Created
February 2, 2016 13:16
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import numpy as np | |
import matplotlib.pyplot as plt | |
from keras.models import Sequential | |
from keras.layers.core import Dense, Activation | |
from keras.optimizers import SGD | |
from sklearn.metrics import mean_squared_error | |
tau=2*np.pi | |
# Generating data | |
## Generate X by uniformly sampling the interval [0,tau) 500 times | |
## Generate targets Y by 3 * sin(x) + 1 + e for error e | |
## error e defined by e ~ N(0,0.5) (drawn from normal with mean 0, std deviation 0.5 | |
np.random.seed(29) | |
N = 500 | |
X = np.random.random((N,1))*tau | |
Y = np.sin(X)*3+1+np.random.normal(0,0.5,(N,1)) | |
xm = tau | |
XX = np.divide(X,xm) | |
ym = max(np.absolute(Y)) | |
YY = np.divide(Y,ym) | |
fig = plt.plot(np.linspace(0,tau), 3*np.sin(np.linspace(0,tau))+1, 'r') | |
fig = plt.plot(X, Y, 'b.') | |
lims = plt.axis([0,tau,-6,6]) | |
#plt.show() | |
# Splitting Data | |
I = np.arange(N) | |
np.random.shuffle(I) | |
n = 400 | |
## Training sets | |
xtr = XX[I][:n] | |
ttr = YY[I][:n] | |
## Testing sets | |
xte = XX[I][n:] | |
tte = YY[I][n:] | |
# Multilayer Perceptron | |
model = Sequential() # Feedforward | |
model.add(Dense(3, input_dim=1)) | |
model.add(Activation('tanh')) | |
model.add(Dense(3)) | |
model.add(Activation('tanh')) | |
model.add(Dense(3)) | |
model.add(Activation('tanh')) | |
model.add(Dense(3)) | |
model.add(Activation('tanh')) | |
model.add(Dense(3)) | |
model.add(Activation('tanh')) | |
model.add(Dense(3)) | |
model.add(Activation('tanh')) | |
model.add(Dense(1)) | |
model.compile('sgd', 'mse') | |
hist = model.fit(xtr, ttr, validation_split=0.1, nb_epoch=5000) | |
pred = model.predict(xte) | |
xxte = xm*np.array(xte) | |
ppred = ym*np.array(pred) | |
plt.plot(xxte, ppred, 'yo') | |
plt.show() | |
print("error:",mean_squared_error(tte, pred)) |
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