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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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                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=None):  | 
            
            
                                                        
            
                                    
            
            
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                        """Fit the model to the dataset  | 
            
            
                                                        
            
                                    
            
            
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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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                        # Test sequences  | 
            
            
                                                        
            
                                    
            
            
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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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                        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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                        for i in range(iter_num):  | 
            
            
                                                        
            
                                    
            
            
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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 = session.run(  | 
            
            
                                                        
            
                                    
            
            
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                                    self.merged,  | 
            
            
                                                        
            
                                    
            
            
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                    90
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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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                                if (test_x is not None) and (test_y is not None):  | 
            
            
                                                        
            
                                    
            
            
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                    95
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                                    merged, accuracy = session.run(  | 
            
            
                                                        
            
                                    
            
            
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                    96
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                                        [self.merged, self.accuracy],  | 
            
            
                                                        
            
                                    
            
            
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                    97
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                                        feed_dict={self.x: test_seq_x, self.y_: test_seq_y, | 
            
            
                                                        
            
                                    
            
            
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                    98
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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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                    100
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                                    print('test accuracy %g' % accuracy) | 
            
            
                                                        
            
                                    
            
            
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                    101
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                            loss, accuracy, _ = session.run(  | 
            
            
                                                        
            
                                    
            
            
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                    102
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                                [self.loss, self.accuracy, self.fit_step],  | 
            
            
                                                        
            
                                    
            
            
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                    103
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                                feed_dict={self.x: batch_x, self.y_: batch_y, | 
            
            
                                                        
            
                                    
            
            
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                    104
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                                           self.init_state: np.zeros((batch_x.shape[0], 2 * self.num_units))})  | 
            
            
                                                        
            
                                    
            
            
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                    105
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                            print('Step %d, training accuracy %g, loss %g' % (i, accuracy, loss)) | 
            
            
                                                        
            
                                    
            
            
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                View Code Duplication | 
                    def predict_proba(self, x, session=None, batch_size=500):  | 
            
                            
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                    108
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                        """Predict probability (Softmax)  | 
            
            
                                                        
            
                                    
            
            
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                    109
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                        """  | 
            
            
                                                        
            
                                    
            
            
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                    110
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                        if session is None:  | 
            
            
                                                        
            
                                    
            
            
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                    111
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                            if self.sess is None:  | 
            
            
                                                        
            
                                    
            
            
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                    112
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                                session = tf.Session()  | 
            
            
                                                        
            
                                    
            
            
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                    113
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                                self.sess = session  | 
            
            
                                                        
            
                                    
            
            
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                    114
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                            else:  | 
            
            
                                                        
            
                                    
            
            
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                    115
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                                session = self.sess  | 
            
            
                                                        
            
                                    
            
            
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                    116
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                        injector = BatchSequenceInjector(batch_size=batch_size, data_x=x, seq_len=self.num_steps)  | 
            
            
                                                        
            
                                    
            
            
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                    117
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                        injector.reset()  | 
            
            
                                                        
            
                                    
            
            
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                    118
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                        result = None  | 
            
            
                                                        
            
                                    
            
            
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                    119
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                        while injector.num_epochs == 0:  | 
            
            
                                                        
            
                                    
            
            
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                    120
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                            batch_x = injector.next_batch()  | 
            
            
                                                        
            
                                    
            
            
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                    121
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                            batch_y = session.run(self.y,  | 
            
            
                                                        
            
                                    
            
            
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                    122
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                                                  feed_dict={self.x: batch_x, | 
            
            
                                                        
            
                                    
            
            
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                    123
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                                                             self.init_state: np.zeros((batch_x.shape[0], 2 * self.num_units))})  | 
            
            
                                                        
            
                                    
            
            
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                    124
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                            if result is None:  | 
            
            
                                                        
            
                                    
            
            
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                    125
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                                result = batch_y  | 
            
            
                                                        
            
                                    
