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@@ -16,6 +16,10 @@ from sklearn.preprocessing import MinMaxScaler
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from torch import nn, optim
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from torch.utils.data import DataLoader, TensorDataset
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import sys
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sys.path.append(r"c:\Users\Admin\Documents\lecture ass shit\ml1\codemidterm\ml_midterm")
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from load_data import load_this_data
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# Step 2: Data Preparation
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@@ -66,25 +70,30 @@ def create_sequences(data, n_lookback):
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return np.array(x), np.array(y)
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# Split into training and testing sets (80% train, 20% test)
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train_data, test_data = train_test_split(data_scaled, test_size=0.2, shuffle=False)
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# Split into training and testing sets
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split_index = int(0.8 * len(data_scaled))
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train_data = data_scaled[:split_index]
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test_data = data_scaled[split_index:]
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# Create sequences for training and testing
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train_x, train_y = create_sequences(train_data, n_lookback)
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test_x, test_y = create_sequences(test_data, n_lookback)
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# train_y = scaler.transform(train_y)
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# test_y = scaler.transform(test_y)
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# Convert sequences to PyTorch tensors
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train_x = torch.tensor(train_x, dtype=torch.float32)
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train_y = torch.tensor(train_y, dtype=torch.float32)
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test_x = torch.tensor(test_x, dtype=torch.float32)
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test_y = torch.tensor(test_y, dtype=torch.float32)
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# Create datasets and dataloaders
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train_dataset = TensorDataset(train_x, train_y)
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test_dataset = TensorDataset(test_x, test_y)
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train_loader = DataLoader(train_dataset, batch_size=128, shuffle=True)
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test_loader = DataLoader(test_dataset, batch_size=128, shuffle=False)
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train_loader = DataLoader(train_dataset, batch_size=32, shuffle=True)
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test_loader = DataLoader(test_dataset, batch_size=32, shuffle=False)
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# Step 3: Define the LSTM Model
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# -----------------------------
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@@ -92,43 +101,74 @@ test_loader = DataLoader(test_dataset, batch_size=128, shuffle=False)
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# The forward method specifies how data flows through the model.
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# class LSTMModel(nn.Module):
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# def __init__(self, n_features, n_lookback, n_neurons):
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# """
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# Initialize the LSTM model.
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# Args:
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# n_features: Number of input features (e.g., 1 for univariate time series).
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# n_lookback: Number of past timesteps to consider.
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# n_neurons: Number of neurons in each LSTM layer.
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# """
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# super(LSTMModel, self).__init__()
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# self.lstm1 = nn.LSTM(
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# n_features,
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# n_neurons,
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# batch_first=True,
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# dropout=0.2,
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# )
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# self.lstm2 = nn.LSTM(
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# n_neurons,
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# n_neurons,
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# batch_first=True,
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# )
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# self.lstm3 = nn.LSTM(n_neurons, n_neurons, batch_first=True)
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# self.lstm4 = nn.LSTM(n_neurons, n_neurons, batch_first=True)
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# self.fc = nn.Linear(n_neurons, 1)
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# self.dropout = nn.Dropout(0.2)
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# def forward(self, x):
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# """
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# Forward pass through the model.
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# Args:
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# x: Input tensor of shape (batch, seq_len, n_features).
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# Returns:
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# Output tensor of shape (batch, 1).
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# """
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# x, _ = self.lstm1(x)
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# x, _ = self.lstm2(x)
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# x, _ = self.lstm3(x)
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# x, _ = self.lstm4(x)
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# x = self.dropout(x)
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# x = self.fc(x[:, -1, :]) # Use the last timestep's output
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# return x
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print("Input sequences (x):", train_x.shape)
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print("Target values (y):", train_y.shape)
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print("Sample input:", train_x[0])
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print("Corresponding target:", train_y[0])
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class LSTMModel(nn.Module):
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def __init__(self, n_features, n_lookback, n_neurons):
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"""
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Initialize the LSTM model.
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Args:
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n_features: Number of input features (e.g., 1 for univariate time series).
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n_lookback: Number of past timesteps to consider.
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n_neurons: Number of neurons in each LSTM layer.
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"""
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super(LSTMModel, self).__init__()
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self.lstm = nn.LSTM(
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input_size=n_features, # Number of input features
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hidden_size=n_neurons, # Number of neurons in the LSTM
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num_layers=2, # Number of LSTM layers
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batch_first=True, # Input shape is (batch, seq, feature)
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dropout=0.2, # Dropout for regularization
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)
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self.fc = nn.Linear(n_neurons, 1) # Fully connected layer for output
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self.lstm = nn.LSTM(n_features, n_neurons, batch_first=True, dropout=0.2)
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self.lstm2 = nn.LSTM(n_neurons, n_neurons, batch_first=True, dropout=0.2)
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self.fc = nn.Linear(n_neurons, 1)
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def forward(self, x):
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"""
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Forward pass through the model.
