameters grid search
self.filter_sizes = [0.05,0.1,0.2] # used for hyperparameters grid search
def slice_data(self, data_x, data_y, slice_ratio):
n = data_x.shape[0]
length = data_x.shape[1]
n_dim = data_x.shape[2] # for MTS
nb_classes = data_y.shape[1]
length_sliced = int(length * slice_ratio)
increase_num = length - length_sliced + 1 #if increase_num =5, it means one ori becomes 5 new instances.
n_sliced = n * increase_num
new_x = np.zeros((n_sliced, length_sliced,n_dim))
new_y = np.zeros((n_sliced,nb_classes))
for i in range(n):
for j in range(increase_num):
new_x[i * increase_num + j, :,:] = data_x[i,j : j + length_sliced,:]
new_y[i * increase_num + j] = np.int_(data_y[i].astype(np.float32))
return new_x, new_y
def split_train(self, train_x,train_y):
#shuffle for splitting train set and dataset
n = train_x.shape[0]
ind = np.arange(n)
np.random.shuffle(ind) #shuffle the train set
#split train set into train set and validation set
valid_x = train_x[ind[0:int(0.2 * n)]]
valid_y = train_y[ind[0:int(0.2 * n)]]
ind = np.delete(ind, (range(0,int(0.2 * n))))
train_x = train_x[ind]
train_y = train_y[ind]
return train_x,train_y,valid_x,valid_y
def _downsample(self, data_x, sample_rate, offset = 0):
num = data_x.shape[0]
length_x = data_x.shape[1]
num_dim = data_x.shape[2] # for MTS
last_one = 0
if length_x % sample_rate > offset:
last_one = 1
new_length = int(np.floor( length_x / sample_rate)) + last_one
output = np.zeros((num, new_length,num_dim))
for i in range(new_length):
output[:,i] = np.array(data_x[:,offset + sample_rate * i])
return output
def _movingavrg(self, data_x, window_size):
num = data_x.shape[0]
length_x = data_x.shape[1]
num_dim = data_x.shape[2] # for MTS
output_len = length_x - window_size + 1
output = np.zeros((num, output_len,num_dim))
for i in range(output_len):
output[:,i] = np.mean(data_x[:, i : i + window_size], axis = 1)
return output
def movingavrg(self, data_x, window_base, step_size, num):
if num == 0:
return (None, [])
out = self._movingavrg(data_x, window_base)
data_lengths = [out.shape[1]]
for i in range(1, num):
window_size = window_base + step_size * i
if window_size > data_x.shape[1]:
continue
new_series = self._movingavrg(data_x, window_size)
data_lengths.append( new_series.shape[1] )
out = np.concatenate([out, new_series], axis = 1)
return (out, data_lengths)
def batch_movingavrg(self, train,valid,test, window_base, step_size, num):
(new_train, lengths) = self.movingavrg(train, window_base, step_size, num)
(new_valid, lengths) = self.movingavrg(valid, window_base, step_size, num)
(new_test, lengths) = self.movingavrg(test, window_base, step_size, num)
return (new_train, new_valid, new_test, lengths)
def downsample(self, data_x, base, step_size, num):
# the case for dataset JapaneseVowels MTS
if data_x.shape[1] ==26 :
return (None,[]) # too short to apply downsampling
if num == 0:
return (None, [])
out = self._downsample(data_x, base,0)
data_lengths = [out.shape[1]]
#for offset in range(1,base): #for the base case
# new_series = _downsample(data_x, base, offset)
# data_lengths.append( new_series.shape[1] )
# out = np.concatenate( [out, new_series], axis = 1)
for i in range(1, num):
sample_rate = base + step_size * i
if sample_rate > data_x.shape[1]:
continue
for offset in range(0,1):#sample_rate):
new_series = self._downsample(data_x, sample_rate, offset)
data_lengths.append( new_series.shape[1] )
out = np.concatenate( [out, new_series], axis = 1)
return (out, data_lengths)
def batch_downsample(self, train,valid,test, window_base, step_size, num):
(new_train, lengths) = self.downsample(train, window_base, step_size, num)
(new_valid, lengths) = self.downsample(valid, window_base, step_size, num)
(new_test, lengths) = self.downsample(test, window_base, step_size, num)
