基于PaddlePaddle2.0.0rc使用LSTM进行北京空气污染序列预测-人工智能-PHP中文网

本项目基于PaddlePaddle2.0.0rc，用2010-2014年北京空气污染数据，通过LSTM和DNN对比预测未来一天某时刻PM2.5。经数据预处理、标准化和滑窗处理，构建模型训练。结果显示，LSTM在时序预测上效果更优，验证集MAE损失更低，未出现过拟合，更适合此类任务。

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基于paddlepaddle2.0.0rc使用lstm进行北京空气污染序列预测 - php中文网

项目介绍：基于PaddlePaddle2.0.0rc使用LSTM进行北京空气污染序列预测

使用长短期记忆网络LSTM来预测未来的北京的空气污染情况，数据集使用的是北京2010.1.1至2014.12.31之间的空气污染数据，数据采用结构化表格的形式，包括year,month,day,hour等时间信息，以及对应的pm2.5,DEWP,TEMP,PRES,cbwd,Iws,Is,Ir等指标，任务是通过给定的数据来预测未来一天某个时刻空气指标PM2.5的数值，本项目是采用七天的滑窗数据预测后一天第24小时的pm2.5数值。首先是搭建了DNN网络作为对比，再尝试了LSTM网络。对比两者的预测结果maeloss曲线，得出结论：对应本项目这样的时序预测任务，使用LSTM具有更好的效果

创建时间：2020年10月12日15:34:47

注意事项

请使用CPU版本的环境运行本项目，paddlepaddle2.0.0rc在使用LSTM时在GPU环境下存在无法运行的bug,在最新develop版本已修复。

安装PaddlePaddle2.0 develop

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# !python  -m pip install paddlepaddle-gpu==2.0.0rc0.post101 -f https://paddlepaddle.org.cn/whl/stable.html

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导入必要的包

In [ ]

import paddleimport paddle.fluid as fluidimport paddle.fluid.layers as layersimport pandas as pdimport numpy as npimport matplotlib.pyplot as plt
%matplotlib inline

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/opt/conda/envs/python35-paddle120-env/lib/python3.7/site-packages/pandas/core/tools/datetimes.py:3: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated, and in 3.8 it will stop working
  from collections import MutableMapping
/opt/conda/envs/python35-paddle120-env/lib/python3.7/site-packages/matplotlib/rcsetup.py:20: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated, and in 3.8 it will stop working
  from collections import Iterable, Mapping
/opt/conda/envs/python35-paddle120-env/lib/python3.7/site-packages/matplotlib/colors.py:53: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated, and in 3.8 it will stop working
  from collections import Sized

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特征工程

读取数据集并查看

In [ ]

data = pd.read_csv('data/data55547/PRSA_data_2010.1.1-2014.12.31.csv')#查看数据大小，类型及是否存在缺失值data.info()

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<class 'pandas.core.frame.DataFrame'>
RangeIndex: 43824 entries, 0 to 43823
Data columns (total 13 columns):
No       43824 non-null int64
year     43824 non-null int64
month    43824 non-null int64
day      43824 non-null int64
hour     43824 non-null int64
pm2.5    41757 non-null float64
DEWP     43824 non-null int64
TEMP     43824 non-null float64
PRES     43824 non-null float64
cbwd     43824 non-null object
Iws      43824 non-null float64
Is       43824 non-null int64
Ir       43824 non-null int64
dtypes: float64(4), int64(8), object(1)
memory usage: 4.3+ MB

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从上面的信息中可知pm2.5项目存在缺失值（non-null数量为41757少于其他项目43824 ），查看缺失数据

In [ ]

data[data['pm2.5'].isna()]

