diff options
| -rw-r--r-- | config/bidirectional_1.py | 31 | ||||
| -rw-r--r-- | config/bidirectional_tgtcls_1.py | 36 | ||||
| -rw-r--r-- | model/bidirectional.py | 173 | ||||
| -rw-r--r-- | model/bidirectional_direct.py | 13 | ||||
| -rw-r--r-- | model/bidirectional_tgtcls.py | 19 |
5 files changed, 272 insertions, 0 deletions
diff --git a/config/bidirectional_1.py b/config/bidirectional_1.py new file mode 100644 index 0000000..8691357 --- /dev/null +++ b/config/bidirectional_1.py @@ -0,0 +1,31 @@ +from blocks.initialization import IsotropicGaussian, Constant + +import data +from model.bidirectional_tgtcls import Model, Stream + + +dim_embeddings = [ + ('origin_call', data.origin_call_train_size, 10), + ('origin_stand', data.stands_size, 10), + ('week_of_year', 52, 10), + ('day_of_week', 7, 10), + ('qhour_of_day', 24 * 4, 10), + ('taxi_id', 448, 10), +] + +hidden_state_dim = 100 + +dim_hidden = [500, 500] + +embed_weights_init = IsotropicGaussian(0.01) +fork_weights_init = IsotropicGaussian(0.1) +fork_biases_init = Constant(0.01) +rec_weights_init = IsotropicGaussian(0.1) +mlp_weights_init = IsotropicGaussian(0.1) +mlp_biases_init = Constant(0.01) + +batch_size = 20 +batch_sort_size = 20 + +valid_set = 'cuts/large_valid' +max_splits = 100 diff --git a/config/bidirectional_tgtcls_1.py b/config/bidirectional_tgtcls_1.py new file mode 100644 index 0000000..4c9ed3e --- /dev/null +++ b/config/bidirectional_tgtcls_1.py @@ -0,0 +1,36 @@ +import os +import cPickle + +from blocks.initialization import IsotropicGaussian, Constant + +import data +from model.bidirectional_tgtcls import Model, Stream + + +with open(os.path.join(data.path, 'arrival-clusters.pkl')) as f: tgtcls = cPickle.load(f) + +dim_embeddings = [ + ('origin_call', data.origin_call_train_size, 10), + ('origin_stand', data.stands_size, 10), + ('week_of_year', 52, 10), + ('day_of_week', 7, 10), + ('qhour_of_day', 24 * 4, 10), + ('taxi_id', 448, 10), +] + +hidden_state_dim = 100 + +dim_hidden = [500, 500] + +embed_weights_init = IsotropicGaussian(0.01) +fork_weights_init = IsotropicGaussian(0.1) +fork_biases_init = Constant(0.01) +rec_weights_init = IsotropicGaussian(0.1) +mlp_weights_init = IsotropicGaussian(0.1) +mlp_biases_init = Constant(0.01) + +batch_size = 20 +batch_sort_size = 20 + +valid_set = 'cuts/large_valid' +max_splits = 100 diff --git a/model/bidirectional.py b/model/bidirectional.py new file mode 100644 index 0000000..1d697d6 --- /dev/null +++ b/model/bidirectional.py @@ -0,0 +1,173 @@ +from theano import tensor + +from blocks.bricks import application, MLP, Initializable, Linear, Rectifier, Identity +from blocks.bricks.base import lazy +from blocks.bricks.recurrent import Bidirectional, LSTM +from blocks.utils import shared_floatx_zeros +from blocks.bricks.parallel import Fork + +from fuel.transformers import Batch, Padding, Mapping, SortMapping, Unpack, MultiProcessing +from fuel.streams import DataStream +from fuel.schemes import ConstantScheme, ShuffledExampleScheme + +from model import ContextEmbedder +import data +from data import transformers +from data.hdf5 import TaxiDataset, TaxiStream +import error + + +class BidiRNN(Initializable): + @lazy() + def __init__(self, config, output_dim=2, **kwargs): + super(BidiRNN, self).__init__(**kwargs) + self.config = config + + self.context_embedder = ContextEmbedder(config) + + self.rec = Bidirectional(LSTM(dim = config.hidden_state_dim, name = 'recurrent')) + + self.fork = Fork([name for name in self.rec.prototype.apply.sequences if name!