trying another appr
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@@ -185,6 +185,4 @@ ipython_config.py
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.conda*/
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.conda*/
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dead/
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data/
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# for rn
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DATA_FILE_NAME = "hanoi_weather_data.csv"
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DATA_FILE_NAME = "data/hanoi_weather_data.csv"
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from sklearn.model_selection import train_test_split
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import torch
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device = torch.device("cuda" if torch.cuda.is_available() else "cpu")
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from sklearn.preprocessing import MinMaxScaler
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import numpy as np
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from load_data import load_this_data
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a = load_this_data()
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# time series forecasting
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scaler = MinMaxScaler()
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print(a.columns)
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scaled_data = scaler.fit_transform(a)
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def create_sequences(data, seq_length):
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"see this? return[0] is the big x and return[1] is the big y. and h(x) = y. and h(x) is the model."
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xs = []
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ys = []
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for i in range(len(data) - seq_length):
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x = data[i : (i + seq_length)]
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y = data[i + seq_length]
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xs.append(x)
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ys.append(y)
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return np.array(xs), np.array(ys)
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seq_length = 20
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X, y = create_sequences(scaled_data, seq_length)
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X_train, X_test, y_train, y_test = train_test_split(
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X, y, test_size=0.2, random_state=42
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)
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from torch.utils.data import TensorDataset, DataLoader
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X_train_tensor = torch.tensor(X_train, dtype=torch.float32)
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y_train_tensor = torch.tensor(y_train, dtype=torch.float32)
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train_dataset = TensorDataset(X_train_tensor, y_train_tensor)
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train_loader = DataLoader(train_dataset, batch_size=32, shuffle=True)
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import torch.nn as nn
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class LSTMModel(nn.Module):
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def __init__(self, input_size, hidden_size, num_layers, output_size):
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super(LSTMModel, self).__init__()
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self.hidden_size = hidden_size
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self.num_layers = num_layers
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self.lstm = nn.LSTM(input_size, hidden_size, num_layers, batch_first=True)
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self.fc = nn.Linear(hidden_size, output_size)
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def forward(self, x):
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h0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(device)
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c0 = torch.zeros(self.num_layers, x.size(0), self.hidden_size).to(device)
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out, _ = self.lstm(x, (h0, c0))
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out = self.fc(out[:, -1, :]) # Take the output from the last time step
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return out
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model = LSTMModel(
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input_size=X_train.shape[2],
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hidden_size=64,
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num_layers=2,
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output_size=y_train.shape[1],
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)
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model.to(device)
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criterion = nn.MSELoss()
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optimizer = torch.optim.Adam(model.parameters(), lr=0.001)
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train_losses = []
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val_losses = []
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for epoch in range(100):
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model.train()
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running_train_loss = 0.0
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# inputs, targets
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for batch_X, batch_y in train_loader:
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batch_X = batch_X.to(device)
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batch_y = batch_y.to(device)
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outputs = model(batch_X)
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loss = criterion(outputs, batch_y)
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optimizer.zero_grad()
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loss.backward()
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optimizer.step()
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running_train_loss += loss.item() * batch_X.size(0)
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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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epoch_train_loss = running_train_loss / len(train_loader.dataset)
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train_losses.append(epoch_train_loss)
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model.eval()
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X_test_tensor = torch.tensor(X_test, dtype=torch.float32).to(device)
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y_test_tensor = torch.tensor(y_test, dtype=torch.float32).to(device)
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val_dataset = TensorDataset(X_test_tensor, y_test_tensor)
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val_loader = DataLoader(val_dataset, batch_size=64, shuffle=False)
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# with torch.no_grad():
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# running_val_loss = 0.0
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# predictions = model(X_test_tensor)
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# test_loss = criterion(predictions, y_test_tensor)
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# print(f"Test Loss: {test_loss.item():.4f}")
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running_val_loss = 0.0
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predictions = []
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with torch.no_grad():
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for inputs, targets in val_loader:
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inputs, targets = inputs.to(device), targets.to(device)
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outputs = model(inputs)
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loss = criterion(outputs, targets)
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running_val_loss += loss.item() * inputs.size(0)
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predictions.append(outputs.cpu().numpy()) # Collect all batches
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epoch_val_loss = running_val_loss / len(val_loader.dataset) # len(val_dataset)
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val_losses.append(epoch_val_loss)
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predictions = np.concatenate(predictions, axis=0)
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import matplotlib.pyplot as plt
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y_test_cpu = y_test_tensor.cpu().numpy()