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          No  year  month  day  hour  pm2.5  DEWP  TEMP    PRES cbwd     Iws  \
0          1  2010      1    1     0    NaN   -21 -11.0  1021.0   NW    1.79   
1          2  2010      1    1     1    NaN   -21 -12.0  1020.0   NW    4.92   
2          3  2010      1    1     2    NaN   -21 -11.0  1019.0   NW    6.71   
3          4  2010      1    1     3    NaN   -21 -14.0  1019.0   NW    9.84   
4          5  2010      1    1     4    NaN   -20 -12.0  1018.0   NW   12.97   
5          6  2010      1    1     5    NaN   -19 -10.0  1017.0   NW   16.10   
6          7  2010      1    1     6    NaN   -19  -9.0  1017.0   NW   19.23   
7          8  2010      1    1     7    NaN   -19  -9.0  1017.0   NW   21.02   
8          9  2010      1    1     8    NaN   -19  -9.0  1017.0   NW   24.15   
9         10  2010      1    1     9    NaN   -20  -8.0  1017.0   NW   27.28   
10        11  2010      1    1    10    NaN   -19  -7.0  1017.0   NW   31.30   
11        12  2010      1    1    11    NaN   -18  -5.0  1017.0   NW   34.43   
12        13  2010      1    1    12    NaN   -19  -5.0  1015.0   NW   37.56   
13        14  2010      1    1    13    NaN   -18  -3.0  1015.0   NW   40.69   
14        15  2010      1    1    14    NaN   -18  -2.0  1014.0   NW   43.82   
15        16  2010      1    1    15    NaN   -18  -1.0  1014.0   cv    0.89   
16        17  2010      1    1    16    NaN   -19  -2.0  1015.0   NW    1.79   
17        18  2010      1    1    17    NaN   -18  -3.0  1015.0   NW    2.68   
18        19  2010      1    1    18    NaN   -18  -5.0  1016.0   NE    1.79   
19        20  2010      1    1    19    NaN   -17  -4.0  1017.0   NW    1.79   
20        21  2010      1    1    20    NaN   -17  -5.0  1017.0   cv    0.89   
21        22  2010      1    1    21    NaN   -17  -5.0  1018.0   NW    1.79   
22        23  2010      1    1    22    NaN   -17  -5.0  1018.0   NW    2.68   
23        24  2010      1    1    23    NaN   -17  -5.0  1020.0   cv    0.89   
545      546  2010      1   23    17    NaN   -18   2.0  1024.0   NW   91.22   
546      547  2010      1   23    18    NaN   -18   1.0  1024.0   NW   96.14   
547      548  2010      1   23    19    NaN   -17   0.0  1024.0   NW  100.16   
548      549  2010      1   23    20    NaN   -18   0.0  1024.0   SE    1.79   
549      550  2010      1   23    21    NaN   -15  -3.0  1024.0   cv    0.89   
550      551  2010      1   23    22    NaN   -16   0.0  1023.0   NW    1.79   
...      ...   ...    ...  ...   ...    ...   ...   ...     ...  ...     ...   
42847  42848  2014     11   21     7    NaN    -3   0.0  1020.0   NW   11.17   
42848  42849  2014     11   21     8    NaN    -3   0.0  1020.0   cv    0.89   
43190  43191  2014     12    5    14    NaN   -22   4.0  1025.0   NW   41.12   
43191  43192  2014     12    5    15    NaN   -22   3.0  1025.0   NE    1.79   
43264  43265  2014     12    8    16    NaN   -13   3.0  1033.0   cv    1.79   
43266  43267  2014     12    8    18    NaN   -11  -2.0  1034.0   SE    0.89   
43267  43268  2014     12    8    19    NaN   -11  -2.0  1035.0   SE    1.78   
43268  43269  2014     12    8    20    NaN   -11  -4.0  1036.0   SE    2.67   
43269  43270  2014     12    8    21    NaN   -11  -5.0  1036.0   SE    3.56   
43270  43271  2014     12    8    22    NaN   -11  -5.0  1036.0   NE    0.89   
43273  43274  2014     12    9     1    NaN   -11  -4.0  1037.0   cv    0.89   
43274  43275  2014     12    9     2    NaN   -10  -5.0  1036.0   SE    0.89   
43275  43276  2014     12    9     3    NaN   -10  -6.0  1037.0   cv    0.89   
43276  43277  2014     12    9     4    NaN   -10  -7.0  1036.0   cv    1.78   
43277  43278  2014     12    9     5    NaN   -11  -6.0  1036.0   cv    2.67   
43278  43279  2014     12    9     6    NaN   -11  -7.0  1036.0   cv    3.56   
43279  43280  2014     12    9     7    NaN   -11  -8.0  1036.0   cv    4.45   
43280  43281  2014     12    9     8    NaN    -9  -6.0  1036.0   SE    0.89   
43281  43282  2014     12    9     9    NaN    -8  -5.0  1037.0   NE    1.79   
43282  43283  2014     12    9    10    NaN    -8  -4.0  1037.0   cv    0.89   
43283  43284  2014     12    9    11    NaN    -8  -3.0  1036.0   NE    1.79   
43544  43545  2014     12   20     8    NaN   -18  -4.0  1031.0   NW  225.30   
43545  43546  2014     12   20     9    NaN   -17  -4.0  1031.0   NW  228.43   
43546  43547  2014     12   20    10    NaN   -18  -2.0  1031.0   NW  233.35   
43547  43548  2014     12   20    11    NaN   -17  -1.0  1031.0   NW  239.16   
43548  43549  2014     12   20    12    NaN   -18   0.0  1030.0   NW  244.97   
43549  43550  2014     12   20    13    NaN   -19   1.0  1029.0   NW  249.89   
43550  43551  2014     12   20    14    NaN   -20   1.0  1029.0   NW  257.04   
43551  43552  2014     12   20    15    NaN   -20   2.0  1028.0   NW  262.85   
43552  43553  2014     12   20    16    NaN   -21   1.0  1028.0   NW  270.00   

       Is  Ir  
0       0   0  
1       0   0  
2       0   0  
3       0   0  
4       0   0  
5       0   0  
6       0   0  
7       0   0  
8       0   0  
9       0   0  
10      0   0  
11      0   0  
12      0   0  
13      0   0  
14      0   0  
15      0   0  
16      0   0  
17      0   0  
18      0   0  
19      0   0  
20      0   0  
21      0   0  
22      0   0  
23      0   0  
545     0   0  
546     0   0  
547     0   0  
548     0   0  
549     0   0  
550     0   0  
...    ..  ..  
42847   0   0  
42848   0   0  
43190   0   0  
43191   0   0  
43264   0   0  
43266   0   0  
43267   0   0  
43268   0   0  
43269   0   0  
43270   0   0  
43273   0   0  
43274   0   0  
43275   0   0  
43276   0   0  
43277   0   0  
43278   0   0  
43279   0   0  
43280   0   0  
43281   0   0  
43282   0   0  
43283   0   0  
43544   0   0  
43545   0   0  
43546   0   0  
43547   0   0  
43548   0   0  
43549   0   0  
43550   0   0  
43551   0   0  
43552   0   0  

[2067 rows x 13 columns]

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对缺失数据进行填充

我们采用'ffill'的填充方法,由于0-24之间为nan且0-24前面无数据，无法实现填充，因此去除这段数据

查看数据，获得完整无缺失值的数据

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data = data.iloc[24:].copy()#由于0-24之间为nan,我们采用'ffill'的填充方法,由于0-24前面无数据，无法实现填充data.fillna(method='ffill', inplace=True)
data.info()

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<class 'pandas.core.frame.DataFrame'>
RangeIndex: 43800 entries, 24 to 43823
Data columns (total 13 columns):
No       43800 non-null int64
year     43800 non-null int64
month    43800 non-null int64
day      43800 non-null int64
hour     43800 non-null int64
pm2.5    43800 non-null float64
DEWP     43800 non-null int64
TEMP     43800 non-null float64
PRES     43800 non-null float64
cbwd     43800 non-null object
Iws      43800 non-null float64
Is       43800 non-null int64
Ir       43800 non-null int64
dtypes: float64(4), int64(8), object(1)
memory usage: 4.3+ MB

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去除索引值，将索引值替换为时间，查看数据

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data.drop('No', axis=1, inplace=True)

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In [ ]

import datetime
data['time'] = data.apply(lambda x: datetime.datetime(year=x['year'],
                                       month=x['month'],
                                       day=x['day'], 
                                       hour=x['hour']), 
                          axis=1)

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In [ ]

data.set_index('time', inplace=True)
data.drop(columns=['year', 'month', 'day', 'hour'], inplace=True)
data.head()

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                     pm2.5  DEWP  TEMP    PRES cbwd   Iws  Is  Ir
time                                                             
2010-01-02 00:00:00  129.0   -16  -4.0  1020.0   SE  1.79   0   0
2010-01-02 01:00:00  148.0   -15  -4.0  1020.0   SE  2.68   0   0
2010-01-02 02:00:00  159.0   -11  -5.0  1021.0   SE  3.57   0   0
2010-01-02 03:00:00  181.0    -7  -5.0  1022.0   SE  5.36   1   0
2010-01-02 04:00:00  138.0    -7  -5.0  1022.0   SE  6.25   2   0

