I'm trying to make a LSTM model. The data is coming from a csv file that contains values for multiple stocks.
I can't use all the rows as they appear in the file to make sequences because each sequence is only relevant in the context of its own stock, so I need to select the rows for each stock and make the sequences based on that.
I have something like this:
for stock in stocks:
stock_df = df.loc[(df['symbol'] == stock)].copy()
target = stock_df.pop('price')
x = np.array(stock_df.values)
y = np.array(target.values)
sequence = TimeseriesGenerator(x, y, length = 4, sampling_rate = 1, batch_size = 1)
That works fine, but then I want to merge each of those sequences into a bigger one that I will use for training and that contains the data for all the stocks.
It is not possible to use append or merge because the function return a generator object, not a numpy array.
EDIT: New answer:
So what I've ended up doing is to do all the preprocessing manually and save an .npy file for each stock containing the preprocessed sequences, then using a manually created generator I make batches like this:
class seq_generator():
def __init__(self, list_of_filepaths):
self.usedDict = dict()
for path in list_of_filepaths:
self.usedDict[path] = []
def generate(self):
while True:
path = np.random.choice(list(self.usedDict.keys()))
stock_array = np.load(path)
random_sequence = np.random.randint(stock_array.shape[0])
if random_sequence not in self.usedDict[path]:
self.usedDict[path].append(random_sequence)
yield stock_array[random_sequence, :, :]
train_generator = seq_generator(list_of_filepaths)
train_dataset = tf.data.Dataset.from_generator(seq_generator.generate(),
output_types=(tf.float32, tf.float32),
output_shapes=(n_timesteps, n_features))
train_dataset = train_dataset.batch(batch_size)
Where list_of_filepaths is simply a list of paths to preprocessed .npy data.
This will:
Load a random stock's preprocessed .npy data
Pick a sequence at random
Check if the index of the sequence has already been used in usedDict
If not:
Append the index of that sequence to usedDict to keep track as to not feed the same data twice to the model
Yield the sequence
This means that the generator will feed a single unique sequence from a random stock at each "call", enabling me to use the .from_generator() and .batch() methods from Tensorflows Dataset type.
Original answer:
I think the answer from #TF_Support is slightly missing the point. If I understand your question It's not as if you want to train one model pr. stock, you want one model trained on the entire dataset.
If you have enough memory you could manually create the sequences and hold the entire dataset in memory. The issue I'm facing is similar, I simply can't hold everything in memory: Creating a TimeseriesGenerator with multiple inputs.
Instead I'm exploring the possibility of preprocessing all data for each stock seperately, saving as .npy files and then using a generator to load a random sample of those .npy files to batch data to the model, I'm not entirely sure how to approach this yet though.
For the scenario, you want to merge each of those sequences into a bigger one that contains the data for all the stocks and will be used for training.
You can append the created TimeSeriesGenerators into a Python List.
stock_timegenerators = []
for stock in stocks:
stock_df = stock.copy()
features = stock_df.pop('symbol')
target = stock_df.pop('price')
x = np.array(stock_df.values)
y = np.array(target.values)
# sequence = TimeseriesGenerator(x, y, length = 4, sampling_rate = 1, batch_size = 1)
stock_timegenerators.append(TimeseriesGenerator(x, y, length = 4, sampling_rate = 1, batch_size = 1))
The output of this will be an appended TimeSeriesGenerator that you can use by iterating the list or reference by index.
[<tensorflow.python.keras.preprocessing.sequence.TimeseriesGenerator at 0x7eff62c699b0>,
<tensorflow.python.keras.preprocessing.sequence.TimeseriesGenerator at 0x7eff62c6eba8>,
<tensorflow.python.keras.preprocessing.sequence.TimeseriesGenerator at 0x7eff62c782e8>]
Also having Multiple Keras Timeseries means that you're training Multiple LSTM Models for each stock.
You can also use this approach in dealing with multiple models efficiently.
lstm_models = []
for time_series_gen in stock_timegenerators:
# lstm_models.append(create_model()) : You could create everything using functions
# Or in the loop like this.
model = Sequential()
model.add(LSTM(32, input_shape = (n_input, n_features)))
model.add(Dense(1))
model.compile(loss ='mse', optimizer = 'adam')
model.fit(time_series_gen, steps_per_epoch= 1, epochs = 5)
lstm_models.append(model)
This would output a list of models appended and easily referenced using the index.
[<tensorflow.python.keras.engine.sequential.Sequential at 0x7eff62c7b748>,
<tensorflow.python.keras.engine.sequential.Sequential at 0x7eff6100e160>,
<tensorflow.python.keras.engine.sequential.Sequential at 0x7eff63dc94a8>]
This way you can create Multiple LSTM Models that have different Time Series Generators for different stocks.
