TensorFlow - Classification with thousands of labels - machine-learning

I'm very new to TensorFlow. I've been trying use TensorFlow to create a function where I give it a vector with 6 features and get back a label.
I have a training data set in the form of 6 features and 1 label. The label is in the first column:
309,3,0,2,4,0,6
309,12,0,2,4,0,6
309,0,4,17,2,0,6
318,0,660,414,58,3,12
311,0,0,414,58,0,2
298,0,53,355,5,0,2
60,16,14,381,30,4,2
312,0,8,8,13,0,3
...
I have the index for the labels which is a list of thousand and thousands of names:
309,Joe
318,Joey
311,Bruce
...
How do I create a model and train it using TensorFlow to be able to predict the label, given a vector without the first column?
--
This is what I tried:
from __future__ import print_function
import tflearn
name_count = sum(1 for line in open('../../names.csv')) # this comes out to 24260
# Load CSV file, indicate that the first column represents labels
from tflearn.data_utils import load_csv
data, labels = load_csv('../../data.csv', target_column=0,
categorical_labels=True, n_classes=name_count)
# Build neural network
net = tflearn.input_data(shape=[None, 6])
net = tflearn.fully_connected(net, 32)
net = tflearn.fully_connected(net, 32)
net = tflearn.fully_connected(net, 2, activation='softmax')
net = tflearn.regression(net)
# Define model
model = tflearn.DNN(net)
# Start training (apply gradient descent algorithm)
model.fit(data, labels, n_epoch=10, batch_size=16, show_metric=True)
# Predict
pred = model.predict([[218,5,124,26,0,3]]) # 326
print("Name:", pred[0][1])
It's based on https://github.com/tflearn/tflearn/blob/master/tutorials/intro/quickstart.md
I get the error:
ValueError: Cannot feed value of shape (16, 24260) for Tensor u'TargetsData/Y:0', which has shape '(?, 2)'
24260 is the number of lines in names.csv
Thank you!

net = tflearn.fully_connected(net, 2, activation='softmax')
looks to be saying you have 2 output classes, but in reality you have 24260. 16 is the size of your minibatch, so you have 16 rows of 24260 columns (one of these 24260 will be a 1, the others will be all 0s).

Related

How to overfit data with Keras?

I'm trying to build a simple regression model using keras and tensorflow. In my problem I have data in the form (x, y), where x and y are simply numbers. I'd like to build a keras model in order to predict y using x as an input.
Since I think images better explains thing, these are my data:
We may discuss if they are good or not, but in my problem I cannot really cheat them.
My keras model is the following (data are splitted 30% test (X_test, y_test) and 70% training (X_train, y_train)):
model = tf.keras.Sequential()
model.add(tf.keras.layers.Dense(32, input_shape=() activation="relu", name="first_layer"))
model.add(tf.keras.layers.Dense(16, activation="relu", name="second_layer"))
model.add(tf.keras.layers.Dense(1, name="output_layer"))
model.compile(loss = "mean_squared_error", optimizer = "adam", metrics=["mse"] )
history = model.fit(X_train, y_train, epochs=500, batch_size=1, verbose=0, shuffle=False)
eval_result = model.evaluate(X_test, y_test)
print("\n\nTest loss:", eval_result, "\n")
predict_Y = model.predict(X)
note: X contains both X_test and X_train.
Plotting the prediction I get (blue squares are the prediction predict_Y)
I'm playing a lot with layers, activation funztions and other parameters. My goal is to find the best parameters to train the model, but the actual question, here, is slightly different: in fact I have hard times to force the model to overfit the data (as you can see from the above results).
Does anyone have some sort of idea about how to reproduce overfitting?
This is the outcome I would like to get:
(red dots are under blue squares!)