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为了方便理解数据含义，替换表头

In [ ]

data.columns = ['pm2.5', 'dew', 'temp', 'press', 'cbwd', 'iws', 'snow', 'rain']

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查看cbwd项目下的数据，其数据只有四种不同的值，对整体的预测任务影响不大，去除该项目

In [ ]

data.cbwd.unique()

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array(['SE', 'cv', 'NW', 'NE'], dtype=object)

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In [ ]

del data['cbwd']

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In [ ]

data.info()

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<class 'pandas.core.frame.DataFrame'>
DatetimeIndex: 43800 entries, 2010-01-02 00:00:00 to 2014-12-31 23:00:00
Data columns (total 7 columns):
pm2.5    43800 non-null float64
dew      43800 non-null int64
temp     43800 non-null float64
press    43800 non-null float64
iws      43800 non-null float64
snow     43800 non-null int64
rain     43800 non-null int64
dtypes: float64(4), int64(3)
memory usage: 2.7 MB

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绘图查看数据

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data['pm2.5'][-1000:].plot()

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/opt/conda/envs/python35-paddle120-env/lib/python3.7/site-packages/matplotlib/cbook/__init__.py:2349: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated, and in 3.8 it will stop working
  if isinstance(obj, collections.Iterator):
/opt/conda/envs/python35-paddle120-env/lib/python3.7/site-packages/matplotlib/cbook/__init__.py:2366: DeprecationWarning: Using or importing the ABCs from 'collections' instead of from 'collections.abc' is deprecated, and in 3.8 it will stop working
  return list(data) if isinstance(data, collections.MappingView) else data

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<matplotlib.axes._subplots.AxesSubplot at 0x7f4561ec5c10>

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<Figure size 432x288 with 1 Axes>

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In [ ]

data['temp'][-1000:].plot()

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<matplotlib.axes._subplots.AxesSubplot at 0x7f45621db250>

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<Figure size 432x288 with 1 Axes>

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In [ ]

#查看数据data.head(3)

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                     pm2.5  dew  temp   press   iws  snow  rain
time                                                           
2010-01-02 00:00:00  129.0  -16  -4.0  1020.0  1.79     0     0
2010-01-02 01:00:00  148.0  -15  -4.0  1020.0  2.68     0     0
2010-01-02 02:00:00  159.0  -11  -5.0  1021.0  3.57     0     0

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数据标准化，要注意数据标准化应该在训练数据集上，以训练数据的均值和方差作为整个数据的均值和方差

思考：为什么label不需要标准化呢？从标准化的目的的角度来看，标准化是为了使得不同特征的数据规范到一个统一的范围，有利于神经网络的反向传播（假如不进行规范化，神经网络可能会刻意捕捉不同批次数据的变化，而忽视了预测任务本身），label也可以做标准化，但是预测时还得反向推导出需要的结果。

建立时间滑窗，我们使用前5天（每天24小时）来预测后一天（24小时中某个时间点的数据，这里预测第24时）

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sequence_length = 5*24delay = 24# Generated training sequences for use in the model.def create_sequences(values, time_steps=sequence_length+delay):
    output = []    for i in range(len(values) - time_steps):
        output.append(values[i : (i + time_steps)])    return np.stack(output)


data_ = create_sequences(data.values)print("Training input shape: ", data_.shape)

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Training input shape:  (43656, 144, 7)

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划分数据集，80%为训练集，20%为测试集，查看数据集形状,使用前120个小时的数据预测接下来24个小时中某个时刻的pm2.5的值

对数据集进行标准化

In [ ]

split_boundary = int(data_.shape[0] * 0.8)

train = data_[: split_boundary]
test = data_[split_boundary:]

mean = train.mean(axis=0)
std = train.std(axis=0)
train = (train - mean)/std
test = (test - mean)/std

train.shape,test.shape

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((34924, 144, 7), (8732, 144, 7))

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In [ ]

#数据生成器def switch_reader(is_val: bool = False):
    def reader():
        # 判断是否是验证集
        if is_val:            # 抽取数据使用迭代器返回
            for te in test:                yield te[:sequence_length],te[-1:][:,0]        else:            # 抽取数据使用迭代器返回
            for tr in train:                yield tr[:sequence_length],tr[-1:][:,0]#只取第0列pm2.5的值为label
        
    return reader   # 注意！此处不需要带括号# 划分batchbatch_size = 128train_reader = fluid.io.batch(reader=switch_reader(), batch_size=batch_size)
val_reader = fluid.io.batch(reader=switch_reader(is_val=True), batch_size=batch_size)for data in train_reader():    # print(data[0].shape,data[1].shape)
    train_x=np.array([x[0] for x in data],np.float32)
    train_y = np.array([x[1] for x in data]).astype('int64')    print(train_x.shape,train_y.shape)

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建立模型DNN

拿到一个任务，首先从简单的模型试起，这里首先选择最简单的两层神经网络，网络可以自己随意添加层数，可以自己尝试调整各种超参数

In [ ]

#定义DNN网络class MyModel(fluid.dygraph.Layer):
    '''
    DNN网络
    '''
    def __init__(self):
        super(MyModel,self).__init__()
        self.fc1=fluid.dygraph.Linear(5*24*7,32,act='relu')
        self.fc2=fluid.dygraph.Linear(32,1)        
    def forward(self,input):        # forward 定义执行实际运行时网络的执行逻辑
        '''前向计算'''
        # print('input',input.shape)
        input =fluid.layers.reshape(input,shape=[-1,5*24*7])
        out=self.fc1(input)
        out=self.fc2(out)        # print(out.shape)
        return out

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定义绘图函数

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Batch=0Batchs=[]
all_train_loss=[]def draw_train_loss(Batchs, train_loss,eval_loss):
    title="training-eval loss"
    plt.title(title, fontsize=24)
    plt.xlabel("batch", fontsize=14)
    plt.ylabel("loss", fontsize=14)
    plt.plot(Batchs, train_loss, color='red', label='training loss')
    plt.plot(Batchs, eval_loss, color='g', label='eval loss')
    plt.legend()
    plt.grid()
    plt.show()