Hope this helps you.
Related
First of all, I would like to say that this is my first question in stackOverflow, so I hope that the question as a whole respects the rules. I realize that the question is a bit long, but I would like to provide as much background and detail as possible .
I am currently developing a real-time image binary classification system based on Tensorflow 2.8.0 and I am quite new at it. Here are some of the peculiarities of the data that I have for the mentioned project:
Too big to fit in memory: I have more than 200 GB of data. Keep in mind that I have labeled only a small portion of it, but I want to write code that could manage the whole dataset in the future.
Some files are not directly compatible with Tensorflow: I have .FITS and .FIT files that cannot be opened directly with Tensorflow. Due to this issue, I use a library called Astropy to open these files.
The classes are very unbalanced.
After reading the official documentation and tutorials, I thought that, in order to load, preprocess and feed data to my CNN, the best option was to build an input pipeline using the tf.data.Dataset class due to the ease of opening FITS files. My general procedure follows this idea:
Get a list of file paths and split it into train, val and test partitions if desired.
Create a tf.data.Dataset with the from_tensor_slices() method
Shuffle the data (before the heavier reading and image processing operations)
Read and process every path with map()
Batch and prefetch
Here are some code fragments in case they help to understand my goal:
(...)
import config as cfg # Custom .py file
import tensorflow as tf
# x_train, x_val and x_test are previously split file paths lists
train_ds = tf.data.Dataset.from_tensor_slices([str(p) for p in x_train])
val_ds = tf.data.Dataset.from_tensor_slices([str(p) for p in x_val])
test_ds = tf.data.Dataset.from_tensor_slices([str(p) for p in x_test])
train_ds = configure_tf_ds(train_ds)
val_ds = configure_tf_ds(val_ds)
test_ds = configure_tf_ds(test_ds)
def configure_tf_ds(self, tf_ds, buf_size):
# reshuffle_each_iteration=True ensures that data is shuffled each time it is iterated
tf_ds = tf_ds.shuffle(buffer_size=cfg.SHUFFLE_BUF_SIZE, seed=cfg.seed, reshuffle_each_iteration=True)
tf_ds = tf_ds.map(lambda x: tf.py_function(self.process_path, [x], [self.img_dtpye, self.label_dtype]))
tf_ds = tf_ds.batch(self.batch_size)
tf_ds = tf_ds.prefetch(buffer_size=tf.data.AUTOTUNE)
return tf_ds
def process_path(self, file_path):
# Labels are extracted from the file path, not relevant for my problem
label = get_label(file_path)
path = bytes.decode(file_path.numpy()).lower()
img = None
# Open and process images depending on their file paths' extension: FITS, FIT, JPG
if "fit" in path:
img = tf.py_function(func=self.decode_fits, inp=[file_path], Tout=self.img_dtpye)
else:
img = tf.py_function(func=self.decode_img, inp=[file_path], Tout=self.img_dtpye)
return img, label
model.fit(train_ds, epochs=50, validation_data=val_ds)
# Then, I would like to obtain predictions, plot results, and so on but knowing which file paths I am working with
(...)
Following the previous idea, I have successfully created and tested different types of pipelines for different types of partitions of my dataset: unlabeled (remember that only a portion of the data is labeled), labeled and weighted labeled (I wanted to see if my models improve by specifying class weights when training).
However, in order to monitor results and make proper adjustments to my model, I would like to retrieve the usual predictions, real labels and images next to the file paths preserving the ability to shuffle the data after every epoch.
I have managed to solve my question if I do not shuffle data with .shuffle(reshuffle_each_iteration=True), but models' performance is supposed to increase if data is shuffled after each epoch, according to several sources.
I have read different posts in stackOverflow related to my question. I will list those posts next to the problems that I have found for my particular use case:
Solution 1: My dataset cannot be fed to the model as X, y because it is a tf.data.Dataset
Solution 2: I want to obtain the image and the label too.
Solution 3: This works, but it would not respect the expected tf.data.Dataset format in the future .fit() call as stated here:
A tf.data dataset. Should return a tuple of either (inputs, targets)
or (inputs, targets, sample_weights)
I have also tried to keep a separate tf.data.Dataset with only the file paths but if I call the shuffle method with the reshuffle_each_iteration=True option in both tf.data.Dataset instances, the order of their elements does not match even if I set the same seed.
In short, is it possible to achieve what I want? If so, how should I proceed?
Thank you very much in advance.
