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import os |
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import logging |
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import numpy as np |
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import tensorflow as tf |
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from .layers import HiddenLayer, SoftmaxLayer |
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from .injectors import BatchSequenceInjector |
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from .criterion import MonitorBased, ConstIterations |
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logger = logging.getLogger(__name__) |
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class LSTM: |
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"""Basic Single Layer Long-Short-Term Memory |
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""" |
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def __init__(self, num_features, num_classes, num_units, num_steps, optimizer=None): |
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self.num_features = num_features |
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self.num_classes = num_classes |
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self.num_steps = num_steps |
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self.num_units = num_units |
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self.summaries = [] |
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with tf.name_scope('input'): |
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self.x = tf.placeholder(tf.float32, shape=[None, num_steps, num_features], name='input_x') |
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self.init_state = tf.placeholder(tf.float32, shape=[None, 2 * num_units], name='init_state') |
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self.y_ = tf.placeholder(tf.float32, shape=[None, num_classes], name='input_y') |
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# Input Hidden Layer - Need to unroll num_steps and apply W/b |
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hidden_x = tf.reshape(tf.transpose(self.x, [1, 0, 2]), [-1, num_features]) |
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self.hidden_layer = HiddenLayer(num_features, num_units, 'Hidden', x=hidden_x) |
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# Output of the hidden layer needs to be split to be used with RNN |
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hidden_y = tf.split(0, num_steps, self.hidden_layer.y) |
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# Apply RNN |
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self.cell = tf.nn.rnn_cell.BasicLSTMCell(num_units=num_units, state_is_tuple=False) |
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outputs, states = tf.nn.rnn(self.cell, hidden_y, initial_state=self.init_state) |
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self.last_state = states[-1] |
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# Output Softmax Layer |
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self.output_layer = SoftmaxLayer(num_units, num_classes, 'SoftmaxLayer', x=outputs[-1]) |
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# Predicted Probability |
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self.y = self.output_layer.y |
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self.y_class = tf.argmax(self.y, 1) |
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# Softmax Cross-Entropy Loss |
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self.loss = tf.reduce_mean( |
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tf.nn.softmax_cross_entropy_with_logits(self.output_layer.logits, self.y_, |
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name='SoftmaxCrossEntropy') |
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) |
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# Setup Optimizer |
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if optimizer is None: |
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self.optimizer = tf.train.AdamOptimizer() |
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else: |
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self.optimizer = optimizer |
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# Evaluation |
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self.correct_prediction = tf.equal(self.y_class, tf.argmax(self.y_, 1)) |
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self.accuracy = tf.reduce_mean(tf.cast(self.correct_prediction, tf.float32)) |
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# Fit Step |
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with tf.name_scope('train'): |
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self.fit_step = self.optimizer.minimize(self.loss) |
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# Setup Summaries |
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self.summaries += self.hidden_layer.summaries |
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self.summaries += self.output_layer.summaries |
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self.summaries.append(tf.summary.scalar('cross_entropy', self.loss)) |
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self.summaries.append(tf.summary.scalar('accuracy', self.accuracy)) |
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self.merged = tf.summary.merge(self.summaries) |
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self.sess = None |
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def fit(self, x, y, batch_size=100, iter_num=100, summaries_dir=None, summary_interval=10, |
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test_x=None, test_y=None, session=None, criterion='const_iteration'): |
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"""Fit the model to the dataset |
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Args: |
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x (:obj:`numpy.ndarray`): Input features of shape (num_samples, num_features). |
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y (:obj:`numpy.ndarray`): Corresponding Labels of shape (num_samples) for binary classification, |
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or (num_samples, num_classes) for multi-class classification. |
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batch_size (:obj:`int`): Batch size used in gradient descent. |
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iter_num (:obj:`int`): Number of training iterations for const iterations, step depth for monitor based |
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stopping criterion. |
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summaries_dir (:obj:`str`): Path of the directory to store summaries and saved values. |
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summary_interval (:obj:`int`): The step interval to export variable summaries. |
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test_x (:obj:`numpy.ndarray`): Test feature array used for monitoring training progress. |
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test_y (:obj:`numpy.ndarray): Test label array used for monitoring training progress. |
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session (:obj:`tensorflow.Session`): Session to run training functions. |
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criterion (:obj:`str`): Stopping criteria. 'const_iterations' or 'monitor_based' |
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""" |
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if session is None: |
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if self.sess is None: |
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session = tf.Session() |
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self.sess = session |
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else: |
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session = self.sess |
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if summaries_dir is not None: |
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train_writer = tf.summary.FileWriter(summaries_dir + '/train') |
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test_writer = tf.summary.FileWriter(summaries_dir + '/test') |
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session.run(tf.global_variables_initializer()) |
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# Setup batch injector |
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injector = BatchSequenceInjector(data_x=x, data_y=y, batch_size=batch_size, seq_len=self.num_steps) |
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# Get Stopping Criterion |
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if criterion == 'const_iteration': |
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_criterion = ConstIterations(num_iters=iter_num) |
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elif criterion == 'monitor_based': |
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num_samples = x.shape[0] |
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valid_set_len = int(1/5 * num_samples) |