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Args:
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x: Input tensor of shape (batch, seq_len, n_features).
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Returns:
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Output tensor of shape (batch, 1).
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"""
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lstm_out, _ = self.lstm(x) # LSTM outputs (ignore hidden states)
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out = self.fc(lstm_out[:, -1, :]) # Use the last timestep's output
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return out
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x, _ = self.lstm(x)
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x, _ = self.lstm2(x)
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x = self.fc(x[:, -1, :]) # Use the last timestep's output
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return x
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# Instantiate the model
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n_neurons = 64 # Number of neurons in the LSTM
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n_neurons = 128 # Number of neurons in the LSTM
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model = LSTMModel(n_features, n_lookback, n_neurons)
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# Step 4: Define Loss Function and Optimizer
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@@ -136,14 +176,14 @@ model = LSTMModel(n_features, n_lookback, n_neurons)
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# Loss function: Mean Squared Error (MSE) for regression tasks.
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# Optimizer: Adam optimizer for efficient training.
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criterion = nn.MSELoss()
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optimizer = optim.Adam(model.parameters(), lr=0.0001)
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optimizer = optim.Adam(model.parameters(), lr=0.001)
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# Step 5: Train the Model
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# -----------------------
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# PyTorch requires an explicit training loop. This gives you full control
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# over the training process.
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epochs = 100 # Number of training epochs
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epochs = 50 # Number of training epochs
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# Check for CUDA and set the device
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device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
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@@ -152,6 +192,9 @@ print(f"Using device: {device}")
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# Move the model to the device
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model = LSTMModel(n_features, n_lookback, n_neurons).to(device)
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# scheduler = optim.lr_scheduler.ReduceLROnPlateau(
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# optimizer, mode="min", patience=5, factor=0.5, min_lr=1e-6
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# )
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# Move data to the device during training and evaluation
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for epoch in range(epochs):
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model.train() # Set the model to training mode
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@@ -163,23 +206,39 @@ for epoch in range(epochs):
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y_batch = y_batch.to(device)
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# Reshape input to (batch, seq_len, n_features)
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x_batch = x_batch.view(-1, n_lookback, n_features)
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y_batch = y_batch.view(-1, 1)
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# y_batch = y_batch.view(-1, 1)
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# print("x_batch shape:", x_batch.shape)
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# print("y_batch shape:", y_batch.shape)
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# print("x_batch dtype:", x_batch.dtype)
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# print("y_batch dtype:", y_batch.dtype)
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# break
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# Zero the gradients from the previous step
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optimizer.zero_grad()
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# Forward pass: Compute predictions
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predictions = model(x_batch)
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# if epoch == 32:
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# for name, param in model.named_parameters():
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# if param.grad is not None:
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# print(f"{name} gradient mean: {param.grad.mean().item()}")
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# else:
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# print(f"{name} has no gradient")
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# print("Predictions device:", predictions.device)
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# print("y_batch device:", y_batch.device)
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# print("Predictions shape:", predictions.shape)
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# print("y_batch shape:", y_batch.shape)
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# Compute the loss
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loss = criterion(predictions, y_batch)
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# Backward pass: Compute gradients
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loss.backward()
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# Clip gradients to prevent exploding gradients
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torch.nn.utils.clip_grad_norm_(model.parameters(), max_norm=1.0)
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# Update model parameters
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optimizer.step()
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# scheduler.step(train_loss / len(train_loader))
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# Accumulate the loss for reporting
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train_loss += loss.item()
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@@ -187,8 +246,9 @@ for epoch in range(epochs):
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print(f"Epoch {epoch+1}/{epochs}, Loss: {train_loss/len(train_loader):.4f}")
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if epoch % 10 == 0: # Print every 10 epochs
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print(f"Sample prediction: {predictions[0].item()}, Actual: {y_batch[0].item()}")
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print(
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f"Sample prediction: {predictions[0].item()}, Actual: {y_batch[0].item()}"
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)
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# Step 6: Evaluate the Model
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# --------------------------
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# Switch to evaluation mode and disable gradient computation.
