public void traning(string traningexamplespath)
        {
            IVersatileDataSource source = new CSVDataSource(traningexamplespath, false, CSVFormat.DecimalPoint);
            var data = new VersatileMLDataSet(source);

            data.DefineSourceColumn("num1", 0, ColumnType.Continuous);
            data.DefineSourceColumn("num2", 1, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 2, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 3, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 4, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 5, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 6, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 7, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 8, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 9, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 10, ColumnType.Continuous);
            data.DefineSourceColumn("num1", 11, ColumnType.Continuous);
            ColumnDefinition outputColumn = data.DefineSourceColumn("kind", 12, ColumnType.Nominal);

            data.Analyze();
            data.DefineSingleOutputOthersInput(outputColumn);


            var model = new EncogModel(data);

            model.SelectMethod(data, MLMethodFactory.TypeFeedforward);

            // Send any output to the console.
            model.Report = new ConsoleStatusReportable();

            // Now normalize the data.  Encog will automatically determine the correct normalization
            // type based on the model you chose in the last step.
            data.Normalize();

            model.HoldBackValidation(0.3, true, 1001);

            // Choose whatever is the default training type for this model.
            model.SelectTrainingType(data);

            // Use a 5-fold cross-validated train.  Return the best method found.
            bestMethod = (IMLRegression)model.Crossvalidate(5, true);

            //Console.WriteLine(@"Training error: " + model.CalculateError(bestMethod, model.TrainingDataset));
            //Console.WriteLine(@"Validation error: " + model.CalculateError(bestMethod, model.ValidationDataset));

            // Display our normalization parameters.
            helper = data.NormHelper;
            // Console.WriteLine(helper.ToString());

            // Display the final model.
            //Console.WriteLine(@"Final model: " + bestMethod);
            source.Close();

            saveNetwork("save.eg");
            savehelper("helper.hp");
            //EncogFramework.Instance.Shutdown();
        }
Exemple #2
0
        public SvmModel(VersatileMLDataSet dataset)
        {
            _model = new EncogModel(dataset);
            _model.SelectMethod(dataset, MLMethodFactory.TypeSVM);
            _model.Report = new ConsoleStatusReportable();

            dataset.Normalize();
            _model.HoldBackValidation(0.3, true, 1001);
            _model.SelectTrainingType(dataset);
        }
        public PredictionMachine CreateAndTrainMachine()
        {
            VersatileMLDataSet trainingDataSet = CsvFileHelper.LoadDataSetFromCsv(GlobalConfig.CsvTickersFilename);

            #region Configure Dataset

            trainingDataSet.ConfigureDatacolumnsToUse(
                inputColumns: _predictionConfig.InputColumnNames,
                outputColumnName: _predictionConfig.PredictedColumnName
                );

            //Number of Input nodes
            trainingDataSet.LagWindowSize = _predictionConfig.NumberOfPreviousTickers;

            //Number of output nodes
            trainingDataSet.LeadWindowSize = 1;

            trainingDataSet.Analyze(); //Encog does some magic here....

            #endregion


            #region Train new neural net

            var trainer = new EncogModel(trainingDataSet);
            //Choose network structure
            trainer.SelectMethod(trainingDataSet, MLMethodFactory.TypeFeedforward);

            trainingDataSet.Normalize();

            trainer.HoldBackValidation(
                validationPercent: 0.3,
                shuffle: false,
                seed: TOTALLY_RANDOM_NUMBER);


            trainer.SelectTrainingType(trainingDataSet); //More magic by encog

            trainer.Report = new ConsoleStatusReportable();

            //Create and train the network (this is where the magic happens)
            var trainedNeuralNet = (IMLRegression)trainer
                                   .Crossvalidate(k: 5, shuffle: false);

            #endregion

            //Package into a prediction machine
            var predictionMachine = new PredictionMachine(
                neuralNet: trainedNeuralNet,
                normalizationHelper: trainingDataSet.NormHelper,
                config: _predictionConfig);

            return(predictionMachine);
        }
Exemple #4
0
        /// <summary>
        ///     Program entry point.
        /// </summary>
        /// <param name="app">Holds arguments and other info.</param>
        public void Execute(IExampleInterface app)
        {
            ErrorCalculation.Mode = ErrorCalculationMode.RMS;
            // Download the data that we will attempt to model.
            string filename = DownloadData(app.Args);