Preprocess your data into three TFRecord files, one each for training, testing, and validation. Then you can shuffle and never cross records between the sets. This also speeds up data loading and can be done once and reused many times while playing with hyperparameters.
Here is an example of how you can preprocess and split your data. Your actual dataset data will have a different structure, this example has "encdata", a 2048-wide vector of vggface2 face encoding data. This assumes you have a single directory of data, with subdirectories named for a class and containing all the files for that class.
import tensorflow as tf
import numpy as np
import pickle
import sys
import os
# 80% to training, 10% to testing, 10% to validation
validation_portion = 1
testing_portion = 1
training_portion = 8
file_cycle_total = validation_portion + testing_portion + training_portion
# Where to store the TFRecord files
training_tfrecord_path = '/var/tmp/xtraining_tfrecords.tfr'
testing_tfrecord_path = '/var/tmp/xtesting_tfrecords.tfr'
validation_tfrecord_path = '/var/tmp/xvalidation_tfrecords.tfr'
# Where we keep the encodings
FACELIB_DIR='/aimiassd/Datasets/LabeledAstroFaces'
# Get list of all classes from all facelib dirs
classNames = sorted([x for x in os.listdir(FACELIB_DIR) if os.path.isdir(os.path.join(FACELIB_DIR,x)) and not x.startswith('.')])
classStrToInt = dict([(x,i) for i,x in enumerate(classNames)])
print('Found %d different classNames for labels\n' % len(classNames))
# Create our record writers
train_file_writer = tf.io.TFRecordWriter(training_tfrecord_path)
test_file_writer = tf.io.TFRecordWriter(testing_tfrecord_path)
val_file_writer = tf.io.TFRecordWriter(validation_tfrecord_path)
# Create a dataset of filenames of every enc2048 file in the facelibraries
cnt_records_written = [0,0,0]
for CN in classNames:
class_int = classStrToInt[CN]
# Get a list of all the encoding files
encfiles = sorted(filter((lambda x: x.endswith('.enc2048')), os.listdir(os.path.join(FACELIB_DIR, CN))))
# For each encoding file, read the encoding data and write it to the various tfrecords
for i, F in enumerate(encfiles):
file_path = os.path.join(FACELIB_DIR,CN,F)
with open(file_path,'rb') as fin:
encdata,_ = pickle.loads(fin.read()) # encodings, source_image_name
# Turn encdata into a tf.train.Example and serialize it for writing
record_bytes = tf.train.Example(features=tf.train.Features(feature={
"x": tf.train.Feature(float_list=tf.train.FloatList(value=encdata)),
"y": tf.train.Feature(int64_list=tf.train.Int64List(value=[class_int])),
})).SerializeToString()
# Write it out with the appropriate record writer
remainder = i % file_cycle_total
if remainder < validation_portion:
val_file_writer.write(record_bytes)
cnt_records_written[2] += 1
elif remainder < validation_portion + testing_portion:
test_file_writer.write(record_bytes)
cnt_records_written[1] += 1
else:
train_file_writer.write(record_bytes)
cnt_records_written[0] += 1
print('Writing records done.')
print('Wrote %d training, %d testing, %d validation records' %
(cnt_records_written[0], cnt_records_written[1], cnt_records_written[2]) )
train_file_writer.close()
test_file_writer.close()
val_file_writer.close()
print('Reading data back out...')
# Function to turn a serialized TFRecord back into a tf.train.Example
def decode_fn(record_bytes):
return tf.io.parse_single_example(
# Data
record_bytes,
# Schema
{"x": tf.io.FixedLenFeature([2048], dtype=tf.float32),
"y": tf.io.FixedLenFeature([], dtype=tf.int64)}
)
# Read and deserialize the datasets
train_ds = tf.data.TFRecordDataset([training_tfrecord_path]).map(decode_fn)
test_ds = tf.data.TFRecordDataset([ testing_tfrecord_path]).map(decode_fn)
validation_ds = tf.data.TFRecordDataset([validation_tfrecord_path]).map(decode_fn)
# Use a dataset
count = 0
for batch in tf.data.TFRecordDataset([training_tfrecord_path]).map(decode_fn):
print(batch)
count +=1
if count > 4:
sys.exit(0)
print('Done.')
Note how as the data is being process into TFRecords, it is alternately being written into the three datasets. Verify and Testing entries are written first, to ensure classes with very small amounts of samples still get something into the verify and testing datasets. This is controlled by the variables at the top, validation_portion, testing_portion, and training_portion, adjust per your preferences.
