diff --git a/hypotheses_modeling/KerasRegressions.py b/hypotheses_modeling/KerasRegressions.py index 480cd37..b502929 100644 --- a/hypotheses_modeling/KerasRegressions.py +++ b/hypotheses_modeling/KerasRegressions.py @@ -86,7 +86,7 @@ def time_series_dnn_classification(X, Y, k, n0, x_columns, y_columns): y = np.array(y) model = tf.keras.Sequential([ tf.keras.layers.Flatten(input_shape=input_shape), - tf.keras.layers.Dense(32), + tf.keras.layers.Dense(32, activation=tf.nn.softmax), tf.keras.layers.Dense(output_shape, activation=tf.nn.softmax) ]) model.compile(optimizer='adam', loss='sparse_categorical_crossentropy', metrics=['accuracy', 'categorical_accuracy']) @@ -94,3 +94,95 @@ def time_series_dnn_classification(X, Y, k, n0, x_columns, y_columns): loss, accuracy = model.evaluate(x, y) print(loss, accuracy) return model.get_weights() + +def time_series_linear_regression(X, Y, k, n0, x_columns, y_columns): + inp = X[x_columns] + out = Y[y_columns] + col = "day" + x = [] + y = [] + input_shape = 0 + output_shape = 0 + for player in Y["playerID"].unique(): + XPlayer = inp[inp["playerID"] == player] + YPlayer = out[out["playerID"] == player] + for day in YPlayer[col][n0 - 1:]: + prev = day - k + xprev = XPlayer[XPlayer[col] == prev].drop(columns=[col]).to_numpy() + if xprev.shape[0] != 1: + continue + else: + xprev = xprev[0, :] + yt = YPlayer[YPlayer[col] == day].drop(columns=[col]).to_numpy()[0, :] + if input_shape == 0: + input_shape = xprev.shape[0] + else: + if input_shape != xprev.shape[0]: + print("INCONSISTENT INPUT DIMENSION") + exit(2) + if input_shape == 0: + output_shape = yt.shape[0] + else: + if output_shape != yt.shape[0]: + print("INCONSISTENT OUTPUT DIMENSION") + exit(2) + x.append(xprev) + y.append(yt) + x = np.array(x) + y = np.array(y) + model = tf.keras.Sequential([ + tf.keras.layers.Flatten(input_shape=input_shape), + tf.keras.layers.Dense(output_shape) + ]) + model.compile(optimizer='adam', loss='sparse_categorical_crossentropy', metrics=['accuracy', 'categorical_accuracy']) + model.fit(x, y, epochs=100) + loss, accuracy = model.evaluate(x, y) + print(loss, accuracy) + return model.get_weights() + + +def time_series_dnn_regressions(X, Y, k, n0, x_columns, y_columns): + inp = X[x_columns] + out = Y[y_columns] + col = "day" + x = [] + y = [] + input_shape = 0 + output_shape = 0 + for player in Y["playerID"].unique(): + XPlayer = inp[inp["playerID"] == player] + YPlayer = out[out["playerID"] == player] + for day in YPlayer[col][n0 - 1:]: + prev = day - k + xprev = XPlayer[XPlayer[col] == prev].drop(columns=[col]).to_numpy() + if xprev.shape[0] != 1: + continue + else: + xprev = xprev[0, :] + yt = YPlayer[YPlayer[col] == day].drop(columns=[col]).to_numpy()[0, :] + if input_shape == 0: + input_shape = xprev.shape[0] + else: + if input_shape != xprev.shape[0]: + print("INCONSISTENT INPUT DIMENSION") + exit(2) + if input_shape == 0: + output_shape = yt.shape[0] + else: + if output_shape != yt.shape[0]: + print("INCONSISTENT OUTPUT DIMENSION") + exit(2) + x.append(xprev) + y.append(yt) + x = np.array(x) + y = np.array(y) + model = tf.keras.Sequential([ + tf.keras.layers.Flatten(input_shape=input_shape), + tf.keras.layers.Dense(32, activation=tf.nn.softmax), + tf.keras.layers.Dense(output_shape) + ]) + model.compile(optimizer='adam', loss='sparse_categorical_crossentropy', metrics=['accuracy', 'categorical_accuracy']) + model.fit(x, y, epochs=100) + loss, accuracy = model.evaluate(x, y) + print(loss, accuracy) + return model.get_weights()