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启动训练

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# place = fluid.CUDAPlace(0) #非develop版本请勿使用GPU版本place = fluid.CPUPlace() 
with fluid.dygraph.guard(place):
    model=MyModel() #模型实例化
    model.train() #训练模式
    # opt=fluid.optimizer.SGDOptimizer(learning_rate=train_parameters['learning_strategy']['lr'], parameter_list=model.parameters())#优化器选用SGD随机梯度下降，学习率为0.001.
    opt=fluid.optimizer.AdamOptimizer(learning_rate=0.0001, parameter_list=model.parameters()) 
    epochs_num=100#迭代次数
    batch_size = 128*16
    train_reader = fluid.io.batch(reader=switch_reader(), batch_size=batch_size)
    val_reader = fluid.io.batch(reader=switch_reader(is_val=True), batch_size=batch_size)
    Batch=0
    Batchs=[]
    all_train_loss=[]
    all_eval_loss=[]    for pass_num in range(epochs_num):        for batch_id, data in enumerate(train_reader()): 
            data_x=np.array([x[0] for x in data],np.float32)
            data_y = np.array([x[1] for x in data]).astype('float32')
            data_x = fluid.dygraph.to_variable(data_x)
            data_y = fluid.dygraph.to_variable(data_y)        
            # print(data_x.shape, data_y.shape)

            predict=model(data_x)            # print(predict.shape)
            loss=fluid.layers.mse_loss(predict,data_y)
            avg_loss=fluid.layers.mean(loss)#获取loss值
            avg_loss.backward()       
            opt.minimize(avg_loss)    #优化器对象的minimize方法对参数进行更新 
            model.clear_gradients()   #model.clear_gradients()来重置梯度
            if batch_id!=0 and batch_id%10==0:
                Batch = Batch+10 
                Batchs.append(Batch)
                all_train_loss.append(avg_loss.numpy()[0])
                evalavg_loss=[]                for eval_data in val_reader():
                    eval_data_x = np.array([x[0] for x in eval_data],np.float32)
                    eval_data_y = np.array([x[1] for x in eval_data]).astype('float32')

                    eval_data_x = fluid.dygraph.to_variable(eval_data_x)
                    eval_data_y = fluid.dygraph.to_variable(eval_data_y)

                    eval_predict=model(eval_data_x)
                    eval_loss=fluid.layers.mse_loss(eval_predict,eval_data_y)
                    eval_loss=fluid.layers.mean(eval_loss)
                    evalavg_loss.append(eval_loss.numpy()[0])#获取loss值
                all_eval_loss.append(sum(evalavg_loss)/len(evalavg_loss))        print("epoch:{},batch_id:{},train_loss:{},eval_loss:{}".format(pass_num,batch_id,avg_loss.numpy(),sum(evalavg_loss)/len(evalavg_loss)))     

    fluid.save_dygraph(model.state_dict(),'MyModel')#保存模型
    fluid.save_dygraph(opt.state_dict(),'MyModel')#保存模型
    print("Final loss: {}".format(avg_loss.numpy()))    
#让我们绘制训练图和验证损失图，以了解训练的进行情况。     draw_train_loss(Batchs,all_train_loss,all_eval_loss)