Finally, at the end, the TFRecords are re-read and used to build three new tf.data.Dataset, which can be fed to model.fit() and friends. The example code just prints four records to show the data is of the correct, original shape.
I have looked into other issues on this problem but could not find the exact answer, so trying from scratch:
The problem
I have multiple .npy files (X_train files) each an array of shape (n, 99, 2) - only the first dimension differs, while the remaining two are the same. Based on the name of the .npy file I can also get corresponding labels (y_train files).
Every such couple of files can be loaded into memory easily (so do multiple files), but not all of them at once.
I built a generator that goes through the file list and aggregates a given number of files for the training batch:
def tf_data_generator(filelist, directory = [], batch_size = 5):
i = 0
x_t = os.listdir(directory[0])
y_t = os.listdir(directory[1])
while True:
file_chunk = filelist[i*batch_size:(i+1)*batch_size]
X_a = []
Y_a = []
for fname in file_chunk:
x_info = np.load(path_x_tr+fname)
y_info = np.load(path_y_tr+fname)
X_a.append(x_info)
Y_a.append(y_info)
X_a = np.concatenate(X_a)
Y_a = np.concatenate(Y_a)
yield X_a, Y_a
i = i + 1
In practice (on CPU) it works fine, however it crashes if I am trying to use a GPU on CUDA, giving Failed to call ThenRnnForward with model config: error (see: link )
So I am trying to find another approach and use tf.data API for data generation. However, I am stuck:
def parse_file(name):
x = np.load('./data/x_train_m/'+name)
y = np.load('./data/y_train_m/'+name)
train_dataset = tf.data.Dataset.from_tensor_slices((test1, test2))
return train_dataset
train_dataset = parse_file('example1.npy')
train_dataset = train_dataset.shuffle(100).batch(64)
model = wtte_rnn()
model.summary()
K.set_value(model.optimizer.lr, 0.01)
model.fit(train_dataset,
epochs=10)
This works well, however, I could not find a way to:
mix multiple files (up to a certain number, let's say five)
traverse through the whole list of files
I have read up on flat_map and interleave, however, I haven't been able to go any further and any attempt at using those was unsuccessful. How can I make a similar generator as in the upper portion of the code, ,but using tf.data API?
You can try concatenating them, like this:
train_dataset = parse_file('example1.npy') # initialize train dataset
for file in files[1:]: # concatenate with the remaining files
train_dataset = train_dataset.concatenate(parse_file(file))
I'm trying to train an LSTM model on daily fundamental and price data from ~4000 stocks, due to memory limits I cannot hold everything in memory after converting to sequences for the model.
This leads me to using a generator instead like the TimeseriesGenerator from Keras / Tensorflow. Problem is that if I try using the generator on all of my data stacked it would create sequences of mixed stocks, see the example below with a sequence of 5, here Sequence 3 would include the last 4 observations of "stock 1" and the first observation of "stock 2"
Instead what I would want is similar to this:
Slightly similar question: Merge or append multiple Keras TimeseriesGenerator objects into one
I explored the option of combining the generators like this SO suggests: How do I combine two keras generator functions, however this is not idea in the case of ~4000 generators.
I hope my question makes sense.
So what I've ended up doing is to do all the preprocessing manually and save an .npy file for each stock containing the preprocessed sequences, then using a manually created generator I make batches like this:
class seq_generator():
def __init__(self, list_of_filepaths):
self.usedDict = dict()
for path in list_of_filepaths:
self.usedDict[path] = []
def generate(self):
while True:
path = np.random.choice(list(self.usedDict.keys()))
stock_array = np.load(path)
random_sequence = np.random.randint(stock_array.shape[0])
if random_sequence not in self.usedDict[path]:
self.usedDict[path].append(random_sequence)
yield stock_array[random_sequence, :, :]
train_generator = seq_generator(list_of_filepaths)
train_dataset = tf.data.Dataset.from_generator(seq_generator.generate(),
output_types=(tf.float32, tf.float32),
output_shapes=(n_timesteps, n_features))
train_dataset = train_dataset.batch(batch_size)
Where list_of_filepaths is simply a list of paths to preprocessed .npy data.
This will:
Load a random stock's preprocessed .npy data
Pick a sequence at random
Check if the index of the sequence has already been used in usedDict
If not:
Append the index of that sequence to usedDict to keep track as to not feed the same data twice to the model
Yield the sequence
This means that the generator will feed a single unique sequence from a random stock at each "call", enabling me to use the .from_generator() and .batch() methods from Tensorflows Dataset type.
