Keras 3Dconvnet time-series issue - keras

I have a time-series of data and am running some very basic tests to get a feel for TensorFlow, Keras, Python, etc.
To setup the problem, I have a large amount of images whereby 7 images of data (with Cartesian dimensions 33 x 33) when accumulated should yield a single value. Therefore, the amount of 'x' data should be y*7 where y is the 'truth' data being trained with.
All of the training data is in entitled 'alldatax' which is a large matrix: [420420 x 33 x 33 x 7 x 1] where the dimensions are the total number of single images, x-dimension, y-dimension, number of images to be accumulated for a single 'truth' value, and then a final dimension necessary for 3D convolving.
The 'truth' matrix, alldatay, is a 1D matrix which is simply 420420 / 7 = 60060.
When running a simple convnet:
model = models.Sequential()
model.add(layers.InputLayer(input_shape=(33,33,7,1)))
model.add(layers.Conv3D(16,(3,3,1), activation = 'relu', input_shape = (33,33,7,1)))
model.add(layers.LeakyReLU(alpha=0.3))
model.add(layers.MaxPooling3D((2,2,1)))
model.add(layers.Conv3D(32,(3,3,1), activation = 'relu'))
model.add(layers.LeakyReLU(alpha=0.3))
model.add(layers.MaxPooling3D((2,2,1)))
model.add(layers.Flatten())
model.add(layers.Dense(512, activation = 'relu'))
model.add(layers.LeakyReLU(alpha=0.3))
model.add(layers.Dropout(0.5))
model.add(layers.Dense(32, activation = 'relu'))
model.add(layers.LeakyReLU(alpha=0.3))
model.add(layers.Dropout(0.5))
model.add(layers.Dense(1, activation = 'relu'))
model.compile(optimizer = 'adam', loss = 'mse')
model.fit(x = alldatax, y = alldatay, batch_size = 1000, epochs = 50, verbose = 1, shuffle = False)
I get an error: ValueError: Input arrays should have the same number of samples as target arrays. Found 420420 input samples and 60060 target samples.
What needs to change to get the convnet to realize it needs 7*x for every y value?

Something seems to be wrong in your calculations.
You state that the neural net should take seven 33x33 images as one input example, so you set the input shape of the first layer to (33,33,7,1) which is right. This means for every 33x33x7x1 input there should be exactly one y value.
Since all of your data all your data comprises 420420 33x33x7x1 images there should be 420420 y values, not 60060.

