给我写一个适用于数据量较少时的transformer预测模型,对单列随时间变化的数据进行预测的代码
时间: 2024-05-12 18:13:22 浏览: 133
好的,以下是一个简单的 Transformer 模型,用于对时间序列数据进行预测。由于数据量较少,我们采用较小的模型和较少的训练轮数。
首先,我们需要导入所需的库:
```python
import numpy as np
import pandas as pd
import torch
import torch.nn as nn
import torch.optim as optim
from torch.utils.data import Dataset, DataLoader
```
接下来,我们定义一个数据集类,用于加载和处理数据:
```python
class TimeSeriesDataset(Dataset):
def __init__(self, data, seq_len):
self.data = data
self.seq_len = seq_len
def __len__(self):
return len(self.data) - self.seq_len
def __getitem__(self, idx):
x = self.data[idx:idx+self.seq_len]
y = self.data[idx+self.seq_len]
return x, y
```
在这个类中,我们将数据划分为序列长度为 `seq_len` 的子序列,同时返回每个子序列的标签。
接下来,我们定义 Transformer 模型:
```python
class Transformer(nn.Module):
def __init__(self, input_size, d_model, nhead, num_layers, dropout):
super(Transformer, self).__init__()
self.embedding = nn.Linear(input_size, d_model)
self.transformer = nn.Transformer(d_model, nhead, num_layers, dropout)
self.fc = nn.Linear(d_model, 1)
def forward(self, x):
x = self.embedding(x)
x = x.permute(1, 0, 2)
x = self.transformer(x)
x = x.permute(1, 0, 2)
x = self.fc(x[:, -1, :])
return x
```
在这个模型中,我们首先将输入数据通过一个线性层进行嵌入,然后将其转换为 Transformer 模型所需的格式。最后,我们通过一个线性层输出预测结果。
接下来,我们定义训练函数:
```python
def train(model, train_loader, optimizer, criterion, device):
model.train()
train_loss = 0
for i, (x, y) in enumerate(train