I would like to take advantage of Fable's ability to back transform results for a regression. Unfortunately, I have been unable to do so using a VAR model in Fable. I have tried several options such as:
fit <- model_data_ts %>%
model(
aicc = VAR(vars(log(IC, E_U))),
bic = VAR(vars(log(IC, E_U)), ic = "bic")
)
The above code is not back transformed in the results. I can just do this manually, but wanted to understand what is not working.
The transformation will need to apply to each response variable separately.
In your example, to log() both response variables you would use:
fit <- model_data_ts %>%
model(
aicc = VAR(vars(log(IC), log(E_U))),
bic = VAR(vars(log(IC), log(E_U)), ic = "bic")
)
Note that transformations on multivariate models is only partially supported at this stage, and things like forecasting with them is not yet implemented.
Also please provide an example dataset in future to make it easier to understand your question and check that the solution works.
Related
I'm using pytorch geometric. My data is of the class: torch_geometric.data.Data. Most tutorials I see use torch_geometric.utils.train_test_split_edges (depreciated now, recommended to use torch_geometric.transforms.random_link_split. Any way, both of these functions work to split my data. However, my data has a time component and I'd like to do a train/test split using a date as a threshold. How can I accomplish this?
My data object looks like:
Data(x=[17815, 13], edge_index=[2, 62393], edge_attr=[62393], edge_time=[62393], edge_label=[62393], input_id=[1], batch_size=1)
I can get my own train_mask and test_mask by doing something like:
train_mask = (data.edge_time < time_threshold)
test_mask = (data.edge_time >= time_threshold)
But again this would take some work to filter all the components of Data and it does not have negative edge indices. My model needs positive and negative edge indices just like torch_geometric.utils.train_test_split_edges returns.
Does anyone know how to accomplish this? Thanks so much!!
You can in theory simply use the node mask to generate a train and test edge_index tensor:
edge_index_train = data.edge_index[:, train_mask]
edge_attr_train = data.edge_index[train_mask]
and respectively replace train_mask with ~train_mask (or test_mask) for the test dataset.
I have a ML.net project and as of right now everything has gone great. I have a motor that collects a power reading 256 times around each rotation and I push that into a model. Right now it determines the state of the motor nearly perfectly. The motor itself only has room for 38 values on it at a time so I have been spending several rotations to collect the full 256 samples for my training data.
I would like to cut the sample size down to 38 so every rotation I can determine its state. If I just evenly space the samples down to 38 my model degrades by a lot. I know I am not feeding the model the features it thinks are most important but just making a guess and randomly selecting data for the model.
Is there a way I can see the importance of each value in the array during the training process? I was thinking I could use IDataView for this and I found the below statement about it (link).
Standard ML schema: The IDataView system does not define, nor prescribe, standard ML schema representation. For example, it does not dictate representation of nor distinction between different semantic interpretations of columns, such as label, feature, score, weight, etc. However, the column metadata support, together with conventions, may be used to represent such interpretations.
Does this mean I can print out such things as weight for each column and how would I do that?
I have actually only been working with ML.net for a couple weeks now so I apologize if the question is naive, I assure you I have googled this as many ways as I can think to. Any advice would be appreciated. Thanks in advance.
EDIT:
Thank you for the answer I was going down a completely useless path. I have been trying to get it to work following the example you linked to. I have 260 columns with numbers and one column with the conditions as one of five text strings. This is the condition I am trying to predict.
The first time I tried it threw an error "expecting single but got string". No problem I used .Append(mlContext.Transforms.Conversion.MapValueToKey("Label", "Label")) to convert to key values and it threw the error expected Single, got Key UInt32. any ideas on how to push that into this function?
At any rate thank you for the reply but I guess my upvotes don't count yet sorry. hopefully I can upvote it later or someone else here can upvote it. Below is the code example.