return (new_train, new_valid, new_test, lengths)
def get_pool_factor(self,conv_shape,pool_size):
for pool_factor in self.pool_factors:
temp_pool_size = int(int(conv_shape)/pool_factor)
print(temp_pool_size)
if temp_pool_size == pool_size:
return pool_factor
raise Exception('Error on pool factor')
def train(self, x_train, y_train, x_test, y_test,y_true, pool_factor=None, filter_size=None,do_train=True):
window_size = 0.2
n_train_batch = 10
n_epochs = 200
max_train_batch_size = 256
# print('Original train shape: ', x_train.shape)
# print('Original test shape: ', x_test.shape)
# split train into validation set with validation_size = 0.2 train_size
x_train,y_train,x_val,y_val = self.split_train(x_train,y_train)
ori_len = x_train.shape[1] # original_length of time series
slice_ratio = 0.9
if do_train == True:
kernel_size = int(ori_len * filter_size)
if do_train == False:
model = keras.models.load_model(self.output_directory+'best_model.hdf5')
# model.summary()
pool_size = model.get_layer('max_pooling1d_1').get_config()['pool_size'][0]
conv_shape = model.get_layer('conv1d_1').output_shape[1]
pool_factor = self.get_pool_factor(conv_shape,pool_size)
#restrict slice ratio when data lenght is too large
if ori_len > 500 :
slice_ratio = slice_ratio if slice_ratio > 0.98 else 0.98
elif ori_len < 16:
slice_ratio = 0.7
increase_num = ori_len - int(ori_len * slice_ratio) + 1 #this can be used as the bath size
train_batch_size = int(x_train.shape[0] * increase_num / n_train_batch)
if train_batch_size > max_train_batch_size :
# limit the train_batch_size
n_train_batch = int(x_train.shape[0] * increase_num / max_train_batch_size)
# data augmentation by slicing the length of the series
x_train,y_train = self.slice_data(x_train,y_train,slice_ratio)
x_val,y_val = self.slice_data(x_val,y_val,slice_ratio)
x_test,y_test = self.slice_data(x_test,y_test,slice_ratio)
train_set_x, train_set_y = x_train,y_train
valid_set_x, valid_set_y = x_val,y_val
test_set_x, _ = x_test,y_test
valid_num = valid_set_x.shape[0]
# print("increase factor is ", increase_num, ', ori len', ori_len)
valid_num_batch = int(valid_num / increase_num)
test_num = test_set_x.shape[0]
test_num_batch = int(test_num / increase_num)
length_train = train_set_x.shape[1] #length after slicing.
window_size = int(length_train * window_size) if window_size < 1 else int(window_size)
#*******set up the ma and ds********#
ma_base,ma_step,ma_num = 5, 6, 1
ds_base,ds_step, ds_num = 2, 1, 4
ds_num_max = length_train / (pool_factor * window_size)
ds_num = int(min(ds_num, ds_num_max))
#*******set up the ma and ds********#
(ma_train, ma_valid, ma_test , ma_lengths) = self.batch_movingavrg(train_set_x,
valid_set_x, test_set_x,
ma_base, ma_step, ma_num)
(ds_train, ds_valid, ds_test , ds_lengths) = self.batch_downsample(train_set_x,
valid_set_x, test_set_x,
ds_base, ds_step, ds_num)
#concatenate directly
data_lengths = [length_train]
#downsample part:
if ds_lengths != []:
data_lengths += ds_lengths
train_set_x = np.concatenate([train_set_x, ds_train], axis = 1)
valid_set_x = np.concatenate([valid_set_x, ds_valid], axis = 1)
test_set_x = np.concatenate([test_set_x, ds_test], axis = 1)
#moving average part
if ma_lengths != []:
data_lengths += ma_lengths
train_set_x = np.concatenate([train_set_x, ma_train], axis = 1)
valid_set_x = np.concatenate([valid_set_x, ma_valid], axis = 1)
test_set_x = np.concatenate([test_set_x, ma_test], axis = 1)
# print("Data length:", data_lengths)
n_train_size = train_set_x.shape[0]
n_valid_size = valid_set_x.shape[0]
n_test_size = test_set_x.shape[0]
batch_size = int(n_train_size / n_train_batch)
n_train_batches = int(n_train_size / batch_size)
data_dim = train_set_x.shape[1]
num_dim = train_set_x.shape[2] # For MTS
nb_classes = train_set_y.shape[1]
