输出预测结果

main
鸽子 1 year ago
parent 1064682854
commit 559ed0decc

@ -2,6 +2,27 @@ import os
import numpy as np import numpy as np
import pandas as pd import pandas as pd
from sklearn.preprocessing import MinMaxScaler from sklearn.preprocessing import MinMaxScaler
import torch
from torch import nn
from torch.utils.data import DataLoader, TensorDataset
import matplotlib.pyplot as plt
class LSTM(nn.Module):
def __init__(self, input_size, hidden_size, output_size, num_layers):
super().__init__()
self.lstm = nn.LSTM(input_size, hidden_size, num_layers)
self.fc1 = nn.Linear(hidden_size, 128)
self.fc2 = nn.Linear(128, output_size)
self.ReLu = nn.ReLU()
self.dropout = nn.Dropout(0.5)
def forward(self, x):
x, _ = self.lstm(x)
s, b, h = x.shape
x = x.reshape(-1, h)
output = self.ReLU(self.dropout(self.fc1(x)))
output = self.fc2(output)
return output
def normal(data): def normal(data):
@ -73,4 +94,61 @@ for industry in df.columns[2:][1:]:
print(dataset_x.shape, dataset_y.shape) print(dataset_x.shape, dataset_y.shape)
train_size = int(0.7 * len(dataset_x))
x_train, y_train = dataset_x[:train_size], dataset_y[:train_size]
x_eval, y_eval = dataset_x[train_size:], dataset_y[train_size:]
x_train, y_train = torch.from_numpy(x_train).type(torch.float32), torch.from_numpy(y_train).type(torch.float32)
x_eval, y_eval = torch.from_numpy(x_eval).type(torch.float32), torch.from_numpy(y_eval).type(torch.float32)
ds = TensorDataset(x_train, y_train)
dl = DataLoader(ds, batch_size=128, shuffle=True, drop_last=True)
eval_ds = TensorDataset(x_eval, y_eval)
eval_dl = DataLoader(eval_ds, batch_size=256, drop_last=True)
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
model = LSTM(10,64, 3, num_layers=2).to(device)
loss_fn = nn.MSELoss()
optimizer = torch.optim.Adam(model.parameters(), lr=0.0001)
min_loss = 1
for epoch in range(10):
for step, (x, y) in enumerate(dl):
x, y = x.to(device), y.to(device)
pred = model(x)
loss = loss_fn(pred,y)
optimizer.zero_grad()
loss.backward()
optimizer.step()
if (step+1) % 1000 == 0:
print(f'epoch{epoch+1}: train_step{step}/{len(dl)} train_loss:{round(loss)}\n')
model.eval()
batch_loss = 0
with torch.no_grad():
for x,y in eval_dl:
x, y = x.to(device), y.to(device)
pred = model(x)
loss = loss_fn(pred, y)
batch_loss += loss
print(f'epoch{epoch+1}: eval_loss:{batch_loss/len(eval_dl)}')
if batch_loss/len(eval_dl) < min_loss:
min_loss = batch_loss/len(eval_dl)
best_parameters = model.state_dict()
torch.save(best_parameters,'best_3.pth')
model = LSTM(10,64, 3, num_layers=2).to(device)
model.load_state_dict(torch.load('best_3.pth'))
dataset_x = dataset_x.reshape(-1,1,10)
dataset_x = torch.from_numpy(dataset_x).type(torch.float32).to(device)
pred = model(dataset_x).reshape(-1)
pred = np.concatenate((np.zeros(10), pred.cpu().detach().numpy()))
plt.plot(pred, 'r', label='prediction')
plt.plot(dataset_y.reshape(-1), 'b', label='real')
plt.plot((train_size*3, train_size*3), (0, 1), 'g--') # 分割线 左边是训练数据 右边是测试数据的输出
plt.legend(loc='best')
plt.show()
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