EDIT:
Here I provide you the data used in the example above: you can copy paste directly to a python interpreter:
X_train = [0.704619794270697, 0.6779457393024553, 0.8207082120250023, 0.8588819357831449, 0.8692320257603844, 0.6878750931810429, 0.9556331888763945, 0.77677964510883, 0.7211381534179618, 0.6438319113259414, 0.6478339581502052, 0.9710222750072649, 0.8952188423349681, 0.6303124926673513, 0.9640316662124185, 0.869691568491902, 0.8320164648420931, 0.8236399177660375, 0.8877334038470911, 0.8084042532069621, 0.8045680821762038]
y_train = [0.7766424210611557, 0.8210846773655833, 0.9996114311913593, 0.8041331063189883, 0.9980525368790883, 0.8164056182686034, 0.8925487603333683, 0.7758207470960685, 0.37345286573743475, 0.9325789202459493, 0.6060269037514895, 0.9319771743389491, 0.9990691225991941, 0.9320002808310418, 0.9992560731072977, 0.9980241561997089, 0.8882905258641204, 0.4678339275898943, 0.9312152374846061, 0.9542371205095945, 0.8885893668675711]
X_test = [0.9749191829308574, 0.8735366740730178, 0.8882783211709133, 0.8022891400991644, 0.8650601322313454, 0.8697902997857514, 1.0, 0.8165876695985228, 0.8923841531760973]
y_test = [0.975653685270635, 0.9096752789481569, 0.6653736469114154, 0.46367666660348744, 0.9991817903431941, 1.0, 0.9111205717076893, 0.5264993912088891, 0.9989199241685126]
X = [0.704619794270697, 0.77677964510883, 0.7211381534179618, 0.6478339581502052, 0.6779457393024553, 0.8588819357831449, 0.8045680821762038, 0.8320164648420931, 0.8650601322313454, 0.8697902997857514, 0.8236399177660375, 0.6878750931810429, 0.8923841531760973, 0.8692320257603844, 0.8877334038470911, 0.8735366740730178, 0.8207082120250023, 0.8022891400991644, 0.6303124926673513, 0.8084042532069621, 0.869691568491902, 0.9710222750072649, 0.9556331888763945, 0.8882783211709133, 0.8165876695985228, 0.6438319113259414, 0.8952188423349681, 0.9749191829308574, 1.0, 0.9640316662124185]
Y = [0.7766424210611557, 0.7758207470960685, 0.37345286573743475, 0.6060269037514895, 0.8210846773655833, 0.8041331063189883, 0.8885893668675711, 0.8882905258641204, 0.9991817903431941, 1.0, 0.4678339275898943, 0.8164056182686034, 0.9989199241685126, 0.9980525368790883, 0.9312152374846061, 0.9096752789481569, 0.9996114311913593, 0.46367666660348744, 0.9320002808310418, 0.9542371205095945, 0.9980241561997089, 0.9319771743389491, 0.8925487603333683, 0.6653736469114154, 0.5264993912088891, 0.9325789202459493, 0.9990691225991941, 0.975653685270635, 0.9111205717076893, 0.9992560731072977]
Where X contains the list of the x values and Y the corresponding y value. (X_test, y_test) and (X_train, y_train) are two (non overlapping) subset of (X, Y).
To predict and show the model results I simply use matplotlib (imported as plt):
predict_Y = model.predict(X)
plt.plot(X, Y, "ro", X, predict_Y, "bs")
plt.show()
Overfitted models are rarely useful in real life. It appears to me that OP is well aware of that but wants to see if NNs are indeed capable of fitting (bounded) arbitrary functions or not. On one hand, the input-output data in the example seems to obey no discernible pattern. On the other hand, both input and output are scalars in [0, 1] and there are only 21 data points in the training set.
Based on my experiments and results, we can indeed overfit as requested. See the image below.