I am trying to make a classifier to learn if a movie review was positive or negative from its contents. I have using a couple of files that are relevant, a file of the total vocabulary(one word per line) across every document, two CSVs(one for the training set, one for the testing) containing the score each document got in a specific order, and two CSVs(same as above) where on one line it is the the index of each word that appears in that review looking at the vocab as a list. So for every a review like "I liked this movie" have something like a score line of 1(0: dislike, 1 like) and a word line of [2,13,64,33]. I use the DNNClassifier and currently am using 1 feature which is an embedding column wrapped around a categorical_column_with_identity. My code runs but it takes absolutely terrible results and I'm not sure why. Perhaps someone with more knowledge about tensor flow could help me out. Also I don't go on here much but I honestly tried and couldn't find a post that directly helps me.
import tensorflow as tf
import pandas as pd
import numpy as np
import os
embedding_d = 18
label_name = ['Label']
col_name = ["Words"]
hidden_unit = [10]*5
BATCH = 50
STEP = 5000
#Ignore some warning messages but an optional compiler
os.environ['TF_CPP_MIN_LOG_LEVEL'] = '2'
##Function to feed into training
def train_input_fn(features, labels, batch_size):
# Convert the inputs to a Dataset.
dataset = tf.data.Dataset.from_tensor_slices((dict(features), labels))
# Shuffle, repeat, and batch the examples.
dataset = dataset.shuffle(1000).repeat().batch(batch_size)
# Return the dataset.
return dataset
##Orignal Eval. Untouched so far. Mostly likely will need to be changed.
def eval_input_fn(features, labels, batch_size):
"""An input function for evaluation or prediction"""
features=dict(features)
if labels is None:
# No labels, use only features.
inputs = features
else:
inputs = (features, labels)
# Convert the inputs to a Dataset.
dataset = tf.data.Dataset.from_tensor_slices(inputs)
# Batch the examples
assert batch_size is not None, "batch_size must not be None"
dataset = dataset.batch(batch_size)
# Return the dataset.
return dataset
## Produces dataframe for labels and features(words) using pandas
def loadData():
train_label =pd.read_csv("aclImdb/train/yaynay.csv",names=label_name)
test_label =pd.read_csv("aclImdb/test/yaynay.csv",names=label_name)
train_feat = pd.read_csv("aclImdb/train/set.csv", names = col_name)
test_feat = pd.read_csv("aclImdb/test/set.csv", names = col_name)
train_feat[col_name] =train_feat[col_name].astype(np.int64)
test_feat[col_name] =test_feat[col_name].astype(np.int64)
return (train_feat,train_label),(test_feat,test_label)
## Stuff that I believe is somewhat working
# Get labels for test and training data
(train_x,train_y), (test_x,test_y) = loadData()
## Get the features for each document
train_feature = []
#Currently only one key but this could change in the future
for key in train_x.keys():
#Create a categorical_column column
idCol = tf.feature_column.categorical_column_with_identity(
key= key,
num_buckets=89528)
embedding_column = tf.feature_column.embedding_column(
categorical_column= idCol,
dimension=embedding_d)
train_feature.append(embedding_column)
##Create the neural network
classifier = tf.estimator.DNNClassifier(
feature_columns=train_feature,
# Species no. of layers and no. of neurons in each layer
hidden_units=hidden_unit,
# Number of output options(here there are 11 for scores 0-10 inclusive)
n_classes= 2)
# Train the Model
#First numerical value is batch size, second is total steps to take.
classifier.train(input_fn= lambda: train_input_fn(train_x, train_y, BATCH),steps=STEP)
#Evaluate the model
eval_result = classifier.evaluate(
input_fn=lambda:eval_input_fn(test_x, test_y,
BATCH), steps = STEP)
print('\nTest set accuracy: {accuracy:0.3f}\n'.format(**eval_result))
I have a huge training CSV file (709M) and a large testing CSV file (125M) that I want to send into a DNNClassifier in the context of using the high-level Tensorflow API.
It appears that the input_fn param accepted by fit and evaluate must hold all feature and label data in memory, but I currently would like to run this on my local machine, and thus expect it to run out of memory rather quickly if I read these files into memory and then process them.
I skimmed the doc on streamed-reading of data, but the sample code for reading CSVs appears to be for the low-level Tensorflow API.
And - if you'll forgive a bit of whining - it seems overly-complex for the trivial use case of sending well-prepared files of training and test data into an Estimator ... although, perhaps that level of complexity is actually required for training and testing large volumes of data in Tensorflow?
In any case, I'd really appreciate an example of using that approach with the high-level API, if it's even possible, which I'm beginning to doubt.
After poking around, I did manage to find DNNClassifier#partial_fit, and will attempt to use it for training.