='mask'], prototype=Linear()) + + rto_in = config.hidden_state_dim * 2 + sum(x[2] for x in config.dim_embeddings) + self.rec_to_output = MLP(activations=[Rectifier() for _ in config.dim_hidden] + [Identity()], dims=[rto_in] + config.dim_hidden + [output_dim]) + + self.sequences = ['latitude', 'latitude_mask', 'longitude'] + self.inputs = self.sequences + self.context_embedder.inputs + + self.children = [ self.context_embedder, self.fork, self.rec, self.rec_to_output ] + + def _push_allocation_config(self): + self.fork.input_dim = 2 + self.fork.output_dims = [ self.rec.children[0].get_dim(name) for name in self.fork.output_names ] + self.fork.weights_init = self.config.fork_weights_init + self.fork.biases_init = self.config.fork_biases_init + self.rec.weights_init = self.config.rec_weights_init + self.rec_to_output.weights_init = self.config.mlp_weights_init + self.rec_to_output.biases_init = self.config.mlp_biases_init + + def process_outputs(self, outputs): + return outputs + + @application(outputs=['destination']) + def predict(self, latitude, longitude, latitude_mask, **kwargs): + latitude = (latitude.T - data.train_gps_mean[0]) / data.train_gps_std[0] + longitude = (longitude.T - data.train_gps_mean[1]) / data.train_gps_std[1] + latitude_mask = latitude_mask.T + + latitude = tensor.shape_padright(latitude) + longitude = tensor.shape_padright(longitude) + rec_in = tensor.concatenate((latitude, longitude), axis=2) + + path = self.rec.apply(self.fork.apply(rec_in), mask=latitude_mask)[0] + path_representation = (path[0][:, -self.config.hidden_state_dim:], + path[-1][:, :self.config.hidden_state_dim]) + + embeddings = tuple(self.context_embedder.apply(**{k: kwargs[k] for k in self.context_embedder.inputs })) + + inputs = tensor.concatenate(path_representation + embeddings, axis=1) + outputs = self.rec_to_output.apply(inputs) + + return self.process_outputs(outputs) + + @predict.property('inputs') + def predict_inputs(self): + return self.inputs + + @application(outputs=['cost']) + def cost(self, **kwargs): + y_hat = self.predict(**kwargs) + y = tensor.concatenate((kwargs['destination_latitude'][:, None], + kwargs['destination_longitude'][:, None]), axis=1) + + return error.erdist(y_hat, y).mean() + + @cost.property('inputs') + def cost_inputs(self): + return self.inputs + ['destination_latitude', 'destination_longitude'] + +class UniformGenerator(object): + def __init__(self): + self.rng = numpy.random.RandomState(123) + def __call__(self, *args): + return float(self.rng.uniform()) + +class Stream(object): + def __init__(self, config): + self.config = config + + def train(self, req_vars): + valid = TaxiDataset(self.config.valid_set, 'valid.hdf5', sources=('trip_id',)) + valid_trips_ids = valid.get_data(None, slice(0, valid.num_examples))[0] + + stream = TaxiDataset('train') + + if hasattr(self.config, 'use_cuts_for_training') and self.config.use_cuts_for_training: + stream = DataStream(stream, iteration_scheme=TaxiTimeCutScheme()) + else: + stream = DataStream(stream, iteration_scheme=ShuffledExampleScheme(stream.num_examples)) + + stream = transformers.TaxiExcludeTrips(stream, valid_trips_ids) + stream = transformers.TaxiGenerateSplits(stream, max_splits=self.config.max_splits) + + if hasattr(self.config, 'shuffle_batch_size'): + stream = transformers.Batch(stream, iteration_scheme=ConstantScheme(self.config.shuffle_batch_size)) + stream = Mapping(stream, SortMapping(key=UniformGenerator())) + stream = Unpack(stream) + + stream = transformers.taxi_add_datetime(stream) + stream = transformers.add_destination(stream) + stream = transformers.Select(stream, tuple(v