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epoch:0,batch_id:17,train_loss:[2.0205],eval_loss:1.4090836882591247
epoch:1,batch_id:17,train_loss:[0.95689076],eval_loss:1.3361332535743713
epoch:2,batch_id:17,train_loss:[0.7040673],eval_loss:1.2218480825424194
epoch:3,batch_id:17,train_loss:[0.55722934],eval_loss:1.1956807255744935
epoch:4,batch_id:17,train_loss:[0.44944313],eval_loss:1.1633899331092834
epoch:5,batch_id:17,train_loss:[0.37596697],eval_loss:1.1420036435127259
epoch:6,batch_id:17,train_loss:[0.31873935],eval_loss:1.1268895626068116
epoch:7,batch_id:17,train_loss:[0.27411735],eval_loss:1.1125162959098815
epoch:8,batch_id:17,train_loss:[0.2403403],eval_loss:1.1013256669044496
epoch:9,batch_id:17,train_loss:[0.21393616],eval_loss:1.0918826699256896
epoch:10,batch_id:17,train_loss:[0.19293499],eval_loss:1.0833844304084779
epoch:11,batch_id:17,train_loss:[0.17653875],eval_loss:1.076257163286209
epoch:12,batch_id:17,train_loss:[0.16238903],eval_loss:1.0695580899715424
epoch:13,batch_id:17,train_loss:[0.15100743],eval_loss:1.0639597535133363
epoch:14,batch_id:17,train_loss:[0.14186515],eval_loss:1.0592819035053254
epoch:15,batch_id:17,train_loss:[0.13479522],eval_loss:1.055191159248352
epoch:16,batch_id:17,train_loss:[0.1290898],eval_loss:1.051255214214325
epoch:17,batch_id:17,train_loss:[0.12424426],eval_loss:1.047574871778488
epoch:18,batch_id:17,train_loss:[0.11999645],eval_loss:1.0441474676132203
epoch:19,batch_id:17,train_loss:[0.11639561],eval_loss:1.0410736680030823
epoch:20,batch_id:17,train_loss:[0.11316744],eval_loss:1.038214284181595
epoch:21,batch_id:17,train_loss:[0.11018123],eval_loss:1.0353180170059204
epoch:22,batch_id:17,train_loss:[0.10779685],eval_loss:1.032786226272583
epoch:23,batch_id:17,train_loss:[0.10557291],eval_loss:1.0302606165409087
epoch:24,batch_id:17,train_loss:[0.1037445],eval_loss:1.0279349327087401
epoch:25,batch_id:17,train_loss:[0.10192361],eval_loss:1.025689673423767
epoch:26,batch_id:17,train_loss:[0.10021695],eval_loss:1.023529589176178
epoch:27,batch_id:17,train_loss:[0.0984721],eval_loss:1.0216342866420747
epoch:28,batch_id:17,train_loss:[0.09707484],eval_loss:1.019782018661499
epoch:29,batch_id:17,train_loss:[0.0957087],eval_loss:1.0179351627826692
epoch:30,batch_id:17,train_loss:[0.09425645],eval_loss:1.0161666870117188
epoch:31,batch_id:17,train_loss:[0.09265903],eval_loss:1.0144980549812317
epoch:32,batch_id:17,train_loss:[0.09125529],eval_loss:1.0129337430000305
epoch:33,batch_id:17,train_loss:[0.08980759],eval_loss:1.0113472878932952
epoch:34,batch_id:17,train_loss:[0.08829899],eval_loss:1.0098000168800354
epoch:35,batch_id:17,train_loss:[0.08709818],eval_loss:1.0085288822650909
epoch:36,batch_id:17,train_loss:[0.08586626],eval_loss:1.0073016047477723
epoch:37,batch_id:17,train_loss:[0.08476242],eval_loss:1.0060584604740144
epoch:38,batch_id:17,train_loss:[0.08362537],eval_loss:1.0050600707530974
epoch:39,batch_id:17,train_loss:[0.08273471],eval_loss:1.0040717482566834
epoch:40,batch_id:17,train_loss:[0.08195919],eval_loss:1.0030322968959808
epoch:41,batch_id:17,train_loss:[0.0810699],eval_loss:1.0020980298519135
epoch:42,batch_id:17,train_loss:[0.07989511],eval_loss:1.0009490311145783
epoch:43,batch_id:17,train_loss:[0.07878471],eval_loss:0.9999779641628266
epoch:44,batch_id:17,train_loss:[0.07754707],eval_loss:0.9990507960319519
epoch:45,batch_id:17,train_loss:[0.07625636],eval_loss:0.997998195886612
epoch:46,batch_id:17,train_loss:[0.07513986],eval_loss:0.9971686065196991
epoch:47,batch_id:17,train_loss:[0.07390005],eval_loss:0.9962048828601837
epoch:48,batch_id:17,train_loss:[0.07286156],eval_loss:0.9953225016593933
epoch:49,batch_id:17,train_loss:[0.07175022],eval_loss:0.9946246147155762
epoch:50,batch_id:17,train_loss:[0.07077469],eval_loss:0.993957793712616
epoch:51,batch_id:17,train_loss:[0.06977923],eval_loss:0.993251645565033
epoch:52,batch_id:17,train_loss:[0.06907593],eval_loss:0.992446219921112
epoch:53,batch_id:17,train_loss:[0.06824756],eval_loss:0.991847711801529
epoch:54,batch_id:17,train_loss:[0.06763344],eval_loss:0.9912112653255463
epoch:55,batch_id:17,train_loss:[0.06695005],eval_loss:0.9905830025672913
epoch:56,batch_id:17,train_loss:[0.06627547],eval_loss:0.9900696039199829
epoch:57,batch_id:17,train_loss:[0.06573104],eval_loss:0.9896724104881287
epoch:58,batch_id:17,train_loss:[0.06506079],eval_loss:0.9892310202121735
epoch:59,batch_id:17,train_loss:[0.06436179],eval_loss:0.9887569844722748
epoch:60,batch_id:17,train_loss:[0.06374478],eval_loss:0.9883864879608154
epoch:61,batch_id:17,train_loss:[0.06303963],eval_loss:0.9881407439708709
epoch:62,batch_id:17,train_loss:[0.06245909],eval_loss:0.9878709852695465
epoch:63,batch_id:17,train_loss:[0.06174919],eval_loss:0.9875110030174256
epoch:64,batch_id:17,train_loss:[0.06118464],eval_loss:0.987206107378006
epoch:65,batch_id:17,train_loss:[0.06051154],eval_loss:0.9869666278362275
epoch:66,batch_id:17,train_loss:[0.05986768],eval_loss:0.9865923523902893
epoch:67,batch_id:17,train_loss:[0.05928758],eval_loss:0.9863128185272216
epoch:68,batch_id:17,train_loss:[0.05866254],eval_loss:0.9859303057193756
epoch:69,batch_id:17,train_loss:[0.05802014],eval_loss:0.9856755137443542
epoch:70,batch_id:17,train_loss:[0.0575587],eval_loss:0.9854108214378356
epoch:71,batch_id:17,train_loss:[0.05704111],eval_loss:0.985070925951004
epoch:72,batch_id:17,train_loss:[0.05671573],eval_loss:0.9848090887069703
epoch:73,batch_id:17,train_loss:[0.05617322],eval_loss:0.9845478892326355
epoch:74,batch_id:17,train_loss:[0.05566153],eval_loss:0.9842156410217285
epoch:75,batch_id:17,train_loss:[0.05529902],eval_loss:0.9840305268764495
epoch:76,batch_id:17,train_loss:[0.05462031],eval_loss:0.9837329030036926
epoch:77,batch_id:17,train_loss:[0.05434851],eval_loss:0.9835087835788727
epoch:78,batch_id:17,train_loss:[0.05377433],eval_loss:0.9832845091819763
epoch:79,batch_id:17,train_loss:[0.05343863],eval_loss:0.9830455482006073
epoch:80,batch_id:17,train_loss:[0.05288152],eval_loss:0.982842218875885
epoch:81,batch_id:17,train_loss:[0.05258711],eval_loss:0.982667338848114
epoch:82,batch_id:17,train_loss:[0.05217287],eval_loss:0.9824033558368683
epoch:83,batch_id:17,train_loss:[0.05160918],eval_loss:0.9821954727172851
epoch:84,batch_id:17,train_loss:[0.05129151],eval_loss:0.9820389568805694
epoch:85,batch_id:17,train_loss:[0.05077891],eval_loss:0.9820009410381317
epoch:86,batch_id:17,train_loss:[0.05045455],eval_loss:0.9819312691688538
epoch:87,batch_id:17,train_loss:[0.04997],eval_loss:0.9818430423736573
epoch:88,batch_id:17,train_loss:[0.04965632],eval_loss:0.9816549181938171
epoch:89,batch_id:17,train_loss:[0.04909806],eval_loss:0.9816236138343811
epoch:90,batch_id:17,train_loss:[0.04883103],eval_loss:0.9815687894821167
epoch:91,batch_id:17,train_loss:[0.04832352],eval_loss:0.9815601170063019
epoch:92,batch_id:17,train_loss:[0.04800665],eval_loss:0.9814506828784942
epoch:93,batch_id:17,train_loss:[0.04761852],eval_loss:0.9812910079956054
epoch:94,batch_id:17,train_loss:[0.04736731],eval_loss:0.9812990665435791
epoch:95,batch_id:17,train_loss:[0.04682],eval_loss:0.9812341630458832
epoch:96,batch_id:17,train_loss:[0.04646796],eval_loss:0.9810558021068573
epoch:97,batch_id:17,train_loss:[0.04601882],eval_loss:0.9810874044895173
epoch:98,batch_id:17,train_loss:[0.04565503],eval_loss:0.9811647534370422
epoch:99,batch_id:17,train_loss:[0.04528417],eval_loss:0.9811281561851501
Final loss: [0.04528417]