Examples of how to use this method would save me some time, though hopefully I'll stumble into the correct usage in the next few hours.
However, there doesn't seem to be a corresponding DNNClassifier#partial_evaluate ... though I suspect that I could break-up the testing data into smaller pieces and run DNNClassifier#evaluate successively on each batch, which might actually be a great way to do it since I could segment the testing data into cohorts, and thereby obtain per-cohort accuracy.
==== Update ====
Short version:
DomJack's recommendation should be the accepted answer.
However, my Mac's 16GB of RAM enough for it to hold the entire 709Mb training data set in memory without crashing. So, while I will use the DataSets feature when I eventually deploy the app, I'm not using it yet for local dev work.
Longer version:
I started by using the partial_fit API as described above, but upon every use it emitted a warning.
So, I went to look at the source for the method here, and discovered that its complete implementation looks like this:
logging.warning('The current implementation of partial_fit is not optimized'
' for use in a loop. Consider using fit() instead.')
return self.fit(x=x, y=y, input_fn=input_fn, steps=steps,
batch_size=batch_size, monitors=monitors)
... which reminds me of this scene from Hitchhiker's Guide:
Arthur Dent: What happens if I press this button?
Ford Prefect: I wouldn't-
Arthur Dent: Oh.
Ford Prefect: What happened?
Arthur Dent: A sign lit up, saying 'Please do not press this button again'.
Which is to say: partial_fit seems to exist for the sole purpose of telling you not to use it.
Furthermore, the model generated by using partial_fit iteratively on training file chunks was much smaller than the one generated by using fit on the whole training file, which strongly suggests that only the last partial_fit training chunk actually "took".
Check out the tf.data.Dataset API. There are a number of ways to create a dataset. I'll outline four - but you'll only have to implement one.
I assume each row of your csv files is n_features float values followed by a single int value.
Creating a tf.data.Dataset
Wrap a python generator with Dataset.from_generator
The easiest way to get started is to wrap a native python generator. This can have performance issues, but may be fine for your purposes.
def read_csv(filename):
with open(filename, 'r') as f:
for line in f.readlines():
record = line.rstrip().split(',')
features = [float(n) for n in record[:-1]]
label = int(record[-1])
yield features, label
def get_dataset():
filename = 'my_train_dataset.csv'
generator = lambda: read_csv(filename)
return tf.data.Dataset.from_generator(
generator, (tf.float32, tf.int32), ((n_features,), ()))
This approach is highly versatile and allows you to test your generator function (read_csv) independently of TensorFlow.
Use Tensorflow Datasets API
Supporting tensorflow versions 1.12+, tensorflow datasets is my new favourite way of creating datasets. It automatically serializes your data, collects statistics and makes other meta-data available to you via info and builder objects. It can also handle automatic downloading and extracting making collaboration simple.
import tensorflow_datasets as tfds
class MyCsvDatasetBuilder(tfds.core.GeneratorBasedBuilder):
VERSION = tfds.core.Version("0.0.1")
def _info(self):
return tfds.core.DatasetInfo(
builder=self,
description=(
"My dataset"),
features=tfds.features.FeaturesDict({
"features": tfds.features.Tensor(
shape=(FEATURE_SIZE,), dtype=tf.float32),
"label": tfds.features.ClassLabel(
names=CLASS_NAMES),
"index": tfds.features.Tensor(shape=(), dtype=tf.float32)
}),
supervised_keys=("features", "label"),
)
def _split_generators(self, dl_manager):
paths = dict(
train='/path/to/train.csv',
test='/path/to/test.csv',
)
# better yet, if the csv files were originally downloaded, use
# urls = dict(train=train_url, test=test_url)
# paths = dl_manager.download(urls)
return [
tfds.core.SplitGenerator(
name=tfds.Split.TRAIN,
num_shards=10,
gen_kwargs=dict(path=paths['train'])),
tfds.core.SplitGenerator(
name=tfds.Split.TEST,
num_shards=2,
gen_kwargs=dict(cvs_path=paths['test']))
]
def _generate_examples(self, csv_path):
with open(csv_path, 'r') as f:
for i, line in enumerate(f.readlines()):
record = line.rstrip().split(',')
features = [float(n) for n in record[:-1]]
label = int(record[-1])
yield dict(features=features, label=label, index=i)
Usage:
builder = MyCsvDatasetBuilder()
builder.download_and_prepare() # will only take time to run first time
# as_supervised makes output (features, label) - good for model.fit
datasets = builder.as_dataset(as_supervised=True)
train_ds = datasets['train']
test_ds = datasets['test']
Wrap an index-based python function
One of the downsides of the above is shuffling the resulting dataset with a shuffle buffer of size n requires n examples to be loaded. This will either create periodic pauses in your pipeline (large n) or result in potentially poor shuffling (small n).
