質問編集履歴
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大幅に質問内容を変更しました
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###前提・実現したいこと
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Kerasのライブラリを使い,GRUに複数の時系列データを学習させたいのですが手段がわかりません.
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現在は,時系列データを1パターンだけ学習させ,テストデータを与えるところまでは出ています.
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具体的には,時系列データのdatファイルが30個あり,15個を学習データ,15個をテストデータとして用いたいのです.
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具体的には,時系列データのdatファイルが30個あり,15個を学習データ,15個をテストデータとして用いたいのです.
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###該当のソースコード
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```python
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import numpy as np
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import matplotlib.pyplot as plt
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from keras.models import Sequential
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from keras.layers.core import Dense, Activation
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from keras.layers.recurrent import GRU
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from keras.optimizers import Adam
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from keras.callbacks import EarlyStopping
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from sklearn.model_selection import train_test_split
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import os
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np.random.seed(0)
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def zscore(x, axis = None):
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xmean = x.mean(axis=axis, keepdims=True)
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xstd = np.std(x, axis=axis, keepdims=True)
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zscore = (x-xmean)/xstd
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return zscore
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def read(N=10, T=200):
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a=np.loadtxt('pre10.dat',delimiter=' ',usecols=0)
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b=np.loadtxt('pre10.dat',delimiter=' ',usecols=3)
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c=np.loadtxt('pre10.dat',delimiter=' ',usecols=1)
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d=np.loadtxt('pre10.dat',delimiter=' ',usecols=2)
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a=zscore(a)
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c=zscore(c)
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d=zscore(d)
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signals = np.zeros((N,T))
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for i in range(N):
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signals[i] = a[i]
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sig2=np.zeros((N,T))
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for i in range(N):
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sig2[i] = c[i]
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sig3=np.zeros((N,T))
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for i in range(N):
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sig3[i] = d[i]
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masks = np.zeros((N, T))
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for i in range(N):
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masks[i] = b[i]
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data = np.zeros((N, T, 3))
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data[:, :, 0] = signals[:]
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data[:, :, 1] = sig2[:]
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data[:, :, 2] = sig3[:]
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target = np.zeros((N,T))
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for i in range(N):
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target[i]=b[i]
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return (data, target)
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def read_test(N=10, T=200):
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a=np.loadtxt('pre14.dat',delimiter=' ',usecols=0)
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c=np.loadtxt('pre14.dat',delimiter=' ',usecols=1)
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d=np.loadtxt('pre14.dat',delimiter=' ',usecols=2)
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a=zscore(a)
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c=zscore(c)
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d=zscore(d)
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signals = np.zeros((N,T))
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for i in range(N):
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signals[i] = a[i]
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sig2=np.zeros((N,T))
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for i in range(N):
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sig2[i] = c[i]
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sig3=np.zeros((N,T))
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for i in range(N):
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sig3[i] = d[i]
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data = np.zeros((N, T, 3))
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data[:, :, 0] = signals[:]
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data[:, :, 1] = sig2[:]
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data[:, :, 2] = sig3[:]
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return (data)
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'''
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モデルファイル用設定
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'''
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MODEL_DIR = os.path.join(os.path.dirname(__file__), 'model')
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if os.path.exists(MODEL_DIR) is False:
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os.mkdir(MODEL_DIR)
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'''
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データの読み取り
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'''
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N = 13999
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T = 200
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maxlen = T
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X, Y = read(N=N, T=T)
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X_test=read_test(N=N,T=T)
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N_train = int(N * 0.9)
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N_validation = N - N_train
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'''
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モデル設定
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'''
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n_in = len(X[0][0]) # 2
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n_hidden = 100
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n_out = len(Y[0]) # 1
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def weight_variable(shape, name=None):
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return np.random.normal(scale=.01, size=shape)
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early_stopping = EarlyStopping(monitor='loss', patience=100, verbose=1)
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kernel=weight_variable
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kernel2=weight_variable
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model = Sequential()
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model.add(GRU(n_hidden,
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#kernel_initializer=kernel,
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input_shape=(maxlen, n_in)))
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model.add(Dense(n_out))
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model.add(Activation('linear'))
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optimizer = Adam(lr=0.001, beta_1=0.9, beta_2=0.999)
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model.compile(loss='mean_squared_error',
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optimizer=optimizer)
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'''
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モデル学習
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'''
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epochs = 1000
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batch_size = 100
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hist = model.fit(X, Y,
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batch_size=batch_size,
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epochs=epochs,
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callbacks=[early_stopping])
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model.save(MODEL_DIR+'/model_relu.hdf5')
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print('Model saved')
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'''
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学習の進み具合を可視化
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'''
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loss = hist.history['loss']
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plt.figure(1)
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plt.rc('font', family='serif')
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plt.plot(range(len(loss)), loss, label='loss', color='black')
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plt.xlabel('epochs')
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predicted = model.predict(X_test)
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A = np.loadtxt('pre14.dat',delimiter=' ',usecols=0)
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A=zscore(A)
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plt.figure(2)
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plt.ylim([-3, 3])
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plt.plot(A, color='#aaaaaa')
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#plt.plot(B,color='black' )
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plt.plot(predicted, color='red')
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plt.show()
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#plt.savefig(__file__ + '.eps')
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```
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###試したこと
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https://teratail.com/questions/105989 で回答を頂いたように,
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```
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dat_paths = glob.glob("pre*.dat")
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a = [np.loadtxt(dat_path,delimiter=' ',usecols=0)for dat_path in dat_paths]
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b = [np.loadtxt(dat_path,delimiter=' ',usecols=3)for dat_path in dat_paths]
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c = [np.loadtxt(dat_path,delimiter=' ',usecols=1)for dat_path in dat_paths]
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d = [np.loadtxt(dat_path,delimiter=' ',usecols=2)for dat_path in dat_paths]
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```
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上記のように読み込み関数を書き換えたのですが,これだけではそれ以降の処理でエラーが出るのと,なにより複数サンプル学習させる方法として正しいのかわかりません.