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<Figure size 432x288 with 1 Axes>

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使用LSTM进行预测

长短期记忆网络飞桨API：

paddle.nn.LSTM(input_size, hidden_size, num_layers=1, direction='forward', dropout=0.0, time_major=False, weight_ih_attr=None, weight_hh_attr=None, bias_ih_attr=None, bias_hh_attr=None, name=None)

该OP是长短期记忆网络（LSTM），根据输出序列和给定的初始状态计算返回输出序列和最终状态。在该网络中的每一层对应输入的step，每个step根据当前时刻输入 xt 和上一时刻状态 ht−1,ct−1 计算当前时刻输出 yt 并更新状态 ht,ct 。

状态更新公式如下：
基于PaddlePaddle2.0.0rc使用LSTM进行北京空气污染序列预测 - php中文网

输入 :

inputs (Tensor) - 网络输入。如果time_major为True，则Tensor的形状为[time_steps,batch_size,input_size]，如果time_major为False，则Tensor的形状为[batch_size,time_steps,input_size]。
initial_states (tuple，可选) - 网络的初始状态，一个包含h和c的元组，形状为[num_lauers * num_directions, batch_size, hidden_size]。如果没有给出则会以全零初始化。
sequence_length (Tensor，可选) - 指定输入序列的长度，形状为[batch_size]，数据类型为int64或int32。在输入序列中所有time step不小于sequence_length的元素都会被当作填充元素处理（状态不再更新）。

序列猴子开放平台
具有长序列、多模态、单模型、大数据等特点的超大规模语言模型

0

查看详情

输出:

outputs (Tensor) - 输出，由前向和后向cell的输出拼接得到。如果time_major为True，则Tensor的形状为[time_steps,batch_size,num_directions * hidden_size]，如果time_major为False，则Tensor的形状为[batch_size,time_steps,num_directions * hidden_size]，当direction设置为bidirectional时，num_directions等于2，否则等于1。
final_states (tuple) - 最终状态,一个包含h和c的元组。形状为[num_lauers * num_directions, batch_size, hidden_size],当direction设置为bidirectional时，num_directions等于2，否则等于1。

In [ ]

#定义LSTM网络import paddle.fluid as fluidclass MyLSTMModel(fluid.dygraph.Layer):
    '''
    DNN网络
    '''
    def __init__(self):
        super(MyLSTMModel,self).__init__()
        self.rnn = paddle.nn.LSTM(7, 14, 2)
        self.flatten = paddle.nn.Flatten()
        self.fc1=fluid.dygraph.Linear(120*14,120)
        self.fc2=fluid.dygraph.Linear(120,1)        
    def forward(self,input):        # forward 定义执行实际运行时网络的执行逻辑
        '''前向计算'''
        # print('input',input.shape)
        out, (h, c)=self.rnn(input)
        out =self.flatten(out)
        out=self.fc1(out)
        out=self.fc2(out)        return out

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启动训练

lstm网络在cpu上会超级慢，想要使用GPU，可以安装paddlepaddle develop版本
为了加快训练速度，使用了128*32大小的batch,这样一来训练数据少于10batch，所以设置为每1个batch评估一次

In [ ]

Batch=0Batchs=[]
all_train_loss=[]def draw_train_loss(Batchs, train_loss,eval_loss):
    title="training-eval loss"
    plt.title(title, fontsize=24)
    plt.xlabel("batch", fontsize=14)
    plt.ylabel("loss", fontsize=14)
    plt.plot(Batchs, train_loss, color='red', label='training loss')
    plt.plot(Batchs, eval_loss, color='g', label='eval loss')
    plt.legend()
    plt.grid()
    plt.show()

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In [ ]

import paddle# place = fluid.CUDAPlace(0) #非develop版本请勿使用GPU版本place = fluid.CPUPlace()with fluid.dygraph.guard(place):
    model=MyLSTMModel() #模型实例化
    # model=MyModel()
    model.train() #训练模式
    # opt=fluid.optimizer.SGDOptimizer(learning_rate=0.001, parameter_list=model.parameters())#优化器选用SGD随机梯度下降，学习率为0.001.
    opt=fluid.optimizer.AdamOptimizer(learning_rate=0.01, parameter_list=model.parameters()) 
    epochs_num=100#迭代次数
    batch_size = 128*32
    train_reader = fluid.io.batch(reader=switch_reader(), batch_size=batch_size)
    val_reader = fluid.io.batch(reader=switch_reader(is_val=True), batch_size=batch_size)
    Batch=0
    Batchs=[]
    all_train_loss=[]
    all_eval_loss=[]    for pass_num in range(epochs_num):        for batch_id, data in enumerate(train_reader()): 
            data_x=np.array([x[0] for x in data],np.float32)
            data_y = np.array([x[1] for x in data]).astype('float32')
            data_x = fluid.dygraph.to_variable(data_x)
            data_y = fluid.dygraph.to_variable(data_y)        
            # print(data_x.shape, data_y.shape)

            predict=model(data_x)            # print(predict.shape)
            loss=fluid.layers.mse_loss(predict,data_y)
            avg_loss=fluid.layers.mean(loss)#获取loss值
            avg_loss.backward()       
            opt.minimize(avg_loss)    #优化器对象的minimize方法对参数进行更新 
            model.clear_gradients()   #model.clear_gradients()来重置梯度
            if batch_id!=0 and batch_id%1==0:
                Batch = Batch+1 
                Batchs.append(Batch)
                all_train_loss.append(avg_loss.numpy()[0])
                evalavg_loss=[]                for eval_data in val_reader():
                    eval_data_x = np.array([x[0] for x in eval_data],np.float32)
                    eval_data_y = np.array([x[1] for x in eval_data]).astype('float32')

                    eval_data_x = fluid.dygraph.to_variable(eval_data_x)
                    eval_data_y = fluid.dygraph.to_variable(eval_data_y)