            
            
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                    126
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                            else:  | 
            
            
                                                        
            
                                    
            
            
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                    127
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                                result = np.concatenate((result, batch_y), axis=0)  | 
            
            
                                                        
            
                                    
            
            
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                    128
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                        return result  | 
            
            
                                                        
            
                                    
            
            
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                View Code Duplication | 
                    def predict(self, x, session=None, batch_size=500):  | 
            
                            
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                     | 
                     | 
                    
                                                                                                    
                        
                         
                                                                                        
                                                                                     
                     | 
                
            
                                                        
            
                                    
            
            
                | 
                    131
                 | 
                                    
                                                     | 
                
                 | 
                        if session is None:  | 
            
            
                                                        
            
                                    
            
            
                | 
                    132
                 | 
                                    
                                                     | 
                
                 | 
                            if self.sess is None:  | 
            
            
                                                        
            
                                    
            
            
                | 
                    133
                 | 
                                    
                                                     | 
                
                 | 
                                session = tf.Session()  | 
            
            
                                                        
            
                                    
            
            
                | 
                    134
                 | 
                                    
                                                     | 
                
                 | 
                                self.sess = session  | 
            
            
                                                        
            
                                    
            
            
                | 
                    135
                 | 
                                    
                                                     | 
                
                 | 
                            else:  | 
            
            
                                                        
            
                                    
            
            
                | 
                    136
                 | 
                                    
                                                     | 
                
                 | 
                                session = self.sess  | 
            
            
                                                        
            
                                    
            
            
                | 
                    137
                 | 
                                    
                                                     | 
                
                 | 
                        injector = BatchSequenceInjector(batch_size=batch_size, data_x=x, seq_len=self.num_steps)  | 
            
            
                                                        
            
                                    
            
            
                | 
                    138
                 | 
                                    
                                                     | 
                
                 | 
                        injector.reset()  | 
            
            
                                                        
            
                                    
            
            
                | 
                    139
                 | 
                                    
                                                     | 
                
                 | 
                        result = None  | 
            
            
                                                        
            
                                    
            
            
                | 
                    140
                 | 
                                    
                                                     | 
                
                 | 
                        while injector.num_epochs == 0:  | 
            
            
                                                        
            
                                    
            
            
                | 
                    141
                 | 
                                    
                                                     | 
                
                 | 
                            batch_x = injector.next_batch()  | 
            
            
                                                        
            
                                    
            
            
                | 
                    142
                 | 
                                    
                                                     | 
                
                 | 
                            batch_y = session.run(self.y_class,  | 
            
            
                                                        
            
                                    
            
            
                | 
                    143
                 | 
                                    
                                                     | 
                
                 | 
                                                  feed_dict={self.x: batch_x, | 
            
            
                                                        
            
                                    
            
            
                | 
                    144
                 | 
                                    
                                                     | 
                
                 | 
                                                             self.init_state: np.zeros((batch_x.shape[0], 2 * self.num_units))})  | 
            
            
                                                        
            
                                    
            
            
                | 
                    145
                 | 
                                    
                                                     | 
                
                 | 
                            if result is None:  | 
            
            
                                                        
            
                                    
            
            
                | 
                    146
                 | 
                                    
                                                     | 
                
                 | 
                                result = batch_y  | 
            
            
                                                        
            
                                    
            
            
                | 
                    147
                 | 
                                    
                                                     | 
                
                 | 
                            else:  | 
            
            
                                                        
            
                                    
            
            
                | 
                    148
                 | 
                                    
                                                     | 
                
                 | 
                                result = np.concatenate((result, batch_y), axis=0)  | 
            
            
                                                        
            
                                    
            
            
                | 
                    149
                 | 
                                    
                                                     | 
                
                 | 
                        return result  | 
            
            
                                                        
            
                                    
            
            
                | 
                    150
                 | 
                                    
                                                     | 
                
                 | 
                 |