Numerical results:
x y_true y_pred error
0 0.704620 0.776642 0.773753 -0.002889
1 0.677946 0.821085 0.819597 -0.001488
2 0.820708 0.999611 0.999813 0.000202
3 0.858882 0.804133 0.805160 0.001026
4 0.869232 0.998053 0.997862 -0.000190
5 0.687875 0.816406 0.814692 -0.001714
6 0.955633 0.892549 0.893117 0.000569
7 0.776780 0.775821 0.779289 0.003469
8 0.721138 0.373453 0.374007 0.000554
9 0.643832 0.932579 0.912565 -0.020014
10 0.647834 0.606027 0.607253 0.001226
11 0.971022 0.931977 0.931549 -0.000428
12 0.895219 0.999069 0.999051 -0.000018
13 0.630312 0.932000 0.930252 -0.001748
14 0.964032 0.999256 0.999204 -0.000052
15 0.869692 0.998024 0.997859 -0.000165
16 0.832016 0.888291 0.887883 -0.000407
17 0.823640 0.467834 0.460728 -0.007106
18 0.887733 0.931215 0.932790 0.001575
19 0.808404 0.954237 0.960282 0.006045
20 0.804568 0.888589 0.906829 0.018240
{'me': -0.00015776709314323828,
'mae': 0.00329163070145315,
'mse': 4.0713782563067185e-05,
'rmse': 0.006380735268216915}
OP's code seems good to me. My changes were minor:
Use deeper networks. It may not actually be necessary to use a depth of 30 layers but since we just want to overfit, I didn't experiment too much with what's the minimum depth needed.
Each Dense layer has 50 units. Again, this may be overkill.
Added batch normalization layer every 5th dense layer.
Decreased learning rate by half.
Ran optimization for longer using the all 21 training examples in a batch.
Used MAE as objective function. MSE is good but since we want to overfit, I want to penalize small errors the same way as large errors.
Random numbers are more important here because data appears to be arbitrary. Though, you should get similar results if you change random number seed and let the optimizer run long enough. In some cases, optimization does get stuck in a local minima and it would not produce overfitting (as requested by OP).
The code is below.
import numpy as np
import pandas as pd
import tensorflow as tf
from tensorflow.keras.layers import Input, Dense, BatchNormalization
from tensorflow.keras.models import Model
from tensorflow.keras.optimizers import Adam
import matplotlib.pyplot as plt
# Set seed just to have reproducible results
np.random.seed(84)
tf.random.set_seed(84)
# Load data from the post
# https://stackoverflow.com/questions/61252785/how-to-overfit-data-with-keras
X_train = np.array([0.704619794270697, 0.6779457393024553, 0.8207082120250023,
0.8588819357831449, 0.8692320257603844, 0.6878750931810429,
0.9556331888763945, 0.77677964510883, 0.7211381534179618,
0.6438319113259414, 0.6478339581502052, 0.9710222750072649,
0.8952188423349681, 0.6303124926673513, 0.9640316662124185,
0.869691568491902, 0.8320164648420931, 0.8236399177660375,
0.8877334038470911, 0.8084042532069621,
0.8045680821762038])
Y_train = np.array([0.7766424210611557, 0.8210846773655833, 0.9996114311913593,
0.8041331063189883, 0.9980525368790883, 0.8164056182686034,
0.8925487603333683, 0.7758207470960685,
0.37345286573743475, 0.9325789202459493,
0.6060269037514895, 0.9319771743389491, 0.9990691225991941,
0.9320002808310418, 0.9992560731072977, 0.9980241561997089,
0.8882905258641204, 0.4678339275898943, 0.9312152374846061,
0.9542371205095945, 0.8885893668675711])
X_test = np.array([0.9749191829308574, 0.8735366740730178, 0.8882783211709133,
0.8022891400991644, 0.8650601322313454, 0.8697902997857514,
1.0, 0.8165876695985228, 0.8923841531760973])
Y_test = np.array([0.975653685270635, 0.9096752789481569, 0.6653736469114154,
0.46367666660348744, 0.9991817903431941, 1.0,
0.9111205717076893, 0.5264993912088891, 0.9989199241685126])
X = np.array([0.704619794270697, 0.77677964510883, 0.7211381534179618,
0.6478339581502052, 0.6779457393024553, 0.8588819357831449,
0.8045680821762038, 0.8320164648420931, 0.8650601322313454,
0.8697902997857514, 0.8236399177660375, 0.6878750931810429,
0.8923841531760973, 0.8692320257603844, 0.8877334038470911,
0.8735366740730178, 0.8207082120250023, 0.8022891400991644,
0.6303124926673513, 0.8084042532069621, 0.869691568491902,
0.9710222750072649, 0.9556331888763945, 0.8882783211709133,
0.8165876695985228, 0.6438319113259414, 0.8952188423349681,
0.9749191829308574, 1.0, 0.9640316662124185])
Y = np.array([0.7766424210611557, 0.7758207470960685, 0.37345286573743475,
0.6060269037514895, 0.8210846773655833, 0.8041331063189883,
0.8885893668675711, 0.8882905258641204, 0.9991817903431941, 1.0,
0.4678339275898943, 0.8164056182686034, 0.9989199241685126,
0.9980525368790883, 0.9312152374846061, 0.9096752789481569,
0.9996114311913593, 0.46367666660348744, 0.9320002808310418,
0.9542371205095945, 0.9980241561997089, 0.9319771743389491,
0.8925487603333683, 0.6653736469114154, 0.5264993912088891,
0.9325789202459493, 0.9990691225991941, 0.975653685270635,
0.9111205717076893, 0.9992560731072977])
# Reshape all data to be of the shape (batch_size, 1)
X_train = X_train.reshape((-1, 1))
Y_train = Y_train.reshape((-1, 1))
X_test = X_test.reshape((-1, 1))
Y_test = Y_test.reshape((-1, 1))
X = X.reshape((-1, 1))
Y = Y.reshape((-1, 1))