                    eval_predict=model(eval_data_x)
                    eval_loss=fluid.layers.mse_loss(eval_predict,eval_data_y)
                    eval_loss=fluid.layers.mean(eval_loss)
                    evalavg_loss.append(eval_loss.numpy()[0])#获取loss值
                all_eval_loss.append(sum(evalavg_loss)/len(evalavg_loss))        print("epoch:{},batch_id:{},train_loss:{},eval_loss:{}".format(pass_num,batch_id,avg_loss.numpy(),sum(evalavg_loss)/len(evalavg_loss)))     

    fluid.save_dygraph(model.state_dict(),'MyLSTMModel')#保存模型
    fluid.save_dygraph(opt.state_dict(),'MyLSTMModel')#保存模型
    print("Final loss: {}".format(avg_loss.numpy()))    
#让我们绘制训练图和验证损失图，以了解训练的进行情况。     draw_train_loss(Batchs,all_train_loss,all_eval_loss)

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epoch:0,batch_id:8,train_loss:[41.62476],eval_loss:13.937688509623209
epoch:1,batch_id:8,train_loss:[4.161157],eval_loss:2.6484082142512
epoch:2,batch_id:8,train_loss:[2.1240506],eval_loss:1.698279857635498
epoch:3,batch_id:8,train_loss:[1.1397613],eval_loss:1.2127376794815063
epoch:4,batch_id:8,train_loss:[1.1065184],eval_loss:1.201335072517395
epoch:5,batch_id:8,train_loss:[1.1207557],eval_loss:1.1899906992912292
epoch:6,batch_id:8,train_loss:[1.126892],eval_loss:1.1028050978978474
epoch:7,batch_id:8,train_loss:[1.1262866],eval_loss:1.0896229942639668
epoch:8,batch_id:8,train_loss:[1.1331279],eval_loss:1.1011923948923747
epoch:9,batch_id:8,train_loss:[1.1255071],eval_loss:1.101571758588155
epoch:10,batch_id:8,train_loss:[1.1172327],eval_loss:1.0972675879796345
epoch:11,batch_id:8,train_loss:[1.1123648],eval_loss:1.0952287912368774
epoch:12,batch_id:8,train_loss:[1.1086842],eval_loss:1.0921181639035542
epoch:13,batch_id:8,train_loss:[1.1045169],eval_loss:1.086412250995636
epoch:14,batch_id:8,train_loss:[1.1000217],eval_loss:1.0816428860028584
epoch:15,batch_id:8,train_loss:[1.0957059],eval_loss:1.0777405301729839
epoch:16,batch_id:8,train_loss:[1.091319],eval_loss:1.073056121667226
epoch:17,batch_id:8,train_loss:[1.0871797],eval_loss:1.0684852600097656
epoch:18,batch_id:8,train_loss:[1.0834234],eval_loss:1.0644978284835815
epoch:19,batch_id:8,train_loss:[1.0798335],eval_loss:1.0606069564819336
epoch:20,batch_id:8,train_loss:[1.0764899],eval_loss:1.056948721408844
epoch:21,batch_id:8,train_loss:[1.0734138],eval_loss:1.05355566740036
epoch:22,batch_id:8,train_loss:[1.0705017],eval_loss:1.0503225127855937
epoch:23,batch_id:8,train_loss:[1.0677806],eval_loss:1.0473219752311707
epoch:24,batch_id:8,train_loss:[1.0652552],eval_loss:1.0444998741149902
epoch:25,batch_id:8,train_loss:[1.0628968],eval_loss:1.0418291091918945
epoch:26,batch_id:8,train_loss:[1.0606785],eval_loss:1.0393112301826477
epoch:27,batch_id:8,train_loss:[1.058571],eval_loss:1.0369138320287068
epoch:28,batch_id:8,train_loss:[1.0565668],eval_loss:1.0346330006917317
epoch:29,batch_id:8,train_loss:[1.0546503],eval_loss:1.03245347738266
epoch:30,batch_id:8,train_loss:[1.0528067],eval_loss:1.0303666790326436
epoch:31,batch_id:8,train_loss:[1.0510274],eval_loss:1.0283629894256592
epoch:32,batch_id:8,train_loss:[1.0493041],eval_loss:1.026433030764262
epoch:33,batch_id:8,train_loss:[1.0476311],eval_loss:1.0245701869328816
epoch:34,batch_id:8,train_loss:[1.0460036],eval_loss:1.0227669874827068
epoch:35,batch_id:8,train_loss:[1.0444185],eval_loss:1.0210176308949788
epoch:36,batch_id:8,train_loss:[1.0428716],eval_loss:1.0193172097206116
epoch:37,batch_id:8,train_loss:[1.041361],eval_loss:1.0176609953244526
epoch:38,batch_id:8,train_loss:[1.039884],eval_loss:1.016045093536377
epoch:39,batch_id:8,train_loss:[1.0384375],eval_loss:1.0144659479459126
epoch:40,batch_id:8,train_loss:[1.0370196],eval_loss:1.0129202802975972
epoch:41,batch_id:8,train_loss:[1.0356268],eval_loss:1.0114047129948933
epoch:42,batch_id:8,train_loss:[1.0342562],eval_loss:1.0099159677823384
epoch:43,batch_id:8,train_loss:[1.0329046],eval_loss:1.0084505478541057
epoch:44,batch_id:8,train_loss:[1.0315686],eval_loss:1.0070040822029114
epoch:45,batch_id:8,train_loss:[1.030245],eval_loss:1.005572259426117
epoch:46,batch_id:8,train_loss:[1.02893],eval_loss:1.0041507482528687
epoch:47,batch_id:8,train_loss:[1.027621],eval_loss:1.0027351379394531
epoch:48,batch_id:8,train_loss:[1.0263156],eval_loss:1.0013217131296794
epoch:49,batch_id:8,train_loss:[1.0250111],eval_loss:0.9999080300331116
epoch:50,batch_id:8,train_loss:[1.0237058],eval_loss:0.9984927773475647
epoch:51,batch_id:8,train_loss:[1.0223969],eval_loss:0.9970751603444418
epoch:52,batch_id:8,train_loss:[1.0210828],eval_loss:0.9956548611323038
epoch:53,batch_id:8,train_loss:[1.0197608],eval_loss:0.9942313432693481
epoch:54,batch_id:8,train_loss:[1.0184289],eval_loss:0.9928037524223328
epoch:55,batch_id:8,train_loss:[1.0170839],eval_loss:0.9913713534673055
epoch:56,batch_id:8,train_loss:[1.0157228],eval_loss:0.9899326960245768
epoch:57,batch_id:8,train_loss:[1.0143429],eval_loss:0.9884872436523438
epoch:58,batch_id:8,train_loss:[1.0129406],eval_loss:0.987034797668457
epoch:59,batch_id:8,train_loss:[1.0115134],eval_loss:0.9855763912200928
epoch:60,batch_id:8,train_loss:[1.0100583],eval_loss:0.9841130574544271
epoch:61,batch_id:8,train_loss:[1.0085737],eval_loss:0.9826481342315674
epoch:62,batch_id:8,train_loss:[1.0070602],eval_loss:0.9811853369077047
epoch:63,batch_id:8,train_loss:[1.005519],eval_loss:0.9797286987304688
epoch:64,batch_id:8,train_loss:[1.0039535],eval_loss:0.978282650311788
epoch:65,batch_id:8,train_loss:[1.002368],eval_loss:0.9768513441085815
epoch:66,batch_id:8,train_loss:[1.0007681],eval_loss:0.9754383365313212
epoch:67,batch_id:8,train_loss:[0.99915963],eval_loss:0.9740457932154337
epoch:68,batch_id:8,train_loss:[0.9975485],eval_loss:0.9726754426956177
epoch:69,batch_id:8,train_loss:[0.9959406],eval_loss:0.9713284373283386
epoch:70,batch_id:8,train_loss:[0.99434185],eval_loss:0.9700064063072205
epoch:71,batch_id:8,train_loss:[0.9927588],eval_loss:0.9687100450197855
epoch:72,batch_id:8,train_loss:[0.9911981],eval_loss:0.9674400091171265
epoch:73,batch_id:8,train_loss:[0.9896648],eval_loss:0.9661963979403178
epoch:74,batch_id:8,train_loss:[0.9881637],eval_loss:0.9649792909622192
epoch:75,batch_id:8,train_loss:[0.9866975],eval_loss:0.963790496190389
epoch:76,batch_id:8,train_loss:[0.9852681],eval_loss:0.9626333912213644
epoch:77,batch_id:8,train_loss:[0.98387516],eval_loss:0.9615116119384766
epoch:78,batch_id:8,train_loss:[0.98251814],eval_loss:0.9604288736979166
epoch:79,batch_id:8,train_loss:[0.9811964],eval_loss:0.9593873818715414
epoch:80,batch_id:8,train_loss:[0.9799079],eval_loss:0.958388884862264
epoch:81,batch_id:8,train_loss:[0.9786506],eval_loss:0.9574349522590637
epoch:82,batch_id:8,train_loss:[0.9774228],eval_loss:0.9565259019533793
epoch:83,batch_id:8,train_loss:[0.97622156],eval_loss:0.9556620121002197
epoch:84,batch_id:8,train_loss:[0.9750451],eval_loss:0.9548425475756327
epoch:85,batch_id:8,train_loss:[0.9738902],eval_loss:0.954066793123881
epoch:86,batch_id:8,train_loss:[0.9727558],eval_loss:0.9533333977063497
epoch:87,batch_id:8,train_loss:[0.9716397],eval_loss:0.9526411096254984
epoch:88,batch_id:8,train_loss:[0.9705405],eval_loss:0.9519882798194885
epoch:89,batch_id:8,train_loss:[0.96945614],eval_loss:0.9513733386993408
epoch:90,batch_id:8,train_loss:[0.96838456],eval_loss:0.9507946173350016
epoch:91,batch_id:8,train_loss:[0.96732265],eval_loss:0.9502503275871277
epoch:92,batch_id:8,train_loss:[0.9662684],eval_loss:0.9497395157814026
epoch:93,batch_id:8,train_loss:[0.9652197],eval_loss:0.9492613275845846
epoch:94,batch_id:8,train_loss:[0.9641763],eval_loss:0.9488150080045065
epoch:95,batch_id:8,train_loss:[0.9631378],eval_loss:0.948401133219401
epoch:96,batch_id:8,train_loss:[0.96210533],eval_loss:0.9480193853378296
epoch:97,batch_id:8,train_loss:[0.9610793],eval_loss:0.9476695458094279
epoch:98,batch_id:8,train_loss:[0.96005946],eval_loss:0.9473506410916647
epoch:99,batch_id:8,train_loss:[0.9590464],eval_loss:0.9470618565877279
Final loss: [0.9590464]