            // Define the format of the data file.
            // This area will change, depending on the columns and
            // format of the file that you are trying to model.
            var format = new CSVFormat('.', ' '); // decimal point and
            // space separated
            IVersatileDataSource source = new CSVDataSource(filename, true,
                                                            format);

            var data = new VersatileMLDataSet(source);

            data.NormHelper.Format = format;

            ColumnDefinition columnSSN = data.DefineSourceColumn("SSN",
                                                                 ColumnType.Continuous);
            ColumnDefinition columnDEV = data.DefineSourceColumn("DEV",
                                                                 ColumnType.Continuous);

            // Analyze the data, determine the min/max/mean/sd of every column.
            data.Analyze();

            // Use SSN & DEV to predict SSN. For time-series it is okay to have
            // SSN both as
            // an input and an output.
            data.DefineInput(columnSSN);
            data.DefineInput(columnDEV);
            data.DefineOutput(columnSSN);

            // Create feedforward neural network as the model type.
            // MLMethodFactory.TYPE_FEEDFORWARD.
            // You could also other model types, such as:
            // MLMethodFactory.SVM: Support Vector Machine (SVM)
            // MLMethodFactory.TYPE_RBFNETWORK: RBF Neural Network
            // MLMethodFactor.TYPE_NEAT: NEAT Neural Network
            // MLMethodFactor.TYPE_PNN: Probabilistic Neural Network
            var model = new EncogModel(data);

            model.SelectMethod(data, MLMethodFactory.TypeFeedforward);

            // Send any output to the console.
            model.Report = new ConsoleStatusReportable();

            // Now normalize the data. Encog will automatically determine the
            // correct normalization
            // type based on the model you chose in the last step.
            data.Normalize();

            // Set time series.
            data.LeadWindowSize = 1;
            data.LagWindowSize  = WindowSize;

            // Hold back some data for a final validation.
            // Do not shuffle the data into a random ordering. (never shuffle
            // time series)
            // Use a seed of 1001 so that we always use the same holdback and
            // will get more consistent results.
            model.HoldBackValidation(0.3, false, 1001);

            // Choose whatever is the default training type for this model.
            model.SelectTrainingType(data);

            // Use a 5-fold cross-validated train. Return the best method found.
            // (never shuffle time series)
            var bestMethod = (IMLRegression)model.Crossvalidate(5,
                                                                false);

            // Display the training and validation errors.
            Console.WriteLine(@"Training error: "
                              + model.CalculateError(bestMethod,
                                                     model.TrainingDataset));
            Console.WriteLine(@"Validation error: "
                              + model.CalculateError(bestMethod,
                                                     model.ValidationDataset));

            // Display our normalization parameters.
            NormalizationHelper helper = data.NormHelper;

            Console.WriteLine(helper.ToString());

            // Display the final model.
            Console.WriteLine(@"Final model: " + bestMethod);

            // Loop over the entire, original, dataset and feed it through the
            // model. This also shows how you would process new data, that was
            // not part of your training set. You do not need to retrain, simply
            // use the NormalizationHelper class. After you train, you can save
            // the NormalizationHelper to later normalize and denormalize your
            // data.
            source.Close();
            var csv  = new ReadCSV(filename, true, format);
            var line = new String[2];

            // Create a vector to hold each time-slice, as we build them.
            // These will be grouped together into windows.
            var     slice  = new double[2];
            var     window = new VectorWindow(WindowSize + 1);
            IMLData input  = helper.AllocateInputVector(WindowSize + 1);

            // Only display the first 100
            int stopAfter = 100;

            while (csv.Next() && stopAfter > 0)
            {
                var result = new StringBuilder();

                line[0] = csv.Get(2); // ssn
                line[1] = csv.Get(3); // dev
                helper.NormalizeInputVector(line, slice, false);

                // enough data to build a full window?
                if (window.IsReady())
                {
                    window.CopyWindow(((BasicMLData)input).Data, 0);
                    String  correct   = csv.Get(2); // trying to predict SSN.
                    IMLData output    = bestMethod.Compute(input);
                    String  predicted = helper
                                        .DenormalizeOutputVectorToString(output)[0];

                    result.Append(line);
                    result.Append(" -> predicted: ");
                    result.Append(predicted);
                    result.Append("(correct: ");
                    result.Append(correct);
                    result.Append(")");

                    Console.WriteLine(result.ToString());
                }

                // Add the normalized slice to the window. We do this just after
                // the after checking to see if the window is ready so that the
                // window is always one behind the current row. This is because
                // we are trying to predict next row.
                window.Add(slice);

                stopAfter--;
            }
            csv.Close();