# Is data scaled? NNs do well with bounded data.
assert np.all(X_train >= 0) and np.all(X_train <= 1)
assert np.all(Y_train >= 0) and np.all(Y_train <= 1)
assert np.all(X_test >= 0) and np.all(X_test <= 1)
assert np.all(Y_test >= 0) and np.all(Y_test <= 1)
assert np.all(X >= 0) and np.all(X <= 1)
assert np.all(Y >= 0) and np.all(Y <= 1)
# Build a model with variable number of hidden layers.
# We will use Keras functional API.
# https://www.perfectlyrandom.org/2019/06/24/a-guide-to-keras-functional-api/
n_dense_layers = 30 # increase this to get more complicated models
# Define the layers first.
input_tensor = Input(shape=(1,), name='input')
layers = []
for i in range(n_dense_layers):
layers += [Dense(units=50, activation='relu', name=f'dense_layer_{i}')]
if (i > 0) & (i % 5 == 0):
# avg over batches not features
layers += [BatchNormalization(axis=1)]
sigmoid_layer = Dense(units=1, activation='sigmoid', name='sigmoid_layer')
# Connect the layers using Keras Functional API
mid_layer = input_tensor
for dense_layer in layers:
mid_layer = dense_layer(mid_layer)
output_tensor = sigmoid_layer(mid_layer)
model = Model(inputs=[input_tensor], outputs=[output_tensor])
optimizer = Adam(learning_rate=0.0005)
model.compile(optimizer=optimizer, loss='mae', metrics=['mae'])
model.fit(x=[X_train], y=[Y_train], epochs=40000, batch_size=21)
# Predict on various datasets
Y_train_pred = model.predict(X_train)
# Create a dataframe to inspect results manually
train_df = pd.DataFrame({
'x': X_train.reshape((-1)),
'y_true': Y_train.reshape((-1)),
'y_pred': Y_train_pred.reshape((-1))
})
train_df['error'] = train_df['y_pred'] - train_df['y_true']
print(train_df)
# A dictionary to store all the errors in one place.
train_errors = {
'me': np.mean(train_df['error']),
'mae': np.mean(np.abs(train_df['error'])),
'mse': np.mean(np.square(train_df['error'])),
'rmse': np.sqrt(np.mean(np.square(train_df['error']))),
}
print(train_errors)
# Make a plot to visualize true vs predicted
plt.figure(1)
plt.clf()
plt.plot(train_df['x'], train_df['y_true'], 'r.', label='y_true')
plt.plot(train_df['x'], train_df['y_pred'], 'bo', alpha=0.25, label='y_pred')
plt.grid(True)
plt.xlabel('x')
plt.ylabel('y')
plt.title(f'Train data. MSE={np.round(train_errors["mse"], 5)}.')
plt.legend()
plt.show(block=False)
plt.savefig('true_vs_pred.png')
A problem you may encountering is that you don't have enough training data for the model to be able to fit well. In your example, you only have 21 training instances, each with only 1 feature. Broadly speaking with neural network models, you need on the order of 10K or more training instances to produce a decent model.