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@@ -203,7 +263,7 @@ with torch.no_grad():
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y_batch = y_batch.to(device)
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# Reshape input to (batch, seq_len, n_features)
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x_batch = x_batch.view(-1, n_lookback, n_features)
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# x_batch = x_batch.view(-1, n_lookback, n_features)
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# Make predictions
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preds = model(x_batch)
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@@ -223,9 +283,22 @@ predictions = scaler.inverse_transform(predictions)
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actuals = scaler.inverse_transform(actuals)
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# Plot the results
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print("Sample scaled train_y:", train_y[:5])
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print("Sample scaled test_y:", test_y[:5])
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print("Predictions shape:", predictions.shape)
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print("Actuals shape:", actuals.shape)
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print("Sample inverse-transformed predictions:", predictions[:5])
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print("Sample inverse-transformed actuals:", actuals[:5])
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plt.figure(figsize=(20, 5))
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plt.plot(actuals, label="Actual")
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plt.plot(predictions, label="Predicted")
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plt.legend()
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plt.show()
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from sklearn.metrics import r2_score, mean_squared_error
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print("R² Score:", r2_score(actuals, predictions))
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print("MSE:", mean_squared_error(actuals, predictions))
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+118
-1
@@ -1,7 +1,124 @@
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""" this uses new tech
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"""this uses new tech
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make by conda new -p path python=3.12; conda activate -p path; conda install all those shi
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conda install pytorch torchvision torchaudio pytorch-cuda -c pytorch -c nvidia
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"""
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import sys
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sys.path.append(".")
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from load_data import load_this_data
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import torch
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# a = load_this_data("dataset.csv")
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x = torch.tensor([[1, 2], [3, 4]])
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print(x)
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print(x.shape) # Output: torch.Size([2, 2])
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print(x.dtype) # Output: torch.int64
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print(x.device) # Output: cpu
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y = torch.ones_like(x)
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print(x + y)
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print(x * y)
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x = torch.randn(3, requires_grad=True)
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y = x * 2
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z = y.mean()
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z.backward()
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print(x.grad)
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import torch.nn as nn
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class SimpleNet(nn.Module):
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def __init__(self):
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super(SimpleNet, self).__init__()
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self.fc = nn.Linear(2, 1)
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def forward(self, x):
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return self.fc(x)
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model = SimpleNet()
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sample_input = torch.tensor([[1.0, 2.0]])
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output = model(sample_input)
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print(output)
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import torch.optim as optim
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criterion = nn.MSELoss()
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optimizer = optim.SGD(model.parameters(), lr=0.01)
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for epoch in range(100):
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optimizer.zero_grad()
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outputs = model(sample_input)
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loss = criterion(outputs, torch.tensor([[1.0]]))
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loss.backward()
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optimizer.step()
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if (epoch+1) % 10 == 0:
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print(f'Epoch [{epoch+1}/100], Loss: {loss.item():.4f}')
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model.eval()
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sample_input_2 = torch.tensor([[1.0, 2.0], [3.0, 4.0]])
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output_2 = model(sample_input_2)
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print(output_2)
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from torchvision import datasets, transforms
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from torch.utils.data import DataLoader
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# Define a transform to normalize the data
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transform = transforms.Compose([transforms.ToTensor()])
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# Download and load the training data
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train_dataset = datasets.MNIST(root='data', train=True, download=True, transform=transform)
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train_loader = DataLoader(train_dataset, batch_size=64, shuffle=True)
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# import torch.nn as nn
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import torch.nn.functional as F
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class Net(nn.Module):
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def __init__(self):
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super(Net, self).__init__()
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self.fc1 = nn.Linear(28 * 28, 128)
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self.fc2 = nn.Linear(128, 10)
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def forward(self, x):
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x = x.view(-1, 28 * 28) # Flatten the input
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x = F.relu(self.fc1(x))
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x = self.fc2(x)
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return x
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model_2 = Net()
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criterion_2 = nn.CrossEntropyLoss()
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optimizer_2 = torch.optim.SGD(model.parameters(), lr=0.01)
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for epoch in range(35): # loop over the dataset multiple times
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for inputs, labels in train_loader:
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optimizer_2.zero_grad() # zero the parameter gradients
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outputs = model_2(inputs) # forward
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loss = criterion_2(outputs, labels) # compute loss
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loss.backward() # backward
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optimizer_2.step() # optimize
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print(f'Epoch {epoch+1}, Loss: {loss.item()}')
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test_dataset = datasets.MNIST(root='data', train=False, download=True, transform=transform)
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test_loader = DataLoader(test_dataset, batch_size=64, shuffle=False)
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correct = 0
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total = 0
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with torch.no_grad():
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for inputs, labels in test_loader:
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outputs = model_2(inputs)
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_, predicted = torch.max(outputs.data, 1)
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total += labels.size(0)
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correct += (predicted == labels).sum().item()
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print(f'Accuracy: {100 * correct / total}%')
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