encdec_lstm.py 文件源码

python
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项目:DeepAnomaly 作者: adiyoss 项目源码 文件源码
def train_normal_model(path_train, input_size, hidden_size, batch_size, early_stopping_patience, val_percentage,
                       save_dir, model_name, maxlen):
    if not os.path.exists(save_dir):
        os.mkdir(save_dir)

    db = read_data(path_train)
    train_x = db[:-maxlen]
    train_y = db[maxlen:]

    X = create_sequences(train_x, maxlen, maxlen)
    y = create_sequences(train_y, maxlen, maxlen)
    X = np.reshape(X, (X.shape[0], X.shape[1], 1))
    y = np.reshape(y, (y.shape[0], y.shape[1], 1))
    #
    # preparing the callbacks
    check_pointer = callbacks.ModelCheckpoint(filepath=save_dir + model_name, verbose=1, save_best_only=True)
    early_stop = callbacks.EarlyStopping(patience=early_stopping_patience, verbose=1)

    # build the model: 1 layer LSTM
    print('Build model...')
    model = Sequential()
    # "Encode" the input sequence using an RNN, producing an output of HIDDEN_SIZE
    # note: in a situation where your input sequences have a variable length,
    # use input_shape=(None, nb_feature).
    model.add(LSTM(hidden_size, input_shape=(maxlen, input_size)))
    # For the decoder's input, we repeat the encoded input for each time step
    model.add(RepeatVector(maxlen))
    # The decoder RNN could be multiple layers stacked or a single layer
    model.add(LSTM(hidden_size, return_sequences=True))

    # For each of step of the output sequence, decide which character should be chosen
    model.add(TimeDistributed(Dense(1)))

    model.compile(loss='mae', optimizer='adam')
    model.summary()

    model.fit(X, y, batch_size=batch_size, nb_epoch=50, validation_split=val_percentage,
              callbacks=[check_pointer, early_stop])

    return model
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