TrustMiner2/lstm_reg.py

import numpy
import matplotlib.pyplot as plt
import pandas
import math
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from keras.layers import Activation
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error

numpy.random.seed(7)

# convert an array of values into a dataset matrix
def create_dataset(dataset, look_back=1):
	dataX, dataY = [], []
	for i in range(len(dataset)-look_back-1):
		a = dataset[i:(i+look_back-6)]
		dataX.append(a)
		dataY.append(dataset[i + look_back])
	return numpy.array(dataX), numpy.array(dataY)

def predict(src2month):

    pkg_num = len(src2month)
    training_num = len(src2month['linux'])-12

    look_back = 24
    # create the LSTM network
    model = Sequential()
    model.add(LSTM(128, input_dim=look_back-6, activation ='relu', dropout_W =0.6, dropout_U =0.6))
    model.add(Dense(12, init='uniform', activation='relu'))
    model.add(Dense(8, init='uniform', activation='relu'))
    model.add(Dense(1, init='uniform', activation='sigmoid'))
#    model.add(LSTM(4, input_dim=look_back-6, dropout_W = 0.2, dropout_U = 0.1))
#    model.add(Dense(1))
    model.compile(loss='mean_squared_error', optimizer='adam')
    

    flag = True
###################################################################################################    
    for pkg_name in ['icedove', 'linux', 'mysql', 'xulrunner', 'wireshark', 'wordpress', 'iceape', 'xen', 'asterisk', 'tomcat7', 'phpmyadmin', 'asterisk', 'mariadb-10.0', 'libxml2', 'apache2', 'cups', 'samba', 'freetype', 'tiff', 'clamav', 'bind9', 'squid', 'openssl', 'moodle', 'cacti', 'krb5', 'ffmpeg', 'mantis', 'xpdf', 'imagemagick', 'typo3-src', 'firefox', 'chromium-browser']:
 
#    for pkg_name in ['chromium-browser']:
        pkg_num = len(src2month)
        training_num = len(src2month['linux'])-12
        dataset = src2month[pkg_name]
        dataset = pandas.rolling_mean(dataset, window=12)
        dataset = dataset[12:]

        # normalize the dataset
        scaler = MinMaxScaler(feature_range=(0, 1))
        dataset = scaler.fit_transform(dataset)

        train_size = int(len(dataset) * 0.80)
        test_size = len(dataset) - train_size
        train, test = dataset[0:train_size], dataset[train_size:len(dataset)]
        print(len(train), len(test))

        # reshape into X=t and Y=t+1
        trainX, trainY = create_dataset(train, look_back)
        testX, testY = create_dataset(test, look_back)

        # concatenate on big training and test arrays
        if flag:
            trainX_long = trainX
            trainY_long = trainY
            testX_long = testX
            testY_long = testY
        else:
            trainX_long = numpy.concatenate((trainX_long, trainX), axis = 0)
            trainY_long = numpy.concatenate((trainY_long, trainY), axis = 0)
            testX_long = numpy.concatenate((testX_long, testX), axis = 0)
            testY_long = numpy.concatenate((testY_long, testY), axis = 0)
        
        flag = False

    # reshape input to be [samples, time steps, features]
    
    trainX = numpy.reshape(trainX, (trainX.shape[0], 1, trainX.shape[1]))
    testX = numpy.reshape(testX, (testX.shape[0], 1, testX.shape[1]))
    trainX_long = numpy.reshape(trainX_long, (trainX_long.shape[0], 1, trainX_long.shape[1]))
    testX_long = numpy.reshape(testX_long, (testX_long.shape[0], 1, testX_long.shape[1]))
    print(len(trainX_long))


    # fit the LSTM network
    model.fit(trainX_long, trainY_long, nb_epoch=50, batch_size=1, verbose=2)
    
###################################################################################################


    # make predictions
    trainPredict = model.predict(trainX)
    testPredict = model.predict(testX)
    print(type(testPredict))
    # invert predictions
    trainPredict = scaler.inverse_transform(trainPredict)
    trainY = scaler.inverse_transform([trainY])
    testPredict = scaler.inverse_transform(testPredict)
    testY = scaler.inverse_transform([testY])
    # calculate root mean squared error
    trainScore = math.sqrt(mean_squared_error(trainY[0], trainPredict[:,0]))
    print('Train Score: %.2f RMSE' % (trainScore))
    testScore = math.sqrt(mean_squared_error(testY[0], testPredict[:,0]))
    print('Test Score: %.2f RMSE' % (testScore))


    # shift train predictions for plotting
    trainPredictPlot = numpy.empty_like(dataset)
    trainPredictPlot[:] = numpy.nan
    trainPredictPlot[look_back:len(trainPredict)+look_back] = trainPredict[:, 0]
    # shift test predictions for plotting
    testPredictPlot = numpy.empty_like(dataset)
    testPredictPlot[:] = numpy.nan
    testPredictPlot[len(trainPredict)+(look_back*2)+1:len(dataset)-1] = testPredict[:, 0]
    # plot baseline and predictions
    plt.plot(scaler.inverse_transform(dataset))
    plt.plot(trainPredictPlot)
    plt.plot(testPredictPlot)
    plt.show()