Related

Input shape for 1D convolution network in keras

I am quite new to keras and I have a problem in understanding shapes.
I wanted to create 1D Conv Keras model as follows, I don't know this is correct or not:
TIME_PERIODS = 511
num_sensors = 2
num_classes = 4
BATCH_SIZE = 400
EPOCHS = 50
model_m = Sequential()
model_m.add(Conv1D(100, 10, activation='relu', input_shape=(TIME_PERIODS, num_sensors)))
model_m.add(Conv1D(100, 10, activation='relu'))
model_m.add(MaxPooling1D(3))
model_m.add(Conv1D(160, 10, activation='relu'))
model_m.add(Conv1D(160, 10, activation='relu'))
model_m.add(GlobalAveragePooling1D())
model_m.add(Dropout(0.5))
model_m.add(Dense(num_classes, activation='softmax'))
The input data I have is 888 different panda data frame where each frame is of shape (511, 3) where 511 is numbers of signal points and 0th column is sensor1 values, 1st column is sensor2 values and 2nd column is labelled signals.
Now how I should combine all my 888 different panda data frame so I have x_train and y_train from X and Y using Sklearn train_test_split.
Also, I think the input shape I am defining for the model is wrong and I don't think I actually have TIME_PERIODS because, for 1-time point, I have 2 sensor inputs (orange, blue line) value and 1 output label (green line).
The context of the problem I am trying to solve e.g.
input: time-based 2 sensors values say for 1 AM-2 AM hour from a user, output: the range of times e.g where the user was doing activity 1, activity 2, activity X on 1:10-1:15, 1:15-1:30, 1:30-2:00, The above plot show a sample training input and output.
The problem is inspired from here but in my case, I don't have any time period, my 1-time point has 1 output label.
Update 1:
I am almost certain that my TIME_PERIODS=1 as for the prediction I will give 511 inputs and expects to get 511 output values.
Each dataframe is an independent sequence?
fileNames = get a list of filenames here, you can maybe os.listdir for that
allFrames = [pandas.read_csv(filename,... other_things...).values for filename in fileNames]
allData = np.stack(allFrames, axis=0)
inputData = allData[:,:num_sensors]
outputData = allData[:, -1:]
You can now use train test split the way you want.
Your input shape is correct.
If you want to predict the whole sequence, then you have to remove the poolings. Every convolution should use padding='same'.
And maybe you should use a Biridectional(LSTM(units, return_sequences=True)) layer somewhere to make your model stronger.
A simple model as an example. (Notice that models are totally open to creativity)
from keras.layers import *
inputs = Input((TIME_PERIODS,num_sensors)) #Should be called "time_steps" to be precise
outputs = Conv1D(any, 3, padding='same', activation = 'tanh')(inputs)
outputs = Bidirectional(LSTM(any, return_sequences=True))(outputs)
outputs = Conv1D(num_classes, activation='softmax', padding='same')(outputs)
model = keras.models.Model(inputs, outputs)
To say the least, you're in the correct path. The full solution for this would be like,
df = pd.concat([pd.read_csv(fname, index_col=<int>, header=<int>) for f filenames], ignore_index=True, axis=0)
inputs = df.loc[:,:-1]
labels = df.loc[:,0]
X_train, X_test, y_train, y_test = train_test_split(inputs, labels, test_size=<float>)
To add a bit more information, note how you are doing,
model_m.add(Conv1D(100, 10, activation='relu', input_shape=(TIME_PERIODS, num_sensors)))
and not
model_m.add(Conv1D(100, 10, activation='relu', padding='SAME', input_shape=(TIME_PERIODS, num_sensors)))
So, as you're not setting padding="Same" for the convolution layers this might have the undesirable effect of input becoming smaller and smaller as you go deeper to the model. If that's what you need, that's okay. Otherwise, set `padding="SAME".
For example, without same-padding you'll get, a width around 144 when you get to the GlobalPooling layer, where if you use same-padding it would be roughly 170. It's not a major problem here, but can easily lead to negative sizes in your input for deeper layers.

How to merge new features at later stage of model?

I have training data in the form of numpy arrays, that I will use in ConvLSTM.
Following are dimensions of array.
trainX = (5000, 200, 5) where 5000 are number of samples. 200 is time steps per sample, and 8 is number of features per timestep. (samples, timesteps, features).
out of these 8 features, 3 features remains the same throghout all timesteps in a sample (In other words, these features are directly related to samples). for example, day of the week, month number, weekday (these changes from sample to sample). To reduce the complexity, I want to keep these three features separate from initial training set and merge them with the output of convlstm layer before applying dense layer for classication (softmax activiation). e,g
Intial training set dimension would be (7000, 200, 5) and auxiliary input dimensions to be merged would be (7000, 3) --> because these 3 features are directly related to sample. How can I implement this using keras?
Following is my code that I write using Functional API, but don't know how to merge these two inputs.
#trainX.shape=(7000,200,5)
#trainy.shape=(7000,4)
#testX.shape=(3000,200,5)
#testy.shape=(3000,4)
#trainMetadata.shape=(7000,3)
#testMetadata.shape=(3000,3)
verbose, epochs, batch_size = 1, 50, 256
samples, n_features, n_outputs = trainX.shape[0], trainX.shape[2], trainy.shape[1]
n_steps, n_length = 4, 50
input_shape = (n_steps, 1, n_length, n_features)
model_input = Input(shape=input_shape)
clstm1 = ConvLSTM2D(filters=64, kernel_size=(1,3), activation='relu',return_sequences = True)(model_input)
clstm1 = BatchNormalization()(clstm1)
clstm2 = ConvLSTM2D(filters=128, kernel_size=(1,3), activation='relu',return_sequences = False)(clstm1)
conv_output = BatchNormalization()(clstm2)
metadata_input = Input(shape=trainMetadata.shape)
merge_layer = np.concatenate([metadata_input, conv_output])
dense = Dense(100, activation='relu', kernel_regularizer=regularizers.l2(l=0.01))(merge_layer)
dense = Dropout(0.5)(dense)
output = Dense(n_outputs, activation='softmax')(dense)
model = Model(inputs=merge_layer, outputs=output)
model.compile(loss='categorical_crossentropy', optimizer='adam', metrics=['accuracy'])
history = model.fit([trainX, trainMetadata], trainy, validation_data=([testX, testMetadata], testy), epochs=epochs, batch_size=batch_size, verbose=verbose)
_, accuracy = model.evaluate(testX, testy, batch_size=batch_size, verbose=0)
y = model.predict(testX)
but I am getting Value error at merge_layer statement. Following is the ValueError
ValueError: zero-dimensional arrays cannot be concatenated
What you are saying can not be done using the Sequential mode of Keras.
You need to use the Model class API Guide to Keras Model.
With this API you can build the complex model you are looking for
Here you have an example of how to use it: How to Use the Keras Functional API for Deep Learning

