from theano import tensor from blocks.bricks import application, MLP, Initializable, Tanh from blocks.bricks.base import lazy from blocks.bricks.recurrent import LSTM, recurrent from blocks.utils import shared_floatx_zeros from fuel.transformers import Batch, Padding 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 RNN(Initializable): @lazy() def __init__(self, config, rec_input_len=2, output_dim=2, **kwargs): super(RNN, self).__init__(**kwargs) self.config = config self.pre_context_embedder = ContextEmbedder(config.pre_embedder, name='pre_context_embedder') self.post_context_embedder = ContextEmbedder(config.post_embedder, name='post_context_embedder') in1 = rec_input_len + sum(x[2] for x in config.pre_embedder.dim_embeddings) self.input_to_rec = MLP(activations=[Tanh()], dims=[in1, config.hidden_state_dim], name='input_to_rec') self.rec = LSTM( dim = config.hidden_state_dim, name = 'recurrent' ) in2 = config.hidden_state_dim + sum(x[2] for x in config.post_embedder.dim_embeddings) self.rec_to_output = MLP(activations=[Tanh()], dims=[in2, output_dim], name='rec_to_output') self.sequences = ['latitude', 'latitude_mask', 'longitude'] self.context = self.pre_context_embedder.inputs + self.post_context_embedder.inputs self.inputs = self.sequences + self.context self.children = [ self.pre_context_embedder, self.post_context_embedder, self.input_to_rec, self.rec, self.rec_to_output ] self.initial_state_ = shared_floatx_zeros((config.hidden_state_dim,), name="initial_state") self.initial_cells = shared_floatx_zeros((config.hidden_state_dim,), name="initial_cells") def _push_initialization_config(self): for mlp in [self.input_to_rec, self.rec_to_output]: mlp.weights_init = self.config.weights_init mlp.biases_init = self.config.biases_init self.rec.weights_init = self.config.weights_init def get_dim(self, name): return self.rec.get_dim(name) def process_rto(self, rto): return rto def rec_input(self, latitude, longitude, **kwargs): return (tensor.shape_padright(latitude), tensor.shape_padright(longitude)) @recurrent(states=['states', 'cells'], outputs=['destination', 'states', 'cells']) def predict_all(self, **kwargs): pre_emb = tuple(self.pre_context_embedder.apply(**kwargs)) itr_in = tensor.concatenate(pre_emb + self.rec_input(**kwargs), axis=1) itr = self.input_to_rec.apply(itr_in) itr = itr.repeat(4, axis=1) (next_states, next_cells) = self.rec.apply(itr, kwargs['states'], kwargs['cells'], mask=kwargs['latitude_mask'], iterate=False) post_emb = tuple(self.post_context_embedder.apply(**kwargs)) rto = self.rec_to_output.apply(tensor.concatenate(post_emb + (next_states,), axis=1)) rto = self.process_rto(rto) return (rto, next_states, next_cells) @predict_all.property('sequences') def predict_all_sequences(self): return self.sequences @application(outputs=predict_all.states) def initial_states(self, *args, **kwargs): return self.rec.initial_states(*args, **kwargs) @predict_all.property('contexts') def predict_all_context(self): return self.context def before_predict_all(self, kwargs): kwargs['latitude'] = (kwargs['latitude'].T - data.train_gps_mean[0]) / data.train_gps_std[0] kwargs['longitude'] = (kwargs['longitude'].T - data.train_gps_mean[1]) / data.train_gps_std[1] kwargs['latitude_mask'] = kwargs['latitude_mask'].T @application(outputs=['destination']) def predict(self, **kwargs): self.before_predict_all(kwargs) res = self.predict_all(**kwargs)[0] last_id = tensor.cast(kwargs['latitude_mask'].sum(axis=0) - 1, dtype='int64') return res[last_id, tensor.arange(kwargs['latitude_mask'].shape[1])] @predict.property('inputs') def predict_inputs(self): return self.inputs @application(outputs=['cost_matrix']) def cost_matrix(self, **kwargs): self.before_predict_all(kwargs) res = self.predict_all(**kwargs)[0] target = tensor.concatenate( (kwargs['destination_latitude'].dimshuffle('x', 0, 'x'), kwargs['destination_longitude'].dimshuffle('x', 0, 'x')), axis=2) target = target.repeat(kwargs['latitude'].shape[0], axis=0) ce = error.erdist(target.reshape((-1, 2)), res.reshape((-1, 2))) ce = ce.reshape(kwargs['latitude'].shape) return ce * kwargs['latitude_mask'] @cost_matrix.property('inputs') def cost_matrix_inputs(self): return self.inputs + ['destination_latitude', 'destination_longitude'] @application(outputs=['cost']) def cost(self, latitude_mask, **kwargs): return self.cost_matrix(latitude_mask=latitude_mask, **kwargs).sum() / latitude_mask.sum() @cost.property('inputs') def cost_inputs(self): return self.inputs + ['destination_latitude', 'destination_longitude'] @application(outputs=['cost']) def valid_cost(self, **kwargs): last_id = tensor.cast(kwargs['latitude_mask'].sum(axis=1) - 1, dtype='int64') return self.cost_matrix(**kwargs)[last_id, tensor.arange(kwargs['latitude_mask'].shape[0])].mean() @valid_cost.property('inputs') def valid_cost_inputs(self): return self.inputs + ['destination_latitude', 'destination_longitude'] 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') stream = DataStream(stream, iteration_scheme=ShuffledExampleScheme(stream.num_examples)) stream = transformers.TaxiExcludeTrips(stream, valid_trips_ids) stream = transformers.TaxiExcludeEmptyTrips(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) return stream def valid(self, req_vars): stream = TaxiStream(self.config.valid_set, 'valid.hdf5') stream = transformers.taxi_add_datetime(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'), 'week_of_year': tensor.bvector('week_of_year'), 'day_of_week': tensor.bvector('day_of_week'), 'qhour_of_day': tensor.bvector('qhour_of_day'), 'destination_latitude': tensor.vector('destination_latitude'), 'destination_longitude': tensor.vector('destination_longitude')}