Consider the following code that generates a noisy sine wave and tries to train a densely-connected feed-forward neural network to fit the data. My model has two linear layers, each with 50 hidden units and a ReLU activation function. The experiments are parameterized with the variable num_points which I will increase.
import tensorflow as tf
from tensorflow import keras
from tensorflow.keras import layers
import numpy as np
import matplotlib.pyplot as plt
np.random.seed(7)
def generate_data(num_points=100):
X = np.linspace(0.0 , 2.0 * np.pi, num_points).reshape(-1, 1)
noise = np.random.normal(0, 1, num_points).reshape(-1, 1)
y = 3 * np.sin(X) + noise
return X, y
def run_experiment(X_train, y_train, X_test, batch_size=64):
num_points = X_train.shape[0]
model = keras.Sequential()
model.add(layers.Dense(50, input_shape=(1, ), activation='relu'))
model.add(layers.Dense(50, activation='relu'))
model.add(layers.Dense(1, activation='linear'))
model.compile(loss = "mse", optimizer = "adam", metrics=["mse"] )
history = model.fit(X_train, y_train, epochs=10,
batch_size=batch_size, verbose=0)
yhat = model.predict(X_test, batch_size=batch_size)
plt.figure(figsize=(5, 5))
plt.plot(X_train, y_train, "ro", markersize=2, label='True')
plt.plot(X_train, yhat, "bo", markersize=1, label='Predicted')
plt.ylim(-5, 5)
plt.title('N=%d points' % (num_points))
plt.legend()
plt.grid()
plt.show()
Here is how I invoke the code:
num_points = 100
X, y = generate_data(num_points)
run_experiment(X, y, X)
Now, if I run the experiment with num_points = 100, the model predictions (in blue) do a terrible job at fitting the true noisy sine wave (in red).
Now, here is num_points = 1000:
Here is num_points = 10000:
And here is num_points = 100000:
As you can see, for my chosen NN architecture, adding more training instances allows the neural network to better (over)fit the data.
If you do have a lot of training instances, then if you want to purposefully overfit your data, you can either increase the neural network capacity or reduce regularization. Specifically, you can control the following knobs:
increase the number of layers
increase the number of hidden units
increase the number of features per data instance
reduce regularization (e.g. by removing dropout layers)
use a more complex neural network architecture (e.g. transformer blocks instead of RNN)
You may be wondering if neural networks can fit arbitrary data rather than just a noisy sine wave as in my example. Previous research says that, yes, a big enough neural network can fit any data. See:
Universal approximation theorem. https://en.wikipedia.org/wiki/Universal_approximation_theorem
Zhang 2016, "Understanding deep learning requires rethinking generalization". https://arxiv.org/abs/1611.03530
As discussed in the comments, you should make a Python array (with NumPy) like this:-
Myarray = [[0.65, 1], [0.85, 0.5], ....]
Then you would just call those specific parts of the array whom you need to predict. Here the first value is the x-axis value. So you would call it to obtain the corresponding pair stored in Myarray
There are many resources to learn these types of things. some of them are ===>
https://www.geeksforgeeks.org/python-using-2d-arrays-lists-the-right-way/
https://www.google.com/url?sa=t&rct=j&q=&esrc=s&source=video&cd=2&cad=rja&uact=8&ved=0ahUKEwjGs-Oxne3oAhVlwTgGHfHnDp4QtwIILTAB&url=https%3A%2F%2Fwww.youtube.com%2Fwatch%3Fv%3DQgfUT7i4yrc&usg=AOvVaw3LympYRszIYi6_OijMXH72

I was training an Ann machine learning model using GridSearchCV and got stuck with an IndexError in gridSearchCV

My model starts to train and while executing for sometime it gives an error :-
IndexError: index 37 is out of bounds for axis 0 with size 37
It executes properly for my model without using gridsearchCV with fixed parameters
Here is my code
from keras.wrappers.scikit_learn import KerasClassifier
from sklearn.model_selection import GridSearchCV
from keras.models import Sequential
from keras.layers import Dense
def build_classifier(optimizer, nb_layers,unit):
classifier = Sequential()
classifier.add(Dense(units = unit, kernel_initializer = 'uniform', activation = 'relu', input_dim = 14))
i = 1
while i <= nb_layers:
classifier.add(Dense(activation="relu", units=unit, kernel_initializer="uniform"))
i += 1
classifier.add(Dense(units = 38, kernel_initializer = 'uniform', activation = 'softmax'))
classifier.compile(optimizer = optimizer, loss = 'sparse_categorical_crossentropy', metrics = ['accuracy'])
return classifier
classifier = KerasClassifier(build_fn = build_classifier)
parameters = {'batch_size': [10,25],
'epochs': [100,200],
'optimizer': ['adam'],
'nb_layers': [5,6,7],
'unit':[48,57,76]
}
grid_search = GridSearchCV(estimator = classifier,
param_grid = parameters,
scoring = 'accuracy',
cv=5,n_jobs=-1)
grid_search = grid_search.fit(X_train, y_train)
best_parameters = grid_search.best_params_
best_accuracy = grid_search.best_score_
The error IndexError: index 37 is out of bounds for axis 0 with size 37 means that there is no element with index 37 in your object.
