import logging import os import sys import importlib from argparse import ArgumentParser import csv import numpy import theano from theano import printing from theano import tensor from theano.ifelse import ifelse from blocks.filter import VariableFilter from blocks.bricks import MLP, Rectifier, Linear, Sigmoid, Identity from blocks.bricks.lookup import LookupTable from blocks.initialization import IsotropicGaussian, Constant from blocks.model import Model from fuel.datasets.hdf5 import H5PYDataset from fuel.transformers import Batch from fuel.streams import DataStream from fuel.schemes import ConstantScheme, SequentialExampleScheme from blocks.algorithms import GradientDescent, Scale, AdaDelta, Momentum from blocks.graph import ComputationGraph from blocks.main_loop import MainLoop from blocks.extensions import Printing, FinishAfter from blocks.extensions.saveload import Dump, LoadFromDump, Checkpoint from blocks.extensions.monitoring import DataStreamMonitoring import data import transformers import hdist import apply_model if __name__ == "__main__": if len(sys.argv) != 2: print >> sys.stderr, 'Usage: %s config' % sys.argv[0] sys.exit(1) config = importlib.import_module(sys.argv[1]) def setup_stream(): # Load the training and test data train = H5PYDataset(H5DATA_PATH, which_set='train', subset=slice(0, data.dataset_size - config.n_valid), load_in_memory=True) train = DataStream(train, iteration_scheme=SequentialExampleScheme(data.dataset_size - config.n_valid)) train = transformers.add_first_k(config.n_begin_end_pts, train) train = transformers.add_random_k(config.n_begin_end_pts, train) train = transformers.add_destination(train) train = transformers.Select(train, ('origin_stand', 'origin_call', 'first_k_latitude', 'last_k_latitude', 'first_k_longitude', 'last_k_longitude', 'destination_latitude', 'destination_longitude')) train_stream = Batch(train, iteration_scheme=ConstantScheme(config.batch_size)) valid = H5PYDataset(H5DATA_PATH, which_set='train', subset=slice(data.dataset_size - config.n_valid, data.dataset_size), load_in_memory=True) valid = DataStream(valid, iteration_scheme=SequentialExampleScheme(config.n_valid)) valid = transformers.add_first_k(config.n_begin_end_pts, valid) valid = transformers.add_random_k(config.n_begin_end_pts, valid) valid = transformers.add_destination(valid) valid = transformers.Select(valid, ('origin_stand', 'origin_call', 'first_k_latitude', 'last_k_latitude', 'first_k_longitude', 'last_k_longitude', 'destination_latitude', 'destination_longitude')) valid_stream = Batch(valid, iteration_scheme=ConstantScheme(1000)) return (train_stream, valid_stream) def setup_test_stream(): test = data.test_data test = DataStream(test) test = transformers.add_first_k(config.n_begin_end_pts, test) test = transformers.add_last_k(config.n_begin_end_pts, test) test = transformers.Select(test, ('trip_id', 'origin_stand', 'origin_call', 'first_k_latitude', 'last_k_latitude', 'first_k_longitude', 'last_k_longitude')) test_stream = Batch(test, iteration_scheme=ConstantScheme(1000)) return test_stream def main(): # The input and the targets x_firstk_latitude = (tensor.matrix('first_k_latitude') - data.porto_center[0]) / data.data_std[0] x_firstk_longitude = (tensor.matrix('first_k_longitude') - data.porto_center[1]) / data.data_std[1] x_lastk_latitude = (tensor.matrix('last_k_latitude') - data.porto_center[0]) / data.data_std[0] x_lastk_longitude = (tensor.matrix('last_k_longitude') - data.porto_center[1]) / data.data_std[1] x_client = tensor.lvector('origin_call') x_stand = tensor.lvector('origin_stand') y = tensor.concatenate((tensor.vector('destination_latitude')[:, None], tensor.vector('destination_longitude')[:, None]), axis=1) # x_firstk_latitude = theano.printing.Print("x_firstk_latitude")(x_firstk_latitude) # x_firstk_longitude = theano.printing.Print("x_firstk_longitude")(x_firstk_longitude) # x_lastk_latitude = theano.printing.Print("x_lastk_latitude")(x_lastk_latitude) # x_lastk_longitude = theano.printing.Print("x_lastk_longitude")(x_lastk_longitude) # Define the model client_embed_table = LookupTable(length=data.n_train_clients+1, dim=config.dim_embed, name='client_lookup') stand_embed_table = LookupTable(length=data.n_stands+1, dim=config.dim_embed, name='stand_lookup') mlp = MLP(activations=[Rectifier() for _ in config.dim_hidden] + [Identity()], dims=[config.dim_input] + config.dim_hidden + [config.dim_output]) # Create the Theano variables client_embed = client_embed_table.apply(x_client) stand_embed = stand_embed_table.apply(x_stand) inputs = tensor.concatenate([x_firstk_latitude, x_firstk_longitude, x_lastk_latitude, x_lastk_longitude, client_embed, stand_embed], axis=1) # inputs = theano.printing.Print("inputs")(inputs) outputs = mlp.apply(inputs) # Normalize & Center # outputs = theano.printing.Print("normal_outputs")(outputs) outputs = data.data_std * outputs + data.porto_center # outputs = theano.printing.Print("outputs")(outputs) # y = theano.printing.Print("y")(y) outputs.name = 'outputs' # Calculate the cost cost = (outputs - y).norm(2, axis=1).mean() cost.name = 'cost' hcost = hdist.hdist(outputs, y).mean() hcost.name = 'hcost' # Initialization client_embed_table.weights_init = IsotropicGaussian(0.001) stand_embed_table.weights_init = IsotropicGaussian(0.001) mlp.weights_init = IsotropicGaussian(0.01) mlp.biases_init = Constant(0.001) client_embed_table.initialize() stand_embed_table.initialize() mlp.initialize() (train_stream, valid_stream) = setup_stream() # Training cg = ComputationGraph(cost) params = cg.parameters # VariableFilter(bricks=[Linear])(cg.parameters) algorithm = GradientDescent( cost=cost, # step_rule=AdaDelta(decay_rate=0.5), step_rule=Momentum(learning_rate=config.learning_rate, momentum=config.momentum), params=params) extensions=[DataStreamMonitoring([cost, hcost], valid_stream, prefix='valid', every_n_batches=1000), Printing(every_n_batches=1000), # Checkpoint('model.pkl', every_n_batches=100), Dump('taxi_model', every_n_batches=1000), LoadFromDump('taxi_model'), FinishAfter(after_epoch=1) ] main_loop = MainLoop( model=Model([cost]), data_stream=train_stream, algorithm=algorithm, extensions=extensions) main_loop.run() main_loop.profile.report() # Produce an output on the test data test_stream = setup_test_stream() outfile = open("test-output.csv", "w") outcsv = csv.writer(outfile) outcsv.writerow(["TRIP_ID", "LATITUDE", "LONGITUDE"]) for out in apply_model.Apply(outputs=outputs, stream=test_stream, return_vars=['trip_id', 'outputs']): dest = out['outputs'] for i, trip in enumerate(out['trip_id']): outcsv.writerow([trip, repr(dest[i, 0]), repr(dest[i, 1])]) outfile.close() if __name__ == "__main__": logging.basicConfig(level=logging.INFO) main()