我使用tensorflow预测具有不同时间段的财务时间序列。为了划分输入数据,我制作了子样本并用于循环。 但是,我得到了像这样的ValueError;
ValueError:变量rnn / basic_lstm_cell / weights已经存在,不允许。你的意思是在VarScope中设置reuse = True吗?最初定义于:
没有子样本,这段代码效果很好。 以下是我的代码。
import tensorflow as tf
import numpy as np
import matplotlib
import os
import matplotlib.pyplot as plt
class lstm:
def __init__(self, x, y):
# train Parameters
self.seq_length = 50
self.data_dim = x.shape[1]
self.hidden_dim = self.data_dim*2
self.output_dim = 1
self.learning_rate = 0.0001
self.iterations = 5 # originally 500
def model(self,x,y):
# build a dataset
dataX = []
dataY = []
for i in range(0, len(y) - self.seq_length):
_x = x[i:i + self.seq_length]
_y = y[i + self.seq_length]
dataX.append(_x)
dataY.append(_y)
train_size = int(len(dataY) * 0.7977)
test_size = len(dataY) - train_size
trainX, testX = np.array(dataX[0:train_size]), np.array(dataX[train_size:len(dataX)])
trainY, testY = np.array(dataY[0:train_size]), np.array(dataY[train_size:len(dataY)])
print(train_size,test_size)
# input place holders
X = tf.placeholder(tf.float32, [None, self.seq_length, self.data_dim])
Y = tf.placeholder(tf.float32, [None, 1])
# build a LSTM network
cell = tf.contrib.rnn.BasicLSTMCell(num_units=self.hidden_dim,state_is_tuple=True, activation=tf.tanh)
outputs, _states = tf.nn.dynamic_rnn(cell, X, dtype=tf.float32)
self.Y_pred = tf.contrib.layers.fully_connected(outputs[:, -1], self.output_dim, activation_fn=None)
# We use the last cell's output
# cost/loss
loss = tf.reduce_sum(tf.square(self.Y_pred - Y)) # sum of the squares
# optimizer
optimizer = tf.train.AdamOptimizer(self.learning_rate)
train = optimizer.minimize(loss)
# RMSE
targets = tf.placeholder(tf.float32, [None, 1])
predictions = tf.placeholder(tf.float32, [None, 1])
rmse = tf.sqrt(tf.reduce_mean(tf.square(targets - predictions)))
# training
with tf.Session() as sess:
init = tf.global_variables_initializer()
sess.run(init)
# Training step
for i in range(self.iterations):
_, step_loss = sess.run([train, loss], feed_dict={X: trainX, Y: trainY})
# prediction
train_predict = sess.run(self.Y_pred, feed_dict={X: trainX})
test_predict = sess.run(self.Y_pred, feed_dict={X: testX})
return train_predict, test_predict
# variables definition
tsx = []
tsy = []
tsr = []
trp = []
tep = []
x = np.loadtxt('data.csv', delimiter=',') # data for analysis
y = x[:,[-1]]
z = np.loadtxt('rb.csv', delimiter=',') # data for time series
z1 = z[:,0] # start cell
z2 = z[:,1] # end cell
for i in range(1): # need to change to len(z)
globals()['x_%s' % i] = x[int(z1[i]):int(z2[i]),:] # definition of x
tsx.append(globals()["x_%s" % i])
globals()['y_%s' % i] = y[int(z1[i])+1:int(z2[i])+1,:] # definition of y
tsy.append(globals()["y_%s" % i])
globals()['a_%s' % i] = lstm(tsx[i],tsy[i]) # definition of class
globals()['trp_%s' % i],globals()['tep_%s' % i] = globals()["a_%s" % i].model(tsx[i],tsy[i])
trp.append(globals()["trp_%s" % i])
tep.append(globals()["tep_%s" % i])
答案 0 :(得分:6)
每次调用model
方法时,您都在构建LSTM的计算图。第二次调用model
方法时,tensorflow发现您已经创建了具有相同名称的变量。如果创建变量的范围的reuse
标志设置为False
,则会引发ValueError
。
要解决此问题,您必须通过在循环结束时调用True
将重用标记设置为tf.get_variable_scope().reuse_variables()
。
请注意,您不能在循环开始时添加它,因为那时您正在尝试重用尚未创建的变量。
您可以在tensorflow文档here
中找到更多信息答案 1 :(得分:2)
您可以在"模型中定义一些变量"功能。 当你想打电话给#34; model"功能多次:
with tf.variable_scope("model_fn") as scope:
train_predict, test_predict = model(input1)
with tf.variable_scope(scope, reuse=True):
train_predict, test_predict = model(input2)