from __future__ import absolute_import from __future__ import division from __future__ import print_function import tensorflow as tf from tensorflow.contrib import legacy_seq2seq from lib.metrics import masked_mse_loss, masked_mae_loss, masked_rmse_loss from model.dcrnn_cell import DCGRUCell from model.tf_model import TFModel class DCRNNModel(TFModel): def __init__(self, is_training, config, scaler=None, adj_mx=None): super(DCRNNModel, self).__init__(config, scaler=scaler) batch_size = int(config.get('batch_size')) max_diffusion_step = int(config.get('max_diffusion_step', 2)) cl_decay_steps = int(config.get('cl_decay_steps', 1000)) filter_type = config.get('filter_type', 'laplacian') horizon = int(config.get('horizon', 1)) input_dim = int(config.get('input_dim', 1)) loss_func = config.get('loss_func', 'MSE') max_grad_norm = float(config.get('max_grad_norm', 5.0)) num_nodes = int(config.get('num_nodes', 1)) num_rnn_layers = int(config.get('num_rnn_layers', 1)) output_dim = int(config.get('output_dim', 1)) rnn_units = int(config.get('rnn_units')) seq_len = int(config.get('seq_len')) use_curriculum_learning = bool(config.get('use_curriculum_learning', False)) aux_dim = input_dim - output_dim # assert input_dim == output_dim, 'input_dim: %d != output_dim: %d' % (input_dim, output_dim) # Input (batch_size, timesteps, num_sensor, input_dim) self._inputs = tf.placeholder(tf.float32, shape=(batch_size, seq_len, num_nodes, input_dim), name='inputs') # Labels: (batch_size, timesteps, num_sensor, input_dim), same format with input except the temporal dimension. self._labels = tf.placeholder(tf.float32, shape=(batch_size, horizon, num_nodes, input_dim), name='labels') GO_SYMBOL = tf.zeros(shape=(batch_size, num_nodes * input_dim)) cell = DCGRUCell(rnn_units, adj_mx, max_diffusion_step=max_diffusion_step, num_nodes=num_nodes, filter_type=filter_type) cell_with_projection = DCGRUCell(rnn_units, adj_mx, max_diffusion_step=max_diffusion_step, num_nodes=num_nodes, num_proj=output_dim, filter_type=filter_type) encoding_cells = [cell] * num_rnn_layers decoding_cells = [cell] * (num_rnn_layers - 1) + [cell_with_projection] encoding_cells = tf.contrib.rnn.MultiRNNCell(encoding_cells, state_is_tuple=True) decoding_cells = tf.contrib.rnn.MultiRNNCell(decoding_cells, state_is_tuple=True) global_step = tf.train.get_or_create_global_step() # Outputs: (batch_size, timesteps, num_nodes, output_dim) with tf.variable_scope('DCRNN_SEQ'): inputs = tf.unstack(tf.reshape(self._inputs, (batch_size, seq_len, num_nodes * input_dim)), axis=1) labels = tf.unstack( tf.reshape(self._labels[..., :output_dim], (batch_size, horizon, num_nodes * output_dim)), axis=1) if aux_dim > 0: aux_info = tf.unstack(self._labels[..., output_dim:], axis=1) aux_info.insert(0, None) labels.insert(0, GO_SYMBOL) def loop_function(prev, i): if is_training: # Return either the model's prediction or the previous ground truth in training. if use_curriculum_learning: c = tf.random_uniform((), minval=0, maxval=1.) threshold = self._compute_sampling_threshold(global_step, cl_decay_steps) result = tf.cond(tf.less(c, threshold), lambda: labels[i], lambda: prev) else: result = labels[i] else: # Return the prediction of the model in testing. result = prev if aux_dim > 0: result = tf.reshape(result, (batch_size, num_nodes, output_dim)) result = tf.concat([result, aux_info[i]], axis=-1) result = tf.reshape(result, (batch_size, num_nodes * input_dim)) return result _, enc_state = tf.contrib.rnn.static_rnn(encoding_cells, inputs, dtype=tf.float32) outputs, final_state = legacy_seq2seq.rnn_decoder(labels, enc_state, decoding_cells, loop_function=loop_function) # Project the output to output_dim. outputs = tf.stack(outputs[:-1], axis=1) self._outputs = tf.reshape(outputs, (batch_size, horizon, num_nodes, output_dim), name='outputs') # preds = self._outputs[..., 0] preds = self._outputs labels = self._labels[..., :output_dim] null_val = config.get('null_val', 0.) self._mae = masked_mae_loss(self._scaler, null_val)(preds=preds, labels=labels) if loss_func == 'MSE': self._loss = masked_mse_loss(self._scaler, null_val)(preds=preds, labels=labels) elif loss_func == 'MAE': self._loss = masked_mae_loss(self._scaler, null_val)(preds=preds, labels=labels) elif loss_func == 'RMSE': self._loss = masked_rmse_loss(self._scaler, null_val)(preds=preds, labels=labels) else: self._loss = masked_mse_loss(self._scaler, null_val)(preds=preds, labels=labels) if is_training: optimizer = tf.train.AdamOptimizer(self._lr) tvars = tf.trainable_variables() grads = tf.gradients(self._loss, tvars) grads, _ = tf.clip_by_global_norm(grads, max_grad_norm) self._train_op = optimizer.apply_gradients(zip(grads, tvars), global_step=global_step, name='train_op') self._merged = tf.summary.merge_all() @staticmethod def _compute_sampling_threshold(global_step, k): """ Computes the sampling probability for scheduled sampling using inverse sigmoid. :param global_step: :param k: :return: """ return tf.cast(k / (k + tf.exp(global_step / k)), tf.float32)