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valid_x = x[num_samples-valid_set_len:num_samples, :] |
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valid_y = y[num_samples-valid_set_len:num_samples, :] |
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x = x[0:num_samples-valid_set_len, :] |
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y = y[0:num_samples-valid_set_len, :] |
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_criterion = MonitorBased(n_steps=iter_num, |
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monitor_fn=self.predict_accuracy, |
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monitor_fn_args=(valid_x, valid_y[self.num_steps:, :]), |
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save_fn=tf.train.Saver().save, |
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View Code Duplication |
save_fn_args=(session, summaries_dir + '/best.ckpt')) |
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else: |
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logger.error('Wrong criterion %s specified.' % criterion) |
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return |
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# Train/Test sequence for brief reporting of accuracy and loss |
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train_seq_x, train_seq_y = BatchSequenceInjector.to_sequence( |
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self.num_steps, x, y, start=0, end=2000 |
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) |
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if (test_x is not None) and (test_y is not None): |
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test_seq_x, test_seq_y = BatchSequenceInjector.to_sequence( |
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self.num_steps, test_x, test_y, start=0, end=2000 |
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) |
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# Iteration Starts |
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i = 0 |
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while _criterion.continue_learning(): |
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batch_x, batch_y = injector.next_batch() |
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if summaries_dir is not None and (i % summary_interval == 0): |
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summary, loss, accuracy = session.run( |
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[self.merged, self.loss, self.accuracy], |
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feed_dict={self.x: train_seq_x, self.y_: train_seq_y, |
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self.init_state: np.zeros((train_seq_x.shape[0], 2 * self.num_units))} |
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) |
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train_writer.add_summary(summary, i) |
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View Code Duplication |
logger.info('Step %d, train_set accuracy %g, loss %g' % (i, accuracy, loss)) |
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if (test_x is not None) and (test_y is not None): |
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merged, accuracy = session.run( |
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[self.merged, self.accuracy], |
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feed_dict={self.x: test_seq_x, self.y_: test_seq_y, |
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self.init_state: np.zeros((test_seq_x.shape[0], 2*self.num_units))}) |
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test_writer.add_summary(merged, i) |
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logger.info('test_set accuracy %g' % accuracy) |
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loss, accuracy, _ = session.run( |
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[self.loss, self.accuracy, self.fit_step], |
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feed_dict={self.x: batch_x, self.y_: batch_y, |
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self.init_state: np.zeros((batch_x.shape[0], 2 * self.num_units))}) |
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i += 1 |
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# Finish Iteration |
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if criterion == 'monitor_based': |
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tf.train.Saver().restore(session, os.path.join(summaries_dir, 'best.ckpt')) |
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logger.debug('Total Epoch: %d, current batch %d', injector.num_epochs, injector.cur_batch) |
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def predict_proba(self, x, session=None, batch_size=500): |
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"""Predict probability (Softmax) |
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""" |
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if session is None: |
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if self.sess is None: |
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session = tf.Session() |
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self.sess = session |
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else: |
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session = self.sess |
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injector = BatchSequenceInjector(batch_size=batch_size, data_x=x, seq_len=self.num_steps) |
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injector.reset() |
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result = None |
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while injector.num_epochs == 0: |
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batch_x = injector.next_batch() |
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batch_y = session.run(self.y, |
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feed_dict={self.x: batch_x, |
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self.init_state: np.zeros((batch_x.shape[0], 2 * self.num_units))}) |
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if result is None: |
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result = batch_y |
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else: |
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result = np.concatenate((result, batch_y), axis=0) |
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return result |
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def predict(self, x, session=None, batch_size=500): |
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if session is None: |
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if self.sess is None: |
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session = tf.Session() |
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self.sess = session |
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else: |
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session = self.sess |
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injector = BatchSequenceInjector(batch_size=batch_size, data_x=x, seq_len=self.num_steps) |
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injector.reset() |
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result = None |
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while injector.num_epochs == 0: |
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batch_x = injector.next_batch() |
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batch_y = session.run(self.y_class, |
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feed_dict={self.x: batch_x, |
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self.init_state: np.zeros((batch_x.shape[0], 2 * self.num_units))}) |
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if result is None: |
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result = batch_y |
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else: |
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result = np.concatenate((result, batch_y), axis=0) |
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return result |
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def predict_accuracy(self, x, y, session=None): |
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"""Get Accuracy given feature array and corresponding labels |
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""" |
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if session is None: |
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if self.sess is None: |
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session = tf.Session() |
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self.sess = session |
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else: |
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session = self.sess |
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predict = self.predict(x, session=session) |
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accuracy = np.sum(predict == y.argmax(y.ndim - 1)) / float(y.shape[0]) |
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return accuracy |
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