Created
November 2, 2017 13:19
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This script causes a segfault, sometimes it as to be run twice to cause it. Julia v0.6.1
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using Flux | |
using Flux: back!, truncate!, treelike, train!, mse | |
N = 200 | |
n = 2 | |
function generate_data() | |
A = randn(n,n) | |
A = expm(A - A') | |
A = 0.999A | |
A = [0.999 1; 0 0.8] | |
x0 = randn(n) | |
x = zeros(n,N) | |
x[:,1] = x0 | |
for i = 1:N-1 | |
if false #sum(x[:,i]) < 0 | |
x[:,i+1] = -A*x[:,i] + 0.01randn(n) | |
else | |
x[:,i+1] = A*x[:,i] + 0.01randn(n) | |
end | |
end | |
y = x[:,2:end] | |
x = x[:,1:end-1] | |
x,y,A | |
end | |
function fit_model(m, loss, x, y, cb = () -> ()) | |
dataset = Iterators.repeated((x, y), 2000) | |
function evalcallback() | |
# @show(loss(x, y)) | |
# plot(y', ls = :dash, show=false, layout=n, size=(1500,600)) | |
# plot!(m(x).data', ls = :solid, show=true) | |
end | |
opt = ADAM(params(m), 0.01) | |
train!(loss, dataset, opt, cb = cb) | |
loss(x,y).data[1] | |
end | |
x,y,A = generate_data() | |
# x = param(x) | |
np = 17 | |
m = Chain( | |
Dense(n,np,swish), | |
Dense(np,np,swish), | |
Dense(np,np,swish), | |
Dense(np,n) | |
) | |
loss = (x,y) -> Flux.mse(m(x), y) | |
# dataset = Iterators.repeated((x, y), 2000) | |
using IterTools | |
x = 0*x; y = sign.(y) | |
batch_size = 3 | |
epochs = 5 | |
# dataset = repeated(zip(partition(x,batch_size),partition(y,batch_size)), epochs) | |
dataset = zip(collect(partition(x,batch_size)),collect(partition(y,batch_size))) | |
for xi in dataset | |
@show xi | |
end | |
opt = ADAM(params(m), 0.01) | |
train!(loss, dataset, opt) |
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