import logging import os from argparse import ArgumentParser from theano import tensor from theano.ifelse import ifelse from blocks.bricks import MLP, Rectifier, Linear from blocks.bricks.lookup import LookupTable from blocks.initialization import IsotropicGaussian, Constant from blocks.model import Model from fuel.transformers import Batch from fuel.streams import DataStream from fuel.schemes import ConstantScheme from blocks.algorithms import GradientDescent, Scale from blocks.graph import ComputationGraph from blocks.main_loop import MainLoop from blocks.extensions import Printing from blocks.extensions.saveload import Dump, LoadFromDump from blocks.extensions.monitoring import DataStreamMonitoring import data n_dow = 7 # number of division for dayofweek/dayofmonth/hourofday n_dom = 31 n_hour = 24 n_clients = 57106 n_stands = 63 n_embed = n_clients + n_stands # embeddings capturing local parameters n_begin_pts = 5 # how many points we consider at the beginning and end of the known trajectory n_end_pts = 5 dim_embed = 50 dim_hidden = 200 learning_rate = 0.1 batch_size = 32 def main(): # The input and the targets x_firstk = tensor.matrix('first_k') x_lastk = tensor.matrix('last_k') x_client = tensor.lmatrix('client') y = tensor.vector('targets') # Define the model client_embed_table = LookupTable(length=n_clients, dim=dim_embed, name='lookup') hidden_layer = MLP(activations=[Rectifier()], dims=[(n_begin_pts + n_end_pts) * 2 + dim_embed, dim_hidden]) output_layer = Linear(input_dim=dim_hidden, output_dim=2) # Create the Theano variables client_embed = client_embed_table.apply(x_client).flatten(ndim=2) inputs = tensor.concatenate([x_firstk, x_lastk, client_embed], axis=1) hidden = hidden_layer.apply(inputs) outputs = output_layer.apply(hidden) # Calculate the cost cost = (outputs - y).norm(2, axis=1).mean() # Initialization client_embed_table.weights_init = IsotropicGaussian(0.001) hidden_layer.weights_init = IsotropicGaussian(0.01) hidden_layer.biases_init = Constant(0.001) output_layer.weights_init = IsotropicGaussian(0.001) output_layer.biases_init = Constant(0.001) client_embed_table.initialize() hidden_layer.initialize() output_layer.initialize() # Load the training and test data train = data.train_data stream = DataStream(train) train_stream = Batch(stream, iteration_scheme=ConstantScheme(batch_size)) # valid = data.valid_data # stream = DataStream(valid) # valid_stream = Batch(stream, iteration_scheme=ConstantScheme(batch_size)) valid_stream = train_stream # Training cg = ComputationGraph(cost) algorithm = GradientDescent( cost=cost, # step_rule=AdaDelta(decay_rate=0.5), step_rule=Scale(learning_rate=learning_rate), params=cg.parameters) extensions=[DataStreamMonitoring([cost], valid_stream, prefix='valid', every_n_batches=100), Printing(every_n_batches=100), Dump('ngram_blocks_model', every_n_batches=100), LoadFromDump('ngram_blocks_model')] main_loop = MainLoop( model=Model([cost]), data_stream=train_stream, algorithm=algorithm, extensions=extensions) main_loop.run() if __name__ == "__main__": logging.basicConfig(level=logging.INFO) main()