# print('train size', n_train_size, ',valid size', n_valid_size, ' test size', n_test_size)
# print('batch size ', batch_size)
# print('n_train_batches is ', n_train_batches)
# print('data dim is ', data_dim)
# print('---------------------------')
######################
# BUILD ACTUAL MODEL #
######################
# print('building the model...')
input_shapes, max_length = self.get_list_of_input_shapes(data_lengths,num_dim)
start_time = time.time()
best_validation_loss = np.inf
if do_train == True:
model = self.build_model(input_shapes, nb_classes, pool_factor, kernel_size)
if (self.verbose==True) :
model.summary()
# print('Training')
# early-stopping parameters
patience = 10000 # look as this many examples regardless
patience_increase = 2 # wait this much longer when a new best is
# found
improvement_threshold = 0.995 # a relative improvement of this much is
# considered significant
validation_frequency = min(n_train_batches, patience / 2)
# go through this many
# minibatche before checking the network
# on the validation set; in this case we
# check every epoch
max_before_stopping = 500
best_iter = 0
valid_loss = 0.
epoch = 0
done_looping = False
num_no_update_epoch = 0
epoch_avg_cost = float('inf')
epoch_avg_err = float('inf')
while (epoch < n_epochs) and (not done_looping):
epoch = epoch + 1
epoch_train_err = 0.
epoch_cost = 0.
num_no_update_epoch += 1
if num_no_update_epoch == max_before_stopping:
break
for minibatch_index in range(n_train_batches):
iteration = (epoch - 1) * n_train_batches + minibatch_index
x = train_set_x[minibatch_index*batch_size: (minibatch_index+1)*batch_size]
y = train_set_y[minibatch_index*batch_size: (minibatch_index+1)*batch_size]
x = self.split_input_for_model(x,input_shapes)
cost_ij, accuracy = model.train_on_batch(x,y)
train_err = 1 - accuracy
epoch_train_err = epoch_train_err + train_err
epoch_cost = epoch_cost + cost_ij
if (iteration + 1) % validation_frequency == 0:
valid_losses = []
for i in range(valid_num_batch):
x = valid_set_x[i * (increase_num) : (i + 1) * (increase_num)]
y_pred = model.predict_on_batch(self.split_input_for_model(x,input_shapes))
# convert the predicted from binary to integer
y_pred = np.argmax(y_pred , axis=1)
label = np.argmax(valid_set_y[i * increase_num])
unique_value, sub_ind, correspond_ind, count = np.unique(y_pred, True, True, True)
unique_value = unique_value.tolist()
curr_err = 1.
if label in unique_value:
target_ind = unique_value.index(label)
count = count.tolist()
sorted_count = sorted(count)
if count[target_ind] == sorted_count[-1]:
if len(sorted_count) > 1 and sorted_count[-1] == sorted_count[-2]:
curr_err = 0.5 #tie
else:
curr_err = 0
valid_losses.append(curr_err)
valid_loss = sum(valid_losses) / float(len(valid_losses))
# print('...epoch%i,valid err: %.5f |' % (epoch,valid_loss))
# if we got the best validation score until now
if valid_loss <= best_validation_loss:
num_no_update_epoch = 0
#improve patience if loss improvement is good enough
if valid_loss < best_validation_loss*improvement_threshold:
patience = max(patience,iteration*patience_increase)
# save best validation score and iteration number
best_validation_loss = valid_loss
best_iter = iteration
# save model in h5 format
model.save(self.output_directory+'best_model.hdf5')
model.save(self.output_directory + 'last_model.hdf5')
if patience<= iteration:
done_looping=True
break
epoch_avg_cost = epoch_cost/n_train_batches
epoch_avg_err = epoch_train_err/n_train_batches
# print ('train err %.5f, cost %.4f' %(epoch_avg_err,epoch_avg_cost))
if epoch_avg_cost == 0:
break
# print('Optimization complete.')
# test the model
# print('Testing')
# load best model
model = keras.models.load_model(self.output_directory+'best_model.hdf5')
# get the true predictions of the test set
y_predicted = []
for i in range(test_num_batch):
x = test_set_x[i * (increase_num) : (i + 1) * (increase_num)]
y_pred = model.predict_on_batch(self.split_input_for_model(x,input_shapes))
# convert the predicted from binary to integer
y_pred = np.argmax(y_pred , axis=1)
unique_value, sub_ind, correspond_ind, count = np.unique(y_pred, True, True, True)
idx_max = np.argmax(count)
predicted_label = unique_value[idx_max]
y_predicted.append(predicted_label)
y_pred = np.array(y_predicted)
duration = time.time() - start_time
df_metrics = calculate_metrics(y_true,y_pred, duration)
# print(y_true.shape)
# print(y_pred.shape)
df_metrics.to_csv(self.output_directory+'df_metrics.csv', index=False)
return df_metrics, model , best_validation_loss
def split_input_for_model(self, x, input_shapes):
res = []
indx = 0
for input_shape in input_shapes:
res.append(x[:,indx:indx+input_shape[0],:])
indx = indx + input_shape[0]
return res
def build_model(self, input_shapes, nb_classes, pool_factor, kernel_size):
input_layers = []
stage_1_layers = []
for input_shape in input_shapes:
input_layer = keras.layers.Input(input_shape)
input_layers.append(input_layer)
conv_layer = keras.layers.Conv1D(filters=256, kernel_size=kernel_size, padding='same',
activation='sigmoid', kernel_initializer='glorot_uniform')(input_layer)
# should all concatenated have the same length
pool_size = int(int(conv_layer.shape[1])/pool_factor)
max_layer = keras.layers.MaxPooling1D(pool_size=pool_size)(conv_layer)
# max_layer = keras.layers.GlobalMaxPooling1D()(conv_layer)
stage_1_layers.append(max_layer)
concat_layer = keras.layers.Concatenate(axis=-1)(stage_1_layers)
kernel_size = int(min(kernel_size, int(concat_layer.shape[1]))) # kernel shouldn't exceed the length
full_conv = keras.layers.Conv1D(filters=256, kernel_size=kernel_size, padding='same',
activation='sigmoid', kernel_initializer='glorot_uniform')(concat_layer)
pool_size = int(int(full_conv.shape[1])/pool_factor)
full_max = keras.layers.MaxPooling1D(pool_size=pool_size)(full_conv)
full_max = keras.layers.Flatten()(full_max)
fully_connected = keras.layers.Dense(units=256, activation='sigmoid',
kernel_initializer='glorot_uniform')(full_max)
output_layer = keras.layers.Dense(units=nb_classes, activation='softmax',
kernel_initializer='glorot_uniform')(fully_connected)
model = keras.models.Model(inputs=input_layers, outputs=output_layer)
model.compile(loss='categorical_crossentropy', optimizer=keras.optimizers.Adam(lr=0.1),
metrics=['accuracy'])
return model
def get_list_of_input_shapes(self, data_lengths, num_dim):
input_shapes = []
max_length = 0
for i in data_lengths:
input_shapes.append((i,num_dim))
max_length = max(max_length, i)
return input_shapes , max_length
def fit(self, x_train, y_train, x_test, y_test,y_true):
if not tf.test.is_gpu_available:
print('error')
exit()
best_df_metrics = None
best_valid_loss = np.inf
output_directory_root = self.output_directory
# grid search
for pool_factor in self.pool_factors:
for filter_size in self.filter_sizes:
self.output_directory = output_directory_root+'/hyper_param_search/'+'/pool_factor_'+ \
str(pool_factor)+'/filter_size_'+str(filter_size)+'/'
create_directory(self.output_directory)
df_metrics, model , valid_loss = self.train(x_train, y_train, x_test,
y_test,y_true,pool_factor,filter_size)
if (valid_loss < best_valid_loss):
best_valid_loss = valid_loss
best_df_metrics = df_metrics
best_df_metrics.to_csv(output_directory_root+'df_metrics.csv', index=False)
model.save(output_directory_root+'best_model.hdf5')
model = None
# clear memeory
keras.backend.clear_session()
def predict(self, x_test, y_true,x_train,y_train,y_test):
df_metrics, _ , _ = self.train(x_train, y_train, x_test, y_test,y_true, do_train=False)
return df_metrics
"""## t-LeNet Model"""
class Classifier_TLENET:
def __init__(self, output_directory, verbose,build=True):
self.output_directory = output_directory
self.verbose = verbose
self.warping_ratios = [0.5,1,2]
self.slice_ratio = 0.1
def slice_data(self, data_x, data_y, length_sliced):
n = data_x.shape[0]
length = data_x.shape[1]
n_dim = data_x.shape[2] # for MTS
nb_classes = data_y.shape[1]
increase_num = length - length_sliced + 1 #if increase_num =5, it means one ori becomes 5 new instances.