//Create MLContext
MLContext mlContext = new MLContext();
//Load Data
IDataView data = mlContext.Data.LoadFromTextFile<ModelInput>(TRAIN_DATA_FILEPATH, separatorChar: ',', hasHeader: true);
// 1. Get the column name of input features.
string[] featureColumnNames =
data.Schema
.Select(column => column.Name)
.Where(columnName => columnName != "Label").ToArray();
// 2. Define estimator with data pre-processing steps
IEstimator<ITransformer> dataPrepEstimator =
mlContext.Transforms.Concatenate("Features", featureColumnNames)
.Append(mlContext.Transforms.NormalizeMinMax("Features"))
.Append(mlContext.Transforms.Conversion.MapValueToKey("Label", "Label"));
// 3. Create transformer using the data pre-processing estimator
ITransformer dataPrepTransformer = dataPrepEstimator.Fit(data);//error here
// 4. Pre-process the training data
IDataView preprocessedTrainData = dataPrepTransformer.Transform(data);
// 5. Define Stochastic Dual Coordinate Ascent machine learning estimator
var sdcaEstimator = mlContext.Regression.Trainers.Sdca();
// 6. Train machine learning model
var sdcaModel = sdcaEstimator.Fit(preprocessedTrainData);
ImmutableArray<RegressionMetricsStatistics> permutationFeatureImportance =
mlContext
.Regression
.PermutationFeatureImportance(sdcaModel, preprocessedTrainData, permutationCount: 3);
// Order features by importance
var featureImportanceMetrics =
permutationFeatureImportance
.Select((metric, index) => new { index, metric.RSquared })
.OrderByDescending(myFeatures => Math.Abs(myFeatures.RSquared.Mean));
Console.WriteLine("Feature\tPFI");
foreach (var feature in featureImportanceMetrics)
{
Console.WriteLine($"{featureColumnNames[feature.index],-20}|\t{feature.RSquared.Mean:F6}");
}
I believe what you are looking for is called Permutation Feature Importance. This will tell you which features are most important by changing each feature in isolation, and then measuring how much that change affected the model's performance metrics. You can use this to see which features are the most important to the model.
Interpret model predictions using Permutation Feature Importance is the doc that describes how to use this API in ML.NET.
You can also use an open-source set of packages, they are much more sophisticated than what is found in ML.NET. I have an example on my GitHub how-to use R with advanced explainer packages to explain ML.NET models. You can get local instance as well as global model breakdown/details/diagnostics/feature interactions etc.
https://github.com/bartczernicki/BaseballHOFPredictionWithMlrAndDALEX
I've been trying to generate human pose estimations, I came across many pretrained models (ex. Pose2Seg, deep-high-resolution-net ), however these models only include scripts for training and testing, this seems to be the norm in code written to implement models from research papers ,in deep-high-resolution-net I have tried to write a script to load the pretrained model and feed it my images, but the output I got was a bunch of tensors and I have no idea how to convert them to the .json annotations that I need.
total newbie here, sorry for my poor English in advance, ANY tips are appreciated.
I would include my script but its over 100 lines.
PS: is it polite to contact the authors and ask them if they can help?
because it seems a little distasteful.
Im not doing skeleton detection research, but your problem seems to be general.
(1) I dont think other people should teaching you from begining on how to load data and run their code from begining.
(2) For running other peoples code, just modify their test script which is provided e.g
https://github.com/leoxiaobin/deep-high-resolution-net.pytorch/blob/master/tools/test.py
They already helps you loaded the model
model = eval('models.'+cfg.MODEL.NAME+'.get_pose_net')(
cfg, is_train=False
)
if cfg.TEST.MODEL_FILE:
logger.info('=> loading model from {}'.format(cfg.TEST.MODEL_FILE))
model.load_state_dict(torch.load(cfg.TEST.MODEL_FILE), strict=False)
else:
model_state_file = os.path.join(
final_output_dir, 'final_state.pth'
)
logger.info('=> loading model from {}'.format(model_state_file))
model.load_state_dict(torch.load(model_state_file))
model = torch.nn.DataParallel(model, device_ids=cfg.GPUS).cuda()
Just call
# evaluate on Variable x with testing data
y = model(x)
# access Variable's tensor, copy back to CPU, convert to numpy
arr = y.data.cpu().numpy()
# write CSV
np.savetxt('output.csv', arr)
You should be able to open it in excel
(3) "convert them to the .json annotations that I need".
That's the problem nobody can help. We don't know what format you want. For their format, it can be obtained either by their paper. Or looking at their training data by
X, y = torch.load('some_training_set_with_labels.pt')
By correlating the x and y. Then you should have a pretty good idea.
I am trying to build a model like the following figure. Please see the following image:
I want to pass sequence data in LSTM layer and static data (blood group, gender) in another feed forward neural network layer. Later I want to merge them. However, I am confused about the dimenstion here.
If my understaning is right(which i depict in the image), how the 5-dimensional sequence data can be merged with 4 dimenstional static data?