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<Figure size 432x288 with 1 Axes>

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模型预测

由于没有划分测试集，在此使用验证集进行测试

In [31]

import paddle# place = fluid.CUDAPlace(0) #非develop版本请勿使用GPU版本place = fluid.CPUPlace()with fluid.dygraph.guard(place):
    accs = []    # model_dict, _ = fluid.load_dygraph('MyLSTMModel.pdopt')
    model_dict, _ = fluid.load_dygraph('MyModel.pdopt')
    model = MyModel()    # model=MyLSTMModel()
    model.load_dict(model_dict) #加载模型参数
    val_reader = fluid.io.batch(reader=switch_reader(is_val=True), batch_size=batch_size)
    res=[]    for batch_id, eval_data in enumerate(val_reader()):
        eval_data_x = np.array([x[0] for x in eval_data],np.float32)
        eval_data_y = np.array([x[1] for x in eval_data]).astype('float32')

        eval_data_x = fluid.dygraph.to_variable(eval_data_x)
        eval_data_y = fluid.dygraph.to_variable(eval_data_y)

        eval_predict=model(eval_data_x)
        res.append(eval_predict)
res

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总结

对比上面两个模型，都是采用相对比较简单的模型结构进行测试的\
DNN： LSTM:
光看训练集的loss,会觉得DNN网络比较好，因为它的训练集loss下降到0.04528417，而添加了LSTM的网络loss只达到0.9590464，但我们再对比一下验证集的loss曲线会发现，DNN网络早就已经过拟合了，它的验证集maeloss最终只达到0.98左右，而同样的epoch,添加了LSTM的网络的maeloss与训练集的loss十分接近达到了0.94，甚至比训练集的loss还小一点。说明对于时序数据，LSTM更适合这样的任务。