In python, if you have an object like array or list, which has elements indexed numerically, if it has n elements, indexes will go from 0 to n-1 (this is the general case, with the exception of reindexing in dataframes).
So, if you ahve 37 elements you can only retrieve elements from 0-36.
This is a multi-class classifier with a huge Number of Classes (38 classes). It seems like GridSearchCV isn't spliting your dataset by stratified sampling, may be because you haven't enough data and/or your dataset isn't class-balanced.
According to the documentation:
For integer/None inputs, if the estimator is a classifier and y is
either binary or multiclass, StratifiedKFold is used. In all other
cases, KFold is used.
By using categorical_crossentropy, KerasClassifier will convert targets (a class vector (integers)) to binary class matrix using keras.utils.to_categorical. Since there are 38 classes, each target will be converted to a binary vector of dimension 38 (index from 0 to 37).
I guess that in some splits, the validation set doesn't have samples from all the 38 classes, so targets are converted to vectors of dimension < 38, but since GridSearchCV is fitted with samples from all the 38 classes, it expects vectors of dimension = 38, which causes this error.
Take a look at the shape of your y_train. It need to be a some sort of one hot with shape (,37)

Transfer learning with CNTK and pre-trained ONNX model fails

I'm trying to use the ResNet-50 model from the ONNX model zoo and load and train it in CNTK for an image classification task. The first thing that confuses me is, that the batch axis (not sure what's the official name for it, dynamic axis?) is set to 1 in this model:
Why is that? Couldn't it simply be [3x224x224]? In this model for example, the input looks like this:
To load the model and use my own Dense layer, I use the following code:
def create_model(num_classes, input_features, freeze=False):
base_model = load_model("restnet-50.onnx", format=ModelFormat.ONNX)
feature_node = find_by_name(base_model, "gpu_0/data_0")
last_node = find_by_uid(base_model, "Reshape2959")
substitutions = {
feature_node : placeholder(name='new_input')
}
cloned_layers = last_node.clone(CloneMethod.clone, substitutions)
cloned_out = cloned_layers(input_features)
z = Dense(num_classes, activation=softmax, name="prediction") (cloned_out)
return z
For training I use (shortened):
# datasets = list of classes
feature = input_variable(shape=(1, 3, 224, 224))
label = input_variable(shape=(1,3))
model = create_model(len(datasets), feature)
loss = cross_entropy_with_softmax(model, label)
# some definitions for learner, epochs, ProgressPrinters missing
for epoch in range(epochs):
loss.train((X_current,y_current), parameter_learners=[learner], callbacks=[progress_printer])
X_current is a single image and y_current the corresponding class label both encoded as numpy arrays with the followings shapes
X_current.shape
(1, 3, 224, 224)
y_current.shape
(1, 3)
When I try to train the model, I get
"ValueError: ToBatchAxis7504 ToBatchAxisNode operation can only operate on tensor without minibatch data (no layout)"
What's wrong here?

Keras LSTM input features and incorrect dimensional data input

So I'm trying to practice how to use LSTMs in Keras and all parameter (samples, timesteps, features). 3D list is confusing me.
