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macnn.py
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macnn.py
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"""Multi-scale Attention Convolutional Neural Classifier."""
__author__ = ["jnrusson1"]
from copy import deepcopy
from sklearn.utils import check_random_state
from sktime.networks.macnn import MACNNNetwork
from sktime.regression.deep_learning.base import BaseDeepRegressor
from sktime.utils.validation._dependencies import _check_dl_dependencies
class MACNNRegressor(BaseDeepRegressor):
"""Multi-Scale Attention Convolutional Neural Regressor, as described in [1]_.
Parameters
----------
n_epochs : int, optional (default=1500)
The number of epochs to train the model.
batch_size : int, optional (default=4)
The number of sample per gradient update.
padding : str, optional (default="same")
The type of padding to be provided in MACNN Blocks. Accepts
all the string values that keras.layers supports.
pool_size : int, optional (default=3)
A single value representing pooling windows which are applied
between two MACNN Blocks.
strides : int, optional (default=2)
A single value representing strides to be taken during the
pooling operation.
repeats : int, optional (default=2)
The number of MACNN Blocks to be stacked.
filter_sizes : tuple, optional (default=(64, 128, 256))
The input size of Conv1D layers within each MACNN Block.
kernel_size : tuple, optional (default=(3, 6, 12))
The output size of Conv1D layers within each MACNN Block.
reduction : int, optional (default = 16)
The factor by which the first dense layer of a MACNN Block will be divided by.
loss : str, optional (default="mean_squared_error")
The name of the loss function to be used during training,
should be supported by keras.
use_bias : bool, optional (default=True)
Whether bias should be included in the output layer.
metrics : None or string, optional (default=None)
The string which will be used during model compilation. If left as None,
then "accuracy" is passed to `model.compile()`.
optimizer: None or keras.optimizers.Optimizer instance, optional (default=None)
The optimizer that is used for model compiltation. If left as None,
then `keras.optimizers.Adam(learning_rate=0.0001)` is used.
callbacks : None or list of keras.callbacks.Callback, optional (default=None)
The callback(s) to use during training.
random_state : int, optional (default=0)
The seed to any random action.
verbose : bool, optional (default=False)
Verbosity during model training, making it `True` will
print model summary, training information etc.
References
----------
.. [1] Wei Chen et. al, Multi-scale Attention Convolutional
Neural Network for time series classification,
Neural Networks, Volume 136, 2021, Pages 126-140, ISSN 0893-6080,
https://doi.org/10.1016/j.neunet.2021.01.001.
"""
_tags = {
# packaging info
# --------------
"authors": ["jnrusson1"],
"maintainers": ["jnrusson1", "nilesh05apr"],
"python_dependencies": "tensorflow",
# estimator type handled by parent class
}
def __init__(
self,
n_epochs=1500,
batch_size=4,
padding="same",
pool_size=3,
strides=2,
repeats=2,
filter_sizes=(64, 128, 256),
kernel_size=(3, 6, 12),
reduction=16,
loss="mean_squared_error",
activation="sigmoid",
use_bias=True,
metrics=None,
optimizer=None,
callbacks=None,
random_state=0,
verbose=False,
):
_check_dl_dependencies(severity="error")
self.n_epochs = n_epochs
self.batch_size = batch_size
self.padding = padding
self.pool_size = pool_size
self.strides = strides
self.repeats = repeats
self.filter_sizes = filter_sizes
self.kernel_size = kernel_size
self.reduction = reduction
self.loss = loss
self.activation = activation
self.use_bias = use_bias
self.metrics = metrics
self.optimizer = optimizer
self.callbacks = callbacks
self.random_state = random_state
self.verbose = verbose
super().__init__()
self.history = None
self._network = MACNNNetwork(
padding=self.padding,
pool_size=self.pool_size,
strides=self.strides,
repeats=self.repeats,
filter_sizes=self.filter_sizes,
kernel_size=self.kernel_size,
reduction=self.reduction,
random_state=self.random_state,
)
def build_model(self, input_shape, **kwargs):
"""Construct a compiled, un-trained, keras model that is ready for training.
In sktime, time series are stored in numpy arrays of shape (d,m), where d
is the number of dimensions, m is the series length. Keras/tensorflow assume
data is in shape (m,d). This method also assumes (m,d). Transpose should
happen in fit.
Parameters
----------
input_shape : tuple
The shape of the data fed into the input layer, should be (m,d)
Returns
-------
output : a compiled Keras Model
"""
import tensorflow as tf
from tensorflow import keras
tf.random.set_seed(self.random_state)
metrics = ["accuracy"] if self.metrics is None else self.metrics
input_layer, output_layer = self._network.build_network(input_shape, **kwargs)
output_layer = keras.layers.Dense(units=1, use_bias=self.use_bias)(output_layer)
self.optimizer_ = (
keras.optimizers.Adam(learning_rate=0.0001)
if self.optimizer is None
else self.optimizer
)
model = keras.models.Model(inputs=input_layer, outputs=output_layer)
model.compile(
loss=self.loss,
optimizer=self.optimizer_,
metrics=metrics,
)
return model
def _fit(self, X, y):
"""Fit the regressor on the training set (X, y).
Parameters
----------
X : np.ndarray of shape = (n_instances (n), n_dimensions (d), series_length (m))
The training input samples.
y : np.ndarray of shape n
The training data class labels.
Returns
-------
self : object
"""
X = X.transpose(0, 2, 1)
check_random_state(self.random_state)
self.input_shape = X.shape[1:]
self.model_ = self.build_model(self.input_shape)
self.callbacks_ = deepcopy(self.callbacks)
if self.verbose:
self.model_.summary()
self.history = self.model_.fit(
X,
y,
batch_size=self.batch_size,
epochs=self.n_epochs,
verbose=self.verbose,
callbacks=self.callbacks_,
)
return self
@classmethod
def get_test_params(cls, parameter_set="default"):
"""Return testing parameter settings for the estimator.
Parameters
----------
parameter_set : str, optional (default="default")
Name of the set of test parameters to return, for use in tests. If no
special parameters are defined for a value, will return `"default"` set.
For classifiers, a "default" set of parameters should be provided for
general testing, and a "results_comparison" set for comparing against
previously recorded results if the general set does not produce suitable
probabilities to compare against.
Returns
-------
params : dict or list of dict
Parameters to create testing instances of the class.
Each dict are parameters to construct an "interesting" test instance, i.e.,
`MyClass(**params)` or `MyClass(**params[i])` creates a valid test instance.
`create_test_instance` uses the first (or only) dictionary in `params`.
"""
params1 = {
"n_epochs": 5,
"batch_size": 3,
"filter_sizes": (2, 4, 8),
"repeats": 1,
}
params2 = {
"n_epochs": 1,
"filter_sizes": (1, 2, 4),
"reduction": 8,
"repeats": 1,
"random_state": 1,
}
return [params1, params2]