|
@ -86,7 +86,7 @@ def time_series_dnn_classification(X, Y, k, n0, x_columns, y_columns): |
|
|
y = np.array(y) |
|
|
y = np.array(y) |
|
|
model = tf.keras.Sequential([ |
|
|
model = tf.keras.Sequential([ |
|
|
tf.keras.layers.Flatten(input_shape=input_shape), |
|
|
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) |
|
|
tf.keras.layers.Dense(output_shape, activation=tf.nn.softmax) |
|
|
]) |
|
|
]) |
|
|
model.compile(optimizer='adam', loss='sparse_categorical_crossentropy', metrics=['accuracy', 'categorical_accuracy']) |
|
|
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) |
|
|
loss, accuracy = model.evaluate(x, y) |
|
|
print(loss, accuracy) |
|
|
print(loss, accuracy) |
|
|
return model.get_weights() |
|
|
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() |