添加了Stock-Prediction-Models项目的多个文件,包括数据集、模型代码、README文档和CSS样式文件。这些文件用于股票预测模型的训练和展示,涵盖了LSTM、GRU等深度学习模型的应用。
143 lines
4.9 KiB
Python
143 lines
4.9 KiB
Python
# Copyright 2017 Google Inc.
|
|
#
|
|
# Licensed under the Apache License, Version 2.0 (the "License");
|
|
# you may not use this file except in compliance with the License.
|
|
# You may obtain a copy of the License at
|
|
#
|
|
# http://www.apache.org/licenses/LICENSE-2.0
|
|
#
|
|
# Unless required by applicable law or agreed to in writing, software
|
|
# distributed under the License is distributed on an "AS IS" BASIS,
|
|
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
|
# See the License for the specific language governing permissions and
|
|
# limitations under the License.
|
|
# ==============================================================================
|
|
"""DNC Cores.
|
|
|
|
These modules create a DNC core. They take input, pass parameters to the memory
|
|
access module, and integrate the output of memory to form an output.
|
|
"""
|
|
|
|
from __future__ import absolute_import
|
|
from __future__ import division
|
|
from __future__ import print_function
|
|
|
|
import collections
|
|
import numpy as np
|
|
import sonnet as snt
|
|
import tensorflow as tf
|
|
|
|
import access
|
|
|
|
DNCState = collections.namedtuple('DNCState', ('access_output', 'access_state',
|
|
'controller_state'))
|
|
|
|
|
|
class DNC(snt.RNNCore):
|
|
"""DNC core module.
|
|
|
|
Contains controller and memory access module.
|
|
"""
|
|
|
|
def __init__(self,
|
|
access_config,
|
|
controller_config,
|
|
output_size,
|
|
clip_value=None,
|
|
name='dnc'):
|
|
"""Initializes the DNC core.
|
|
|
|
Args:
|
|
access_config: dictionary of access module configurations.
|
|
controller_config: dictionary of controller (LSTM) module configurations.
|
|
output_size: output dimension size of core.
|
|
clip_value: clips controller and core output values to between
|
|
`[-clip_value, clip_value]` if specified.
|
|
name: module name (default 'dnc').
|
|
|
|
Raises:
|
|
TypeError: if direct_input_size is not None for any access module other
|
|
than KeyValueMemory.
|
|
"""
|
|
super(DNC, self).__init__(name=name)
|
|
|
|
with self._enter_variable_scope():
|
|
self._controller = snt.LSTM(**controller_config)
|
|
self._access = access.MemoryAccess(**access_config)
|
|
|
|
self._access_output_size = np.prod(self._access.output_size.as_list())
|
|
self._output_size = output_size
|
|
self._clip_value = clip_value or 0
|
|
|
|
self._output_size = tf.TensorShape([output_size])
|
|
self._state_size = DNCState(
|
|
access_output=self._access_output_size,
|
|
access_state=self._access.state_size,
|
|
controller_state=self._controller.state_size)
|
|
|
|
def _clip_if_enabled(self, x):
|
|
if self._clip_value > 0:
|
|
return tf.clip_by_value(x, -self._clip_value, self._clip_value)
|
|
else:
|
|
return x
|
|
|
|
def _build(self, inputs, prev_state):
|
|
"""Connects the DNC core into the graph.
|
|
|
|
Args:
|
|
inputs: Tensor input.
|
|
prev_state: A `DNCState` tuple containing the fields `access_output`,
|
|
`access_state` and `controller_state`. `access_state` is a 3-D Tensor
|
|
of shape `[batch_size, num_reads, word_size]` containing read words.
|
|
`access_state` is a tuple of the access module's state, and
|
|
`controller_state` is a tuple of controller module's state.
|
|
|
|
Returns:
|
|
A tuple `(output, next_state)` where `output` is a tensor and `next_state`
|
|
is a `DNCState` tuple containing the fields `access_output`,
|
|
`access_state`, and `controller_state`.
|
|
"""
|
|
|
|
prev_access_output = prev_state.access_output
|
|
prev_access_state = prev_state.access_state
|
|
prev_controller_state = prev_state.controller_state
|
|
|
|
batch_flatten = snt.BatchFlatten()
|
|
controller_input = tf.concat(
|
|
[batch_flatten(inputs), batch_flatten(prev_access_output)], 1)
|
|
|
|
controller_output, controller_state = self._controller(
|
|
controller_input, prev_controller_state)
|
|
|
|
controller_output = self._clip_if_enabled(controller_output)
|
|
controller_state = snt.nest.map(self._clip_if_enabled, controller_state)
|
|
|
|
access_output, access_state = self._access(controller_output,
|
|
prev_access_state)
|
|
|
|
output = tf.concat([controller_output, batch_flatten(access_output)], 1)
|
|
output = snt.Linear(
|
|
output_size=self._output_size.as_list()[0],
|
|
name='output_linear')(output)
|
|
output = self._clip_if_enabled(output)
|
|
|
|
return output, DNCState(
|
|
access_output=access_output,
|
|
access_state=access_state,
|
|
controller_state=controller_state)
|
|
|
|
def initial_state(self, batch_size, dtype=tf.float32):
|
|
return DNCState(
|
|
controller_state=self._controller.initial_state(batch_size, dtype),
|
|
access_state=self._access.initial_state(batch_size, dtype),
|
|
access_output=tf.zeros(
|
|
[batch_size] + self._access.output_size.as_list(), dtype))
|
|
|
|
@property
|
|
def state_size(self):
|
|
return self._state_size
|
|
|
|
@property
|
|
def output_size(self):
|
|
return self._output_size
|