- HINDSIGHT -- An R-based Framework Towards Long Short Term Memory (LSTM) Optimization
- Hyperparameter Optimization algorithms -- Manual Search (MS), Random Search (RS)
- Version 1.1 (previous 1.0)
hindnorm.R
-- Feature normalizationhindsight.R
-- The main function of HINDSIGHTtime_series.R
-- Data pre-processingmanual_search.R
-- Manual Searchrandom_search.R
-- Random Searchlstm.R
-- Building LSTM Networks
vision.R
-- Calculate RMSE for training and testing (with Error Correction) - Results visualization
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hindtest.R
-- A proof of concept test fileREADME.md
monroesets.RData
-- .RData image (training, testing) > More information regarding the MONROE-Nettest features can be found in https://www.netztest.at/en/OpenDataSpecification.html.- IMPORTANT NOTE: If data contains factor variables, levels must be integer encoded (not text). HINDSIGHT uses one-hot encoding during pre-processing.
training
: Training dataset. The dependent variable must reside in the first column of the dataframe. This field is compulsory.testing
: Testing dataset. The dependent variable must reside in the first column of the dataframe. This field is compulsory.nfeatures
: No. features to be used as independent variables. This field is compulsory.nlags
: No. time steps to 'look back' in time. This field is compulsory.units
: No. neurons for the input layer. DEFAULT value is set to 10.units1
: No. neurons for hidden layer 1. DEFAULT value is set to 10.units2
: No. neurons for hidden layer 2. DEFAULT value is set to 10.units3
: No. neurons for hidden layer 3. DEFAULT value is set to 10.lr
: Learning rate. DEFAULT value is set to 0.001.nepochs
: No. epochs during training phase. DEFAULT value is set to 50.bs
: Batch size. DEFAULT value is set to 32 samples.nlayers
: No. layers. By DEFAULT, only one layer is used.opt
: Optimization algorithms list. sgd = 1, adam = 2, rmsprop = 3, adagrad = 4. By DEFAULT, sgd is used.activation
: Activation function. relu = 1, sigmoid = 2, softmax = 3, NULL = 4. By DEFAULT, relu is used.valsplit
: Validation split. DEFAULT value is set to 0.1.patience
: Patience for the early stopping callback. DEFAULT value is set to 10.rs
: A boolean flag to select between Manual Search (FALSE) and Random search (TRUE). DEFAULT value is set to FALSE.niter
: No. iterations for Random Search. DEFAULT value is set to 20.
- (The parameters below should be only configured if rs = TRUE. They define the upper limit values for the hyperparameters.)
units_l
= 256units1_l
= 256units2_l
= 256units3_l
= 256lr_l
= 0.01nepochs_l
= 150bs_l
= 128nlayers_l
= 4opt_l
= 4
- Install the R Keras package from CRAN as:
install.packages("keras")
- Load Keras library and install the tensorflow backend with CPU support:
library(keras)
install_keras()
- (Optional) -- Install the tensorflow backend with GPU support. Ensure that all required CUDA and CUDNN libraries have already been installed in your system > More information can be found in https://tensorflow.rstudio.com/installation_gpu.html#prerequisites:
install_keras(tensorflow = "gpu")
-
Clone the HINDSIGHT repository locally.
-
Run hindtest.R script as:
Rscript hindtest.R
-
This testing script
- Loads all required functions.
- Loads the datasets (testing and training).
- Calls hindnorm function as:
hindnorm(data)
- Calls hindsight function as:
hindsight (training, testing, nfeatures = 5, nlags = 1)
- Saves an image to the current directory as HINDSIGHT_MS.RData. The image can be loaded as follows:
load('HINDSIGHT_MS.RData')
- Calls vision function as:
vision(data, training_def, testing_def, predict_train, predict_test, nlags = 1)
-
Alternatively, install Rstudio from web (any version) and experiment with the input parameters.
- Konstantinos Kousias ([email protected])
- Michael Riegler ([email protected])
- Ozgu Alay ([email protected])
- Antonios Argyriou ([email protected])
For updates on HINDSIGHT visit: https://bitbucket.org/konstantinoskousias/hindsight