Also, what is the difference of attention mechanism with this structure? (I found in the KERAS documentation that attention mechanism is an way to add static data with sequence data)
Basically, I want to add the static data with sequence data. Any other suggestion is apprciated.
I am not sure if I got what you are asking, but I will try.
Example in Keras:
static_out = (static_input)
x = LSTM(n_cell_lstm, return_sequences=True)(dynamic_input)
x = Flatten()(x)
dynamic_out = (x)
z = concatenate([dynamic_out, static_out])
z = Dense(64, activation='relu')(z)
main_output = Dense(classes, activation='softmax', name='main_output')(z)
Practically you are using an LSTM architecture as you would if you where using only the dynamic data, but at the end you add the info coming from the static data. Hope this helps.
Every TensorFlow example I've seen uses placeholders to feed data into the graph. But my applications work fine without placeholders. According to the documentation, using placeholders is the "best practice", but they seem to make the code unnecessarily complex.
Are there any occasions when placeholders are absolutely necessary?
According to the documentation, using placeholders is the "best practice"
Hold on, this quote is out-of-context and could be misinterpreted. Placeholders are the best practice when feeding data through feed_dict.
Using a placeholder makes the intent clear: this is an input node that needs feeding. Tensorflow even provides a placeholder_with_default that does not need feeding — but again, the intent of such a node is clear. For all purposes, a placeholder_with_default does the same thing as a constant — you can indeed feed the constant to change its value, but is the intent clear, would that not be confusing? I doubt so.
There are other ways to input data than feeding and AFAICS all have their uses.
A placeholder is a promise to provide a value later.
Simple example is to define two placeholders a,b and then an operation on them like below .
a = tf.placeholder(tf.float32)
b = tf.placeholder(tf.float32)
adder_node = a + b # + provides a shortcut for tf.add(a, b)
a,b are not initialized and contains no data Because they were defined as placeholders.
Other approach to do same is to define variables tf.Variable and in this case you have to provide an initial value when you declare it.
like :
tf.global_variables_initializer()
or
tf.initialize_all_variables()
And this solution has two drawbacks
Performance wise that you need to do one extra step with calling
initializer however these variables are updatable .
in some cases you do not know the initial values for these variables
so you have to define it as a placeholder
Conclusion :
use tf.Variable for trainable variables such as weights (W) and biases (B) for your model or when Initial values are required in
general.
tf.placeholder allows you to create operations and build computation graph, without needing the data. In TensorFlow
terminology, we then feed data into the graph through these
placeholders.
I really like Ahmed's answer and I upvoted it, but I would like to provide an alternative explanation that might or might not make things a bit clearer.
One of the significant features of Tensorflow is that its operation graphs are compiled and then executed outside of the original environment used to build them. This allows Tensorflow do all sorts of tricks and optimizations, like distributed, platform independent calculations, graph interoperability, GPU computations etc. But all of this comes at the price of complexity. Since your graph is being executed inside its own VM of some sort, you have to have a special way of feeding data into it from the outside, for example from your python program.
This is where placeholders come in. One way of feeding data into your model is to supply it via a feed dictionary when you execute a graph op. And to indicate where inside the graph this data is supposed to go you use placeholders. This way, as Ahmed said, placeholder is a sort of a promise for data supplied in the future. It is literally a placeholder for things you will supply later. To use an example similar to Ahmed's
# define graph to do matrix muliplication
x = tf.placeholder(tf.float32)
y = tf.placeholder(tf.float32)
# this is the actual operation we want to do,
# but since we want to supply x and y at runtime
# we will use placeholders
model = tf.matmul(x, y)
# now lets supply the data and run the graph
init = tf.global_variables_initializer()
with tf.Session() as session:
session.run(init)
# generate some data for our graph
data_x = np.random.randint(0, 10, size=[5, 5])
data_y = np.random.randint(0, 10, size=[5, 5])
# do the work
result = session.run(model, feed_dict={x: data_x, y: data_y}
There are other ways of supplying data into the graph, but arguably, placeholders and feed_dict is the most comprehensible way and it provides most flexibility.
If you want to avoid placeholders, other ways of supplying data are either loading the whole dataset into constants on graph build or moving the whole process of loading and pre-processing the data into the graph by using input pipelines. You can read up on all of this in the TF documentation.
https://www.tensorflow.org/programmers_guide/reading_data