I have been following the time series forecasting example at https://www.tensorflow.org/tutorials/structured_data/time_series, I have also noticed that it does not predict unknown label as the output is also fed to the model as a feature, I have known features with 1 unknown output, and the example fails to explain how to achieve the issue.
does anyone know how to forecast unknown labels when they have features using examples presented on the link?
changing the output of the last time series data,i realized the model predict the changed value, as the output is also fed into the model during prediction
Related
Is it possible to provide multivariate input to the linear layer)
I am working on a stock forecasting model and want to provide open, close and volume data as input for the past 10 days. And want to predict the closing price of the next day?
if it is possible can someone share an example, it will be really helpful.
Thanks
I am working on a time-series prediction problem using GradientBoostingRegressor, and I think I'm seeing significant overfitting, as evidenced by a significantly better RMSE for training than for prediction. In order to examine this, I'm trying to use sklearn.model_selection.cross_validate, but I'm having problems understanding the result.
First: I was calculating RMSE by fitting to all my training data, then "predicting" the training data outputs using the fitted model and comparing those with the training outputs (the same ones I used for fitting). The RMSE that I observe is the same order of magnitude the predicted values and, more important, it's in the same ballpark as the RMSE I get when I submit my predicted results to Kaggle (although the latter is lower, reflecting overfitting).
Second, I use the same training data, but apply sklearn.model_selection.cross_validate as follows:
cross_validate( predictor, features, targets, cv = 5, scoring = "neg_mean_squared_error" )
I figure the neg_mean_squared_error should be the square of my RMSE. Accounting for that, I still find that the error reported by cross_validate is one or two orders of magnitude smaller than the RMSE I was calculating as described above.
In addition, when I modify my GradientBoostingRegressor max_depth from 3 to 2, which I would expect reduces overfitting and thus should improve the CV error, I find that the opposite is the case.
I'm keenly interested to use Cross Validation so I don't have to validate my hyperparameter choices by using up Kaggle submissions, but given what I've observed, I'm not clear that the results will be understandable or useful.
Can someone explain how I should be using Cross Validation to get meaningful results?
I think there is a conceptual problem here.
If you want to compute the error of a prediction you should not use the training data. As the name says theese type of data are used only in training, for evaluating accuracy scores you ahve to use data that the model has never seen.
About cross-validation I can tell that it's an approach to find the best training/testing set. The process is as follows: you divide your data into n groups and you do various iterating changing the testing group you pick. If you have n groups you will do n iteration and each time the training and testing set will be different. It's more understamdable in the image below.
Basically what you should do it's kile this:
Train the model using months from 0 to 30 (for example)
See the predictions made with months from 31 to 35 as input.
If the input has to be the same lenght divide feature in half (should be 17 months).
I hope I understood correctly, othewise comment.
I am looking to gain a better understanding of how my model learns a particular dataset. I wanted to visualize the training and eval phases of learning by plotting the actual training/eval data alongside model predictions for the same.
I got the idea from observing some Matlab code, which allows the user to plot the above mentioned values. Unfortunately I no longer have access to the Matlab code and would like to recreate the same in Python.
Using the code below:
model = xgb.train(params, dtrain,evals=watchlist,evals_result=results,verbose_eval=False)
I can get a results dictionary which saves, the training and eval rmse values as shown below:
{'eval': {'rmse': [0.557375, 0.504097, 0.449699, 0.404737, 0.364217, 0.327787, 0.295155, 0.266028, 0.235819, 0.212781]}, 'train': {'rmse': [0.405989, 0.370338, 0.337915, 0.308605, 0.281713, 0.257068, 0.234662, 0.214531, 0.195993, 0.179145]}}
While the output shows me the rmse values, I was wondering whether there is a way to get the predicted values for both the training as well as eval set, using which these rmse values are calculated.
I am currently trying to implement GoogLeNet architecture (InceptionV1) in Keras using theano backend, as I want to generate features for CUB dataset using GoogLeNet model.
I found an implementation in Keras here.
However, it is based on the earlier version of Keras and I had to make changes in the layers as per Keras version 2.
Now, the model is getting built correctly. However, the predict() function is failing with the error as
ValueError: CorrMM images and kernel must have the same stack size
So, I started looking at the original paper and correlating the layers mentioned in the paper with the implemented one.
So, here I found first layer to have output as expected as 112x112x64 with the input as 224x224x3.
However, when I tried to calculate the expected output dimensions as per the formula given in Stanford University tutorial page, it is different from the actual output which I received from the Keras code, though this is what is the expected output as per the GoogLeNet paper. i.e. as per the formula mentioned on the Stanford page Output height or length = ((Input height or length - filter size + 2 * Padding) / Stride) + 1
As per above equation, the output dimension comes in fraction which is not valid and to get the expected dimension as per the formula, input needs to be of shape 227x227x3. However, in Keras, with this input, output comes as 114x114x64.
Does Keras calculate the output dimensions in some different way or am I missing out on something?
Somehow I could make it work yesterday by removing few lines of code from the model which was making it to change the dimensions. (Possibly it was required by earlier version of Keras and Theano)
Also, contrary to the one mentioned in the paper, I changed patch size of MaxPooling2D() function from 3x3 to 2x2 which is the only way to achieve the desired output dimensions in GoogLeNet architecture. With input shape 224x224 and applying max pooling with patch size 2x2 and stride 2x2, its dimensions gets halved and we can get the desired output shape.
I am not sure why equation of output dimensions based on input, filter, padding and stride as parameters are not applicable here.
I have implemented a custom metric based on SIM and when i try the code it works. I have implemented it using tensors and np arrays and both give the same results. However when I start fitting the model the values given back are a lot higher then the values I get when i load the weights generated by the training and applying the same function.
My function is:
def SIM(y_true,y_pred):
n_y_true=y_true/(K.sum(y_true)+K.epsilon())
n_y_pred=y_pred/(K.sum(y_pred)+K.epsilon())
return K.mean(K.sum( K.minimum(n_y_true, n_y_pred)))
When I compile the Keras model I add this to the metrics and during training it gives for example SIM: 0.7092.
When i load the weights and try it the SIM score is around 0.3. The correct weights are loaded (when restarting training with these weights the same values popup). Does anybody know if I am doing anything wrong?
Why are the metrics given back during training so much higher compared to running the function over a batch?