for v in req_vars if not v.endswith('_mask'))) + + stream = transformers.balanced_batch(stream, key='latitude', batch_size=self.config.batch_size, batch_sort_size=self.config.batch_sort_size) + stream = Padding(stream, mask_sources=['latitude', 'longitude']) + stream = transformers.Select(stream, req_vars) + + stream = MultiProcessing(stream) + + return stream + + def valid(self, req_vars): + stream = TaxiStream(self.config.valid_set, 'valid.hdf5') + + stream = transformers.taxi_add_datetime(stream) + stream = transformers.add_destination(stream) + stream = transformers.Select(stream, tuple(v for v in req_vars if not v.endswith('_mask'))) + + stream = Batch(stream, iteration_scheme=ConstantScheme(self.config.batch_size)) + stream = Padding(stream, mask_sources=['latitude', 'longitude']) + stream = transformers.Select(stream, req_vars) + return stream + + def test(self, req_vars): + stream = TaxiStream('test') + + stream = transformers.taxi_add_datetime(stream) + stream = transformers.taxi_remove_test_only_clients(stream) + + stream = transformers.Select(stream, tuple(v for v in req_vars if not v.endswith('_mask'))) + + stream = Batch(stream, iteration_scheme=ConstantScheme(self.config.batch_size)) + stream = Padding(stream, mask_sources=['latitude', 'longitude']) + stream = transformers.Select(stream, req_vars) + return stream + + def inputs(self): + return {'call_type': tensor.bvector('call_type'), + 'origin_call': tensor.ivector('origin_call'), + 'origin_stand': tensor.bvector('origin_stand'), + 'taxi_id': tensor.wvector('taxi_id'), + 'timestamp': tensor.ivector('timestamp'), + 'day_type': tensor.bvector('day_type'), + 'missing_data': tensor.bvector('missing_data'), + 'latitude': tensor.matrix('latitude'), + 'longitude': tensor.matrix('longitude'), + 'latitude_mask': tensor.matrix('latitude_mask'), + 'longitude_mask': tensor.matrix('longitude_mask'), + 'destination_latitude': tensor.vector('destination_latitude'), + 'destination_longitude': tensor.vector('destination_longitude'), + 'travel_time': tensor.ivector('travel_time'), + 'input_time': tensor.ivector('input_time'), + 'week_of_year': tensor.bvector('week_of_year'), + 'day_of_week': tensor.bvector('day_of_week'), + 'qhour_of_day': tensor.bvector('qhour_of_day')} diff --git a/model/bidirectional_direct.py b/model/bidirectional_direct.py new file mode 100644 index 0000000..81b33bd --- /dev/null +++ b/model/bidirectional_direct.py @@ -0,0 +1,13 @@ +from blocks.bricks.base import lazy + +from model.bidirectional import BidiRNN, Stream +import data + + +class Model(BidiRNN): + @lazy() + def __init__(self, config, **kwargs): + super(Model, self).__init__(config, **kwargs) + + def process_outputs(self, outputs): + return (outputs * data.train_gps_std) + data.train_gps_mean diff --git a/model/bidirectional_tgtcls.py b/model/bidirectional_tgtcls.py new file mode 100644 index 0000000..36120f7 --- /dev/null +++ b/model/bidirectional_tgtcls.py @@ -0,0 +1,19 @@ +import numpy +import theano +from theano import tensor +from blocks.bricks.base import lazy +from blocks.bricks import Softmax + +from model.bidirectional import BidiRNN, Stream + + +class Model(BidiRNN): + @lazy() + def __init__(self, config, **kwargs): + super(Model, self).__init__(config, output_dim=config.tgtcls.shape[0], **kwargs) + self.classes = theano.shared(numpy.array(config.tgtcls, dtype=theano.config.floatX), name='classes') + self.softmax = Softmax() + self.children.append(self.softmax) + + def process_outputs(self, outputs): + return tensor.dot(self.softmax.apply(outputs), self.classes) |