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ちなみに,他にも少し書き換えているのでコードの全容を載せておきます
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```
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import numpy as np
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import matplotlib.pyplot as plt
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from keras.models import Sequential
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from keras.layers.core import Dense, Activation
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from keras.layers.recurrent import GRU
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from keras.optimizers import Adam
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from keras.callbacks import EarlyStopping
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from sklearn.model_selection import train_test_split
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from sklearn.utils import shuffle
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import os
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import glob
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np.random.seed(0)
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def zscore(x, axis = None):
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xmean = x.mean(axis=axis, keepdims=True)
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xstd = np.std(x, axis=axis, keepdims=True)
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zscore = (x-xmean)/xstd
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return zscore
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def read(N=10, T=200):
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dat_paths = glob.glob("pre*.dat")
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A = [np.loadtxt(dat_path,delimiter=' ',usecols=0)for dat_path in dat_paths]
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b = [np.loadtxt(dat_path,delimiter=' ',usecols=3)for dat_path in dat_paths]
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C = [np.loadtxt(dat_path,delimiter=' ',usecols=1)for dat_path in dat_paths]
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D = [np.loadtxt(dat_path,delimiter=' ',usecols=2)for dat_path in dat_paths]
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#a=np.loadtxt('*.dat',delimiter=' ',usecols=0)
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#b=np.loadtxt('*.dat',delimiter=' ',usecols=3)
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#c=np.loadtxt('*.dat',delimiter=' ',usecols=1)
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#d=np.loadtxt('*.dat',delimiter=' ',usecols=2)
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signals = np.zeros((N,T))
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for i in range(N):
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signals[i] = a[i]
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sig2=np.zeros((N,T))
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for i in range(N):
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sig2[i] = c[i]
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sig3=np.zeros((N,T))
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for i in range(N):
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sig3[i] = d[i]
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masks = np.zeros((N, T))
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for i in range(N):
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masks[i] = b[i]
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data = np.zeros((N, T, 3))
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data[:, :, 0] = signals[:]
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data[:, :, 1] = sig2[:]
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data[:, :, 2] = sig3[:]
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target = np.zeros((N,T))
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for i in range(N):
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target[i]=b[i]
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return (data, target)
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'''
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モデルファイル用設定
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'''
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MODEL_DIR = os.path.join(os.path.dirname(__file__), 'model')
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if os.path.exists(MODEL_DIR) is False:
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os.mkdir(MODEL_DIR)
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'''
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データの読み取り
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'''
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N = 500000
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T = 200
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maxlen = T
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X, Y = read(N=N, T=T)
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N_train = int(N * 0.9)
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N_validation = N - N_train
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X_train,X_test,Y_train,Y_test=\
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train_test_split(X,Y,train_size=train_size)
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X_train,X_validation,Y_train,Y_validation= \
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train_test_split(X_train,Y_train,train_size=N_validation)
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'''
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モデル設定
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'''
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n_in = len(X[0][0]) # 2
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n_hidden = 100
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n_out = len(Y[0]) # 1
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def weight_variable(shape, name=None):
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return np.random.normal(scale=.01, size=shape)
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early_stopping = EarlyStopping(monitor='loss', patience=100, verbose=1)
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kernel=weight_variable
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kernel2=weight_variable
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model = Sequential()
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model.add(GRU(n_hidden,
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#kernel_initializer=kernel,
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input_shape=(maxlen, n_in)))
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model.add(Dense(n_out))
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model.add(Activation('linear'))
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optimizer = Adam(lr=0.001, beta_1=0.9, beta_2=0.999)
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model.compile(loss='mean_squared_error',
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optimizer=optimizer)
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'''
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モデル学習
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'''
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epochs = 1000
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batch_size = 100
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hist = model.fit(X_train, Y_train,
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batch_size=batch_size,
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epochs=epochs,
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validation_data=(X_validation,Y_validation),
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callbacks=[early_stopping])
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model.save(MODEL_DIR+'/model_GRU.hdf5')
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print('Model saved')
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'''
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学習の進み具合を可視化
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'''
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val_loss=hist.history['val_loss']
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val_acc=hist.history['val_acc']
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loss_and_metrics=model.evaluate(X_test,Y_test)
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print(loss_and_metrics)
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plt.figure(1)
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plt.plot(range(len(val_acc)),val_acc,label='acc',color='red')
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plt.xlabel('epochs')
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plt.figure(2)
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plt.plot(range(len(val_loss)),val_loss,label='loss',color='red')
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plt.xlabel('epochs')
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plt.show()
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```
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タグの編集
title
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