lstm_predictior.py 文件源码

def lstm_model(time_steps, rnn_layers, dense_layers=None, learning_rate=0.01, optimizer='Adagrad',learning_rate_decay_fn = None): # [Ftrl, Adam, Adagrad, Momentum, SGD, RMSProp]
    print(time_steps)
    #exit(0)
    """
        Creates a deep model based on:
            * stacked lstm cells
            * an optional dense layers
        :param num_units: the size of the cells.
        :param rnn_layers: list of int or dict
                             * list of int: the steps used to instantiate the `BasicLSTMCell` cell
                             * list of dict: [{steps: int, keep_prob: int}, ...]
        :param dense_layers: list of nodes for each layer
        :return: the model definition
        """

    def lstm_cells(layers):
        print('-------------------------sdsdsdsdssd---------------------------------------------',layers)
        if isinstance(layers[0], dict):
            return [rnn.DropoutWrapper(rnn.BasicLSTMCell(layer['num_units'],state_is_tuple=True),layer['keep_prob'])
                    if layer.get('keep_prob')
                    else rnn.BasicLSTMCell(layer['num_units'], state_is_tuple=True)
                    for layer in layers]

        return [rnn.BasicLSTMCell(steps, state_is_tuple=True) for steps in layers]

    def dnn_layers(input_layers, layers):
        if layers and isinstance(layers, dict):
            return tflayers.stack(input_layers, tflayers.fully_connected,
                                  layers['layers'],
                                  activation=layers.get('activation'),
                                  dropout=layers.get('dropout'))
        elif layers:
            return tflayers.stack(input_layers, tflayers.fully_connected, layers)
        else:
            return input_layers

    def _lstm_model(X, y):
        stacked_lstm = rnn.MultiRNNCell(lstm_cells(rnn_layers), state_is_tuple=True)
        x_ =  tf.unstack(X, num=time_steps, axis=1)


        output, layers = rnn.static_rnn(stacked_lstm, x_, dtype=dtypes.float32)
        output = dnn_layers(output[-1], dense_layers)
        prediction, loss = tflearn.models.linear_regression(output, y)
        train_op = tf.contrib.layers.optimize_loss(
            loss, tf.contrib.framework.get_global_step(), optimizer=optimizer,
            learning_rate = tf.train.exponential_decay(learning_rate, tf.contrib.framework.get_global_step(), decay_steps = 1000, decay_rate = 0.9, staircase=False, name=None))

        print('learning_rate',learning_rate)
        return prediction, loss, train_op

    # https://www.tensorflow.org/versions/r0.10/api_docs/python/train/decaying_the_learning_rate

    return _lstm_model