def get_record(i):
# load the ith record using standard python, return numpy arrays
return features, labels
def get_inputs(batch_size, is_training):
def tf_map_fn(index):
features, labels = tf.py_func(
get_record, (index,), (tf.float32, tf.int32), stateful=False)
features.set_shape((n_features,))
labels.set_shape(())
# do data augmentation here
return features, labels
epoch_size = get_epoch_size()
dataset = tf.data.Dataset.from_tensor_slices((tf.range(epoch_size,))
if is_training:
dataset = dataset.repeat().shuffle(epoch_size)
dataset = dataset.map(tf_map_fn, (tf.float32, tf.int32), num_parallel_calls=8)
dataset = dataset.batch(batch_size)
# prefetch data to CPU while GPU processes previous batch
dataset = dataset.prefetch(1)
# Also possible
# dataset = dataset.apply(
# tf.contrib.data.prefetch_to_device('/gpu:0'))
features, labels = dataset.make_one_shot_iterator().get_next()
return features, labels
In short, we create a dataset just of the record indices (or any small record ID which we can load entirely into memory). We then do shuffling/repeating operations on this minimal dataset, then map the index to the actual data via tf.data.Dataset.map and tf.py_func. See the Using with Estimators and Testing in isolation sections below for usage. Note this requires your data to be accessible by row, so you may need to convert from csv to some other format.
TextLineDataset
You can also read the csv file directly using a tf.data.TextLineDataset.
def get_record_defaults():
zf = tf.zeros(shape=(1,), dtype=tf.float32)
zi = tf.ones(shape=(1,), dtype=tf.int32)
return [zf]*n_features + [zi]
def parse_row(tf_string):
data = tf.decode_csv(
tf.expand_dims(tf_string, axis=0), get_record_defaults())
features = data[:-1]
features = tf.stack(features, axis=-1)
label = data[-1]
features = tf.squeeze(features, axis=0)
label = tf.squeeze(label, axis=0)
return features, label
def get_dataset():
dataset = tf.data.TextLineDataset(['data.csv'])
return dataset.map(parse_row, num_parallel_calls=8)
The parse_row function is a little convoluted since tf.decode_csv expects a batch. You can make it slightly simpler if you batch the dataset before parsing.
def parse_batch(tf_string):
data = tf.decode_csv(tf_string, get_record_defaults())
features = data[:-1]
labels = data[-1]
features = tf.stack(features, axis=-1)
return features, labels
def get_batched_dataset(batch_size):
dataset = tf.data.TextLineDataset(['data.csv'])
dataset = dataset.batch(batch_size)
dataset = dataset.map(parse_batch)
return dataset
TFRecordDataset
Alternatively you can convert the csv files to TFRecord files and use a TFRecordDataset. There's a thorough tutorial here.
Step 1: Convert the csv data to TFRecords data. Example code below (see read_csv from from_generator example above).
with tf.python_io.TFRecordWriter("my_train_dataset.tfrecords") as writer:
for features, labels in read_csv('my_train_dataset.csv'):
example = tf.train.Example()
example.features.feature[
"features"].float_list.value.extend(features)
example.features.feature[
"label"].int64_list.value.append(label)
writer.write(example.SerializeToString())
This only needs to be run once.
Step 2: Write a dataset that decodes these record files.
def parse_function(example_proto):
features = {
'features': tf.FixedLenFeature((n_features,), tf.float32),
'label': tf.FixedLenFeature((), tf.int64)
}
parsed_features = tf.parse_single_example(example_proto, features)
return parsed_features['features'], parsed_features['label']
def get_dataset():
dataset = tf.data.TFRecordDataset(['data.tfrecords'])
dataset = dataset.map(parse_function)
return dataset
Using the dataset with estimators
def get_inputs(batch_size, shuffle_size):
dataset = get_dataset() # one of the above implementations
dataset = dataset.shuffle(shuffle_size)
dataset = dataset.repeat() # repeat indefinitely
dataset = dataset.batch(batch_size)
# prefetch data to CPU while GPU processes previous batch
dataset = dataset.prefetch(1)
# Also possible
# dataset = dataset.apply(
# tf.contrib.data.prefetch_to_device('/gpu:0'))
features, label = dataset.make_one_shot_iterator().get_next()
estimator.train(lambda: get_inputs(32, 1000), max_steps=1e7)
Testing the dataset in isolation
I'd strongly encourage you to test your dataset independently of your estimator. Using the above get_inputs, it should be as simple as
batch_size = 4
shuffle_size = 100
features, labels = get_inputs(batch_size, shuffle_size)
with tf.Session() as sess:
f_data, l_data = sess.run([features, labels])
print(f_data, l_data) # or some better visualization function
Performance
Assuming your using a GPU to run your network, unless each row of your csv file is enormous and your network is tiny you probably won't notice a difference in performance. This is because the Estimator implementation forces data loading/preprocessing to be performed on the CPU, and prefetch means the next batch can be prepared on the CPU as the current batch is training on the GPU. The only exception to this is if you have a massive shuffle size on a dataset with a large amount of data per record, which will take some time to load in a number of examples initially before running anything through the GPU.