n_sliced = n * increase_num
print((n_sliced, length_sliced,n_dim))
new_x = np.zeros((n_sliced, length_sliced,n_dim))
new_y = np.zeros((n_sliced,nb_classes))
for i in range(n):
for j in range(increase_num):
new_x[i * increase_num + j, :,:] = data_x[i,j : j + length_sliced,:]
new_y[i * increase_num + j] = np.int_(data_y[i].astype(np.float32))
return new_x, new_y, increase_num
def window_warping(self, data_x, warping_ratio):
num_x = data_x.shape[0]
len_x = data_x.shape[1]
dim_x = data_x.shape[2]
x = np.arange(0,len_x,warping_ratio)
xp = np.arange(0,len_x)
new_length = len(np.interp(x,xp,data_x[0,:,0]))
warped_series = np.zeros((num_x,new_length,dim_x),dtype=np.float64)
for i in range(num_x):
for j in range(dim_x):
warped_series[i,:,j] = np.interp(x,xp,data_x[i,:,j])
return warped_series
def build_model(self, input_shape, nb_classes):
input_layer = keras.layers.Input(input_shape)
conv_1 = keras.layers.Conv1D(filters=5,kernel_size=5,activation='relu', padding='same')(input_layer)
conv_1 = keras.layers.MaxPool1D(pool_size=2)(conv_1)
conv_2 = keras.layers.Conv1D(filters=20, kernel_size=5, activation='relu', padding='same')(conv_1)
conv_2 = keras.layers.MaxPool1D(pool_size=4)(conv_2)
# they did not mention the number of hidden units in the fully-connected layer
# so we took the lenet they referenced
flatten_layer = keras.layers.Flatten()(conv_2)
fully_connected_layer = keras.layers.Dense(500,activation='relu')(flatten_layer)
output_layer = keras.layers.Dense(nb_classes,activation='softmax')(fully_connected_layer)
model = keras.models.Model(inputs=input_layer,outputs=output_layer)
model.compile(optimizer=keras.optimizers.Adam(lr=0.01,decay=0.005),
loss='categorical_crossentropy', metrics=['accuracy'])
file_path = self.output_directory+'best_model.hdf5'
model_checkpoint = keras.callbacks.ModelCheckpoint(filepath=file_path, monitor='loss',
save_best_only=True)
self.callbacks=[model_checkpoint]
return model
def pre_processing(self,x_train,y_train,x_test,y_test):
length_ratio = int(self.slice_ratio*x_train.shape[1])
x_train_augmented = [] # list of the augmented as well as the original data
x_test_augmented = [] # list of the augmented as well as the original data
y_train_augmented = []
y_test_augmented = []
# data augmentation using WW
for warping_ratio in self.warping_ratios:
x_train_augmented.append(self.window_warping(x_train,warping_ratio))
x_test_augmented.append(self.window_warping(x_test,warping_ratio))
y_train_augmented.append(y_train)
y_test_augmented.append(y_test)
increase_nums = []
# data augmentation using WS
for i in range(0,len(x_train_augmented)):
x_train_augmented[i],y_train_augmented[i],increase_num = self.slice_data(
x_train_augmented[i],y_train,length_ratio)
x_test_augmented[i],y_test_augmented[i],increase_num = self.slice_data(
x_test_augmented[i],y_test,length_ratio)
increase_nums.append(increase_num)
tot_increase_num = np.array(increase_nums).sum()
new_x_train = np.zeros((x_train.shape[0]*tot_increase_num, length_ratio,x_train.shape[2]))
new_y_train = np.zeros((y_train.shape[0]*tot_increase_num,y_train.shape[1]))
new_x_test = np.zeros((x_test.shape[0]*tot_increase_num, length_ratio,x_test.shape[2]))
new_y_test = np.zeros((y_test.shape[0]*tot_increase_num,y_test.shape[1]))
# merge the list of augmented data