我试图使用张量流中的递归神经网络来预测股市数据。数据文件中有5个功能和> 5000行。标签是调整后的收盘价。
在为我的输入文件编辑sentdex's rnn code之后:
import tensorflow as tf
import numpy as np
from preprocess import create_feature_sets_and_labels
from tensorflow.python.ops import rnn, rnn_cell
train_x,train_y,test_x,test_y = create_feature_sets_and_labels()
hm_epochs = 10
n_classes = 1
batch_size = 128
chunk_size = 5
n_chunks = 1
rnn_size = 128
x = tf.placeholder('float', [None, n_chunks, chunk_size])
y = tf.placeholder('float')
def recurrent_neural_network(x):
layer = {'weights':tf.Variable(tf.random_normal([rnn_size, n_classes])),
'biases':tf.Variable(tf.random_normal([n_classes]))}
x = tf.transpose(x, [1,0,2])
x = tf.reshape(x, [-1, chunk_size])
x = tf.split(0, n_chunks, x)
lstm_cell = rnn_cell.BasicLSTMCell(rnn_size)
outputs, states = rnn.rnn(lstm_cell, x, dtype = tf.float32)
output = tf.add(tf.matmul(outputs[-1], layer['weights']), layer['biases'])
return output
def train_neural_network(x):
prediction = recurrent_neural_network(x)
cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(prediction, y))
optimizer = tf.train.AdamOptimizer().minimize(cost)
with tf.Session() as sess:
sess.run(tf.initialize_all_variables())
for epoch in range(hm_epochs):
epoch_loss = 0
i = 0
while i < len(train_x):
start = i
end = i+batch_size
batch_x = np.array(train_x[start:end])
batch_y = np.array(train_y[start:end])
batch_x = batch_x.reshape((batch_size, n_chunks, chunk_size))
_, c = sess.run([optimizer, cost], feed_dict={x: batch_x,
y: batch_y})
epoch_loss += c
print('Epoch', epoch, 'completed out of', hm_epochs, 'loss:', epoch_loss)
correct = tf.equal(tf.argmax(prediction, 1), tf.argmax(y, 1))
accuracy = tf.reduce_mean(tf.cast(correct, 'float'))
print('Accuracy:', accuracy.eval({x: test_x, y: test_y}))
train_neural_network(x)
回溯显示:
Traceback (most recent call last):
File "rnn.py", line 70, in <module>
train_neural_network(x)
File "rnn.py", line 60, in train_neural_network
y: batch_y})
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/client/session.py", line 717, in run
run_metadata_ptr)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/client/session.py", line 915, in _run
feed_dict_string, options, run_metadata)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/client/session.py", line 965, in _do_run
target_list, options, run_metadata)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/client/session.py", line 985, in _do_call
raise type(e)(node_def, op, message)
tensorflow.python.framework.errors.InvalidArgumentError: logits and labels must be same size: logits_size=[128,1] labels_size=[1,128]
[[Node: SoftmaxCrossEntropyWithLogits = SoftmaxCrossEntropyWithLogits[T=DT_FLOAT, _device="/job:localhost/replica:0/task:0/cpu:0"](Reshape_1, Reshape_2)]]
Caused by op u'SoftmaxCrossEntropyWithLogits', defined at:
File "rnn.py", line 70, in <module>
train_neural_network(x)
File "rnn.py", line 42, in train_neural_network
cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(prediction, y))
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/ops/nn_ops.py", line 676, in softmax_cross_entropy_with_logits
precise_logits, labels, name=name)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/ops/gen_nn_ops.py", line 1744, in _softmax_cross_entropy_with_logits
features=features, labels=labels, name=name)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/framework/op_def_library.py", line 749, in apply_op
op_def=op_def)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/framework/ops.py", line 2380, in create_op
original_op=self._default_original_op, op_def=op_def)
File "/usr/local/lib/python2.7/dist-packages/tensorflow/python/framework/ops.py", line 1298, in __init__
self._traceback = _extract_stack()
InvalidArgumentError (see above for traceback): logits and labels must be same size: logits_size=[128,1] labels_size=[1,128]
[[Node: SoftmaxCrossEntropyWithLogits = SoftmaxCrossEntropyWithLogits[T=DT_FLOAT, _device="/job:localhost/replica:0/task:0/cpu:0"](Reshape_1, Reshape_2)]]
我不知道logit大小或标签尺寸应该是什么因此无法绕过这个错误。请帮忙!!
错误在这一行:
cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(prediction, y))
这里有两个问题:
y
重塑为[128]
来修复:
cost = tf.reduce_mean(tf.nn.softmax_cross_entropy_with_logits(
logits=prediction, labels=tf.reshape(y, [batch_size])))
def recurrent_neural_network(x):
的最后一行
output = tf.transpose(tf.add(tf.matmul(outputs[-1], layer['weights']), layer['biases'])))