Recurrent neural network architecture

I'm working on a RNN architecture which does speech enhancement. The dimensions of the input is [XX, X, 1024] where XX is the batch size and X is the variable sequence length.
The input to the network is positive valued data and the output is masked binary data(IBM) which is later used to construct enhanced signal.
For instance, if the input to network is [10, 65, 1024] the output will be [10,65,1024] tensor with binary values. I'm using Tensorflow with mean squared error as loss function. But I'm not sure which activation function to use here(which keeps the outputs either zero or one), Following is the code I've come up with so far
tf.reset_default_graph()
num_units = 10 #
num_layers = 3 #
dropout = tf.placeholder(tf.float32)
cells = []
for _ in range(num_layers):
cell = tf.contrib.rnn.LSTMCell(num_units)
cell = tf.contrib.rnn.DropoutWrapper(cell, output_keep_prob = dropout)
cells.append(cell)
cell = tf.contrib.rnn.MultiRNNCell(cells)
X = tf.placeholder(tf.float32, [None, None, 1024])
Y = tf.placeholder(tf.float32, [None, None, 1024])
output, state = tf.nn.dynamic_rnn(cell, X, dtype=tf.float32)
out_size = Y.get_shape()[2].value
logit = tf.contrib.layers.fully_connected(output, out_size)
prediction = (logit)
flat_Y = tf.reshape(Y, [-1] + Y.shape.as_list()[2:])
flat_logit = tf.reshape(logit, [-1] + logit.shape.as_list()[2:])
loss_op = tf.losses.mean_squared_error(labels=flat_Y, predictions=flat_logit)
#adam optimizier as the optimization function
optimizer = tf.train.AdamOptimizer(learning_rate=0.001) #
train_op = optimizer.minimize(loss_op)
#extract the correct predictions and compute the accuracy
correct_pred = tf.equal(tf.argmax(prediction, 1), tf.argmax(Y, 1))
accuracy = tf.reduce_mean(tf.cast(correct_pred, tf.float32))
Also my reconstruction isn't good. Can someone suggest on improving the model?
If you want your outputs to be either 0 or 1, to me it seems a good idea to turn this into a classification problem. To this end, I would use a sigmoidal activation and cross entropy:
...
prediction = tf.nn.sigmoid(logit)
loss_op = tf.reduce_mean(tf.nn.sigmoid_cross_entropy_with_logits(labels=Y, logits=logit))
...
In addition, from my point of view the hidden dimensionality (10) of your stacked RNNs seems quite small for such a big input dimensionality (1024). However this is just a guess, and it is something that needs to be tuned.