So I have some stock data and if the next item in the list is above the threshold of 5 which is +-2.50 it buys OR sells, if it is in the middle of that threshold it holds, these are my labels: my Y.
For my features my X I have a dataframe of [500, 1, 3] for my 500 samples and each timestep is 1 since each data is 1 hour increment and 3 for 3 features. But I get this error:
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
How can I fix this code and what am I doing wrong?
import json
import pandas as pd
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
"""
Sample of JSON file
{"time":"2017-01-02T01:56:14.000Z","usd":8.14},
{"time":"2017-01-02T02:56:14.000Z","usd":8.16},
{"time":"2017-01-02T03:56:15.000Z","usd":8.14},
{"time":"2017-01-02T04:56:16.000Z","usd":8.15}
"""
file = open("E.json", "r", encoding="utf8")
file = json.load(file)
"""
If the price jump of the next item is > or < +-2.50 the append 'Buy or 'Sell'
If its in the range of +- 2.50 then append 'Hold'
This si my classifier labels
"""
data = []
for row in range(len(file['data'])):
row2 = row + 1
if row2 == len(file['data']):
break
else:
difference = file['data'][row]['usd'] - file['data'][row2]['usd']
if difference > 2.50:
data.append((file['data'][row]['usd'], 'SELL'))
elif difference < -2.50:
data.append((file['data'][row]['usd'], 'BUY'))
else:
data.append((file['data'][row]['usd'], 'HOLD'))
"""
add the price the time step which si 1 and the features which is 3
"""
frame = pd.DataFrame(data)
features = pd.DataFrame()
# train LSTM
for x in range(500):
series = pd.Series(data=[500, 1, frame.iloc[x][0]])
features = features.append(series, ignore_index=True)
labels = frame.iloc[16000:16500][1]
# test
#yt = frame.iloc[16500:16512][0]
#xt = pd.get_dummies(frame.iloc[16500:16512][1])
# create LSTM
model = Sequential()
model.add(LSTM(3, input_shape=features.shape, activation='relu', return_sequences=False))
model.add(Dense(2, activation='relu'))
model.add(Dense(1, activation='relu'))
model.compile(loss='mse', optimizer='adam', metrics=['accuracy'])
model.fit(x=features.as_matrix(), y=labels.as_matrix())
"""
ERROR
Anaconda3\envs\Final\python.exe C:/Users/Def/PycharmProjects/Ether/Main.py
Using Theano backend.
Traceback (most recent call last):
File "C:/Users/Def/PycharmProjects/Ether/Main.py", line 62, in <module>
model.fit(x=features.as_matrix(), y=labels.as_matrix())
File "\Anaconda3\envs\Final\lib\site-packages\keras\models.py", line 845, in fit
initial_epoch=initial_epoch)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1405, in fit
batch_size=batch_size)
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 1295, in _standardize_user_data
exception_prefix='model input')
File "\Anaconda3\envs\Final\lib\site-packages\keras\engine\training.py", line 121, in _standardize_input_data
str(array.shape))
ValueError: Error when checking model input: expected lstm_1_input to have 3 dimensions, but got array with shape (500, 3)
"""
Thanks.
This is my first post here I wish that could be useful I will try to do my best
First you need to create 3 dimension array to work with input_shape in keras you can watch this in keras documentation or in a better way:
from keras.models import Sequential
Sequential?
Linear stack of layers.
Arguments
layers: list of layers to add to the model.
# Note
The first layer passed to a Sequential model
should have a defined input shape. What that
means is that it should have received an input_shape
or batch_input_shape argument,
or for some type of layers (recurrent, Dense...)
an input_dim argument.