            // Delete data file and shut down.
            File.Delete(filename);
            EncogFramework.Instance.Shutdown();
        }
Exemple #5
0
        /// <summary>
        ///     Program entry point.
        /// </summary>
        /// <param name="app">Holds arguments and other info.</param>
        public void Execute(IExampleInterface app)
        {
            // Download the data that we will attempt to model.
            string irisFile = DownloadData(app.Args);

            // Define the format of the data file.
            // This area will change, depending on the columns and
            // format of the file that you are trying to model.
            IVersatileDataSource source = new CSVDataSource(irisFile, false,
                                                            CSVFormat.DecimalPoint);
            var data = new VersatileMLDataSet(source);

            data.DefineSourceColumn("sepal-length", 0, ColumnType.Continuous);
            data.DefineSourceColumn("sepal-width", 1, ColumnType.Continuous);
            data.DefineSourceColumn("petal-length", 2, ColumnType.Continuous);
            data.DefineSourceColumn("petal-width", 3, ColumnType.Continuous);

            // Define the column that we are trying to predict.
            ColumnDefinition outputColumn = data.DefineSourceColumn("species", 4,
                                                                    ColumnType.Nominal);

            // Analyze the data, determine the min/max/mean/sd of every column.
            data.Analyze();

            // Map the prediction column to the output of the model, and all
            // other columns to the input.
            data.DefineSingleOutputOthersInput(outputColumn);

            // Create feedforward neural network as the model type. MLMethodFactory.TYPE_FEEDFORWARD.
            // You could also other model types, such as:
            // MLMethodFactory.SVM:  Support Vector Machine (SVM)
            // MLMethodFactory.TYPE_RBFNETWORK: RBF Neural Network
            // MLMethodFactor.TYPE_NEAT: NEAT Neural Network
            // MLMethodFactor.TYPE_PNN: Probabilistic Neural Network
            var model = new EncogModel(data);

            model.SelectMethod(data, MLMethodFactory.TypeFeedforward);

            // Send any output to the console.
            model.Report = new ConsoleStatusReportable();

            // Now normalize the data.  Encog will automatically determine the correct normalization
            // type based on the model you chose in the last step.
            data.Normalize();

            // Hold back some data for a final validation.
            // Shuffle the data into a random ordering.
            // Use a seed of 1001 so that we always use the same holdback and will get more consistent results.
            model.HoldBackValidation(0.3, true, 1001);

            // Choose whatever is the default training type for this model.
            model.SelectTrainingType(data);

            // Use a 5-fold cross-validated train.  Return the best method found.
            var bestMethod = (IMLRegression)model.Crossvalidate(5, true);

            // Display the training and validation errors.
            Console.WriteLine(@"Training error: " + model.CalculateError(bestMethod, model.TrainingDataset));
            Console.WriteLine(@"Validation error: " + model.CalculateError(bestMethod, model.ValidationDataset));

            // Display our normalization parameters.
            NormalizationHelper helper = data.NormHelper;

            Console.WriteLine(helper.ToString());

            // Display the final model.
            Console.WriteLine(@"Final model: " + bestMethod);

            // Loop over the entire, original, dataset and feed it through the model.
            // This also shows how you would process new data, that was not part of your
            // training set.  You do not need to retrain, simply use the NormalizationHelper
            // class.  After you train, you can save the NormalizationHelper to later
            // normalize and denormalize your data.
            source.Close();
            var     csv   = new ReadCSV(irisFile, false, CSVFormat.DecimalPoint);
            var     line  = new String[4];
            IMLData input = helper.AllocateInputVector();

            while (csv.Next())
            {
                var result = new StringBuilder();
                line[0] = csv.Get(0);
                line[1] = csv.Get(1);
                line[2] = csv.Get(2);
                line[3] = csv.Get(3);
                String correct = csv.Get(4);
                helper.NormalizeInputVector(line, ((BasicMLData)input).Data, false);
                IMLData output     = bestMethod.Compute(input);
                String  irisChosen = helper.DenormalizeOutputVectorToString(output)[0];

                result.Append(line);
                result.Append(" -> predicted: ");
                result.Append(irisChosen);
                result.Append("(correct: ");
                result.Append(correct);
                result.Append(")");

                Console.WriteLine(result.ToString());
            }
            csv.Close();

            // Delete data file ande shut down.
            File.Delete(irisFile);
            EncogFramework.Instance.Shutdown();
        }