Keras LSTM layers input shape

I am trying to feed a sequence with 20 featuresto an LSTM network as shown in the code. But I get an error that my Input0 is incompatible with LSTM input. Not sure how to change my layer structure to fit the data.
def build_model(features, aux1=None, aux2=None):
# create model
features[0] = np.asarray(features[0])
main_input = Input(shape=features[0].shape, dtype='float32', name='main_input')
main_out = LSTM(40, activation='relu')
aux1_input = Input(shape=(len(aux1[0]),), dtype='float32', name='aux1_input')
aux1_out = Dense(len(aux1[0]))(aux1_input)
aux2_input = Input(shape=(len(aux2[0]),), dtype='float32', name='aux2_input')
aux2_out = Dense(len(aux2[0]))(aux2_input)
x = concatenate([aux1_out, main_out, aux2_out])
x = Dense(64, activation='relu')(x)
x = Dropout(0.5)(x)
output = Dense(1, activation='sigmoid', name='main_output')(x)
model = Model(inputs=[aux1_input, aux2_input, main_input], outputs= [output])
return model
Features variable is an array of shape (1456, 20) I have 1456 days and for each day I have 20 variables.
Your main_input should be of shape (samples, timesteps, features)
and then you should define main_input like this:
main_input = Input(shape=(timesteps,)) # for stateless RNN (your one)
or main_input = Input(batch_shape=(batch_size, timesteps,)) for stateful RNN (not the one you are using in your example)
if your features[0] is a 1-dimensional array of various features (1 timestep), then you also have to reshape features[0] like this:
features[0] = np.reshape(features[0], (1, features[0].shape))
and then do it to features[1], features[2] etc
or better reshape all your samples at once:
features = np.reshape(features, (features.shape[0], 1, features.shape[1]))
LSTM layers are designed to work with "sequences".
You say your sequence has 20 features, but how many time steps does it have?? Do you mean 20 time steps instead?
An LSTM layer requires input shapes such as (BatchSize, TimeSteps, Features).
If it's the case that you have 1 feature in each of the 20 time steps, you must shape your data as:
inputData = someData.reshape(NumberOfSequences, 20, 1)
And the Input tensor should take this shape:
main_input = Input((20,1), ...) #yes, it ignores the batch size

How to set up Keras LSTM for time series forecasting?

I have a single training batch of 600 sequential points (x(t), y(t)) with x(t) being a 25 dimensional vector and y(t) being my target (1 dim). I would like to train an LSTM to predict how the series would continue given a few additional x(t) [t> 600]. I tried the following model:
model = Sequential()
model.add(LSTM(128, input_shape = (600,25), batch_size = 1, activation= 'tanh', return_sequences = True))
model.add(Dense(1, activation='linear'))
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=20 ,verbose=2) prediction
prediction = model.predict(testX, batch_size = 1)
Fitting works fine, but I keep getting the following error at the prediction step:
Error when checking : expected lstm_46_input to have shape (1, 600, 25) but got array with shape (1, 10, 25)
What am I missing?
Here are my shapes:
trainX.shape = (1,600,25)
trainY.shape = (1,600,1)
testX.shape = (1,10,25)
According to Keras documentation input of LSTM (or any RNN) layers should be of shape (batch_size, timesteps, input_dim) where your input shape is
trainX.shape = (1,600,25)
So it means for training you are passing only one data with 600 timesteps and 25 features per timestep. But I got a feeling that you actually have 600 training data each having 25 timesteps and 1 feature per timestep. I guess your input shape (trainX) should be 600 x 25 x 1. Train target (trainY) should be 600 x 1 If my assumption is right then your test data should be of shape 10 x 25 x 1. First LSTM layer should be written as
model.add(LSTM(128, input_shape = (25,1), batch_size = 1, activation= 'tanh', return_sequences = False))
If your training data is in fact (1,600,25) what this means is you are unrolling the LSTM feedback 600 times. The first input has an impact on the 600th input. If this is what you want, you can use the Keras function "pad_sequences" to add append zeros to the test matrix so it has the shape (1,600,25). The network should predict zeros and you will need to add 590 zeros to your testY.
If you only want say 10 previous timesteps to affect your current Y prediction, then you will want to turn your trainX into shape (590,10,25). The input line will be something like:
model.add(LSTM(n_hid, stateful=True, return_sequences=False, batch_input_shape=(1,nTS,x_train.shape[2])))
The processing to get it in the form you want could be something like this:
def formatTS(XX, yy, window_length):
x_train = np.zeros((XX.shape[0]-window_length,window_length,XX.shape[1]))
for i in range(x_train.shape[0]):
x_train[i] = XX[i:i+window_length,:]
y_train = yy[window_length:]
return x_train, y_train
Then your testing will work just fine since it is already in the shape (1,10,25).

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