Example
```python
model = Sequential()
# first layer must have a defined input shape
model.add(Dense(32, input_dim=500))
# afterwards, Keras does automatic shape inference
model.add(Dense(32))
# also possible (equivalent to the above):
model = Sequential()
model.add(Dense(32, input_shape=(500,)))
model.add(Dense(32))
# also possible (equivalent to the above):
model = Sequential()
# here the batch dimension is None,
# which means any batch size will be accepted by the model.
model.add(Dense(32, batch_input_shape=(None, 500)))
model.add(Dense(32))
After that how to transform arrays 2 dimensions in 3 dimmension
check np.newaxis
Useful commands that help you more than you expect:
Sequential?,
-Sequential??,
-print(list(dir(Sequential)))
Best

Logistic Regression on MNIST dataset

In this post you can find a very good tutorial on how to apply SVM classifier to MNIST dataset. I was wondering if I could use logistic regression instead of SVM classifier. So I searhed for Logistic regression in openCV, And I found that the syntax for both classifiers are almost identical. So I guessed that I could just comment out these parts:
cv::Ptr<cv::ml::SVM> svm = cv::ml::SVM::create();
svm->setType(cv::ml::SVM::C_SVC);
svm->setKernel(cv::ml::SVM::POLY);//LINEAR, RBF, SIGMOID, POLY
svm->setTermCriteria(cv::TermCriteria(cv::TermCriteria::MAX_ITER, 100, 1e-6));
svm->setGamma(3);
svm->setDegree(3);
svm->train( trainingMat , cv::ml::ROW_SAMPLE , labelsMat );
and replace it with:
cv::Ptr<cv::ml::LogisticRegression> lr1 = cv::ml::LogisticRegression::create();
lr1->setLearningRate(0.001);
lr1->setIterations(10);
lr1->setRegularization(cv::ml::LogisticRegression::REG_L2);
lr1->setTrainMethod(cv::ml::LogisticRegression::BATCH);
lr1->setMiniBatchSize(1);
lr1->train( trainingMat, cv::ml::ROW_SAMPLE, labelsMat);
But first I got this error:
OpenCV Error: Bad argument(data and labels must be a floating point matrix)
Then I changed
cv::Mat labelsMat(labels.size(), 1, CV_32S, labelsArray);
to:
cv::Mat labelsMat(labels.size(), 1, CV_32F, labelsArray);
And now I get this error: OpenCV Error: bad argument(data should have atleast two classes)
I have 10 classes (0,1,...,9) but I don't know why I get this error. My codes are almost identical with the ones in the mentioned tutorial.
In Python you could do something like this:
import matplotlib.pyplot as plt
# Import datasets, classifiers and performance metrics
from sklearn import datasets, svm, metrics
from sklearn.linear_models import LogisticRegression
# The digits dataset
digits = datasets.load_digits()
# The data that we are interested in is made of 8x8 images of digits, let's
# have a look at the first 3 images, stored in the `images` attribute of the
# dataset. If we were working from image files, we could load them using
# pylab.imread. Note that each image must have the same size. For these
# images, we know which digit they represent: it is given in the 'target' of
# the dataset.
images_and_labels = list(zip(digits.images, digits.target))
for index, (image, label) in enumerate(images_and_labels[:4]):
plt.subplot(2, 4, index + 1)
plt.axis('off')
plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
plt.title('Training: %i' % label)
# To apply a classifier on this data, we need to flatten the image, to
# turn the data in a (samples, feature) matrix:
n_samples = len(digits.images)
data = digits.images.reshape((n_samples, -1))
Choose which one of the classifiers you like below
# Create a classifier: a support vector classifier
classifier = svm.SVC(gamma=0.001)
# create a Logistic Regression Classifier
classifier = LogisticRegression(C=1.0)
# We learn the digits on the first half of the digits
classifier.fit(data[:n_samples / 2], digits.target[:n_samples / 2])
# Now predict the value of the digit on the second half:
expected = digits.target[n_samples / 2:]
predicted = classifier.predict(data[n_samples / 2:])
print("Classification report for classifier %s:\n%s\n"
% (classifier, metrics.classification_report(expected, predicted)))
print("Confusion matrix:\n%s" % metrics.confusion_matrix(expected, predicted))
images_and_predictions = list(zip(digits.images[n_samples / 2:], predicted))
for index, (image, prediction) in enumerate(images_and_predictions[:4]):
plt.subplot(2, 4, index + 5)
plt.axis('off')
plt.imshow(image, cmap=plt.cm.gray_r, interpolation='nearest')
plt.title('Prediction: %i' % prediction)
plt.show()
You can see the whole code here

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