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predictions_rescaled = scaler.inverse_transform(predictions)
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y_test_rescaled = scaler.inverse_transform(y_test_cpu)
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fig, (ax1, ax2) = plt.subplots(
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1, 2, figsize=(14, 5), gridspec_kw={"width_ratios": [1, 3]}
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)
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# Loss curve on the left
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ax1.plot(train_losses, label="Train Loss")
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ax1.plot(val_losses, label="Val Loss")
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ax1.set_title("Loss Curve")
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ax1.set_xlabel("Epoch")
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ax1.set_ylabel("Loss")
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ax1.legend()
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ax1.grid(True)
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# Prediction vs Actual on the right
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ax2.plot(y_test_rescaled, label="Actual")
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ax2.plot(predictions_rescaled, label="Predicted")
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ax2.set_title("Actual vs. Predicted")
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ax2.set_xlabel("Sample")
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ax2.set_ylabel("Value")
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ax2.legend()
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plt.tight_layout()
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plt.show()
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+21
-22
@@ -4,7 +4,7 @@ import pandas as pd
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from sklearn.metrics import r2_score
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from sklearn.metrics import r2_score
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from sklearn.preprocessing import MinMaxScaler
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from sklearn.preprocessing import MinMaxScaler
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from sklearn.model_selection import train_test_split
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from sklearn.model_selection import train_test_split
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from sklearn.linear_model import LinearRegression
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from sklearn.ensemble import RandomForestRegressor
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from sklearn.metrics import mean_squared_error
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from sklearn.metrics import mean_squared_error
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import matplotlib.pyplot as plt
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import matplotlib.pyplot as plt
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from global_config import DATA_FILE_NAME
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from global_config import DATA_FILE_NAME
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@@ -34,7 +34,7 @@ scaled_data = scaler.fit_transform(data)
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def create_sequences(data, seq_length):
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def create_sequences(data, seq_length):
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xs, ys = [], []
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xs, ys = [], []
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for i in range(len(data) - seq_length):
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for i in range(len(data) - seq_length):
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x = data[i : i + seq_length]
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x = data[i : i + seq_length].flatten()
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y = data[i + seq_length]
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y = data[i + seq_length]
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xs.append(x)
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xs.append(x)
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ys.append(y)
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ys.append(y)
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@@ -45,10 +45,17 @@ seq_length = 50
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X, y = create_sequences(scaled_data, seq_length)
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X, y = create_sequences(scaled_data, seq_length)
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# 4. Split into training and testing
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# 4. Split into training and testing
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X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.02)
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X_train, X_test, y_train, y_test = train_test_split(X, y, test_size=0.02, shuffle=False)
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# 5. Train linear regression model
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# 5. Train linear regression model
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model = LinearRegression()
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model = RandomForestRegressor(
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n_estimators=1000, # Number of trees
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max_features='sqrt', # Features considered at each split
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max_depth=100, # Maximum depth of each tree
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# n_jobs=-1, # Use all CPU cores
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random_state=42 # Reproducibility
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)
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model.fit(X_train, y_train)
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model.fit(X_train, y_train)
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# 6. Make predictions
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# 6. Make predictions
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@@ -67,21 +74,13 @@ predictions_rescaled = scaler.inverse_transform(predictions.reshape(-1, data.sha
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y_test_rescaled = scaler.inverse_transform(y_test.reshape(-1, data.shape[1]))
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y_test_rescaled = scaler.inverse_transform(y_test.reshape(-1, data.shape[1]))
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# 9. Plot results
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# 9. Plot results
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fig, (ax1, ax2) = plt.subplots(1, 2, figsize=(14, 5), width_ratios=[1, 3])
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for i, column in enumerate(data.columns):
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plt.figure(figsize=(10, 5))
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# Loss bar
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plt.plot(y_test_rescaled[:, i], label=f"Actual {column}")
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ax1.bar(["Linear Regression"], [mse], color="orange")
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plt.plot(predictions_rescaled[:, i], label=f"Predicted {column}")
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ax1.set_title("Validation MSE")
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plt.title(f"Actual vs. Predicted for {column}")
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ax1.set_ylabel("Loss")
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plt.xlabel("Sample")
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ax1.grid(True)
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plt.ylabel("Value")
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plt.legend()
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# Prediction vs Actual
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plt.tight_layout()
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ax2.plot(y_test_rescaled, label="Actual")
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plt.show()
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ax2.plot(predictions_rescaled, label="Predicted")
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ax2.set_title("Actual vs. Predicted")
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ax2.set_xlabel("Sample")
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ax2.set_ylabel("Value")
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ax2.legend()
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plt.tight_layout()
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plt.show()
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