I agree with DomJack about using the Dataset API, except the need to read the whole csv file and then convert to TfRecord. I am hereby proposing to emply TextLineDataset - a sub-class of the Dataset API to directly load data into a TensorFlow program. An intuitive tutorial can be found here.
The code below is used for the MNIST classification problem for illustration and hopefully, answer the question of the OP. The csv file has 784 columns, and the number of classes is 10. The classifier I used in this example is a 1-hidden-layer neural network with 16 relu units.
Firstly, load libraries and define some constants:
# load libraries
import tensorflow as tf
import os
# some constants
n_x = 784
n_h = 16
n_y = 10
# path to the folder containing the train and test csv files
# You only need to change PATH, rest is platform independent
PATH = os.getcwd() + '/'
# create a list of feature names
feature_names = ['pixel' + str(i) for i in range(n_x)]
Secondly, we create an input function reading a file using the Dataset API, then provide the results to the Estimator API. The return value must be a two-element tuple organized as follows: the first element must be a dict in which each input feature is a key, and then a list of values for the training batch, and the second element is a list of labels for the training batch.
def my_input_fn(file_path, batch_size=32, buffer_size=256,\
perform_shuffle=False, repeat_count=1):
'''
Args:
- file_path: the path of the input file
- perform_shuffle: whether the data is shuffled or not
- repeat_count: The number of times to iterate over the records in the dataset.
For example, if we specify 1, then each record is read once.
If we specify None, iteration will continue forever.
Output is two-element tuple organized as follows:
- The first element must be a dict in which each input feature is a key,
and then a list of values for the training batch.
- The second element is a list of labels for the training batch.
'''
def decode_csv(line):
record_defaults = [[0.]]*n_x # n_x features
record_defaults.insert(0, [0]) # the first element is the label (int)
parsed_line = tf.decode_csv(records=line,\
record_defaults=record_defaults)
label = parsed_line[0] # First element is the label
del parsed_line[0] # Delete first element
features = parsed_line # Everything but first elements are the features
d = dict(zip(feature_names, features)), label
return d
dataset = (tf.data.TextLineDataset(file_path) # Read text file
.skip(1) # Skip header row
.map(decode_csv)) # Transform each elem by applying decode_csv fn
if perform_shuffle:
# Randomizes input using a window of 256 elements (read into memory)
dataset = dataset.shuffle(buffer_size=buffer_size)
dataset = dataset.repeat(repeat_count) # Repeats dataset this # times
dataset = dataset.batch(batch_size) # Batch size to use
iterator = dataset.make_one_shot_iterator()
batch_features, batch_labels = iterator.get_next()
return batch_features, batch_labels
Then, the mini-batch can be computed as
next_batch = my_input_fn(file_path=PATH+'train1.csv',\
batch_size=batch_size,\
perform_shuffle=True) # return 512 random elements
Next, we define the feature columns are numeric
feature_columns = [tf.feature_column.numeric_column(k) for k in feature_names]
Thirdly, we create an estimator DNNClassifier:
classifier = tf.estimator.DNNClassifier(
feature_columns=feature_columns, # The input features to our model
hidden_units=[n_h], # One layer
n_classes=n_y,
model_dir=None)
Finally, the DNN is trained using the test csv file, while the evaluation is performed on the test file. Please change the repeat_count and steps to ensure that the training meets the required number of epochs in your code.
# train the DNN
classifier.train(
input_fn=lambda: my_input_fn(file_path=PATH+'train1.csv',\
perform_shuffle=True,\
repeat_count=1),\
steps=None)
# evaluate using the test csv file
evaluate_result = classifier.evaluate(
input_fn=lambda: my_input_fn(file_path=PATH+'test1.csv',\
perform_shuffle=False))
print("Evaluation results")
for key in evaluate_result:
print(" {}, was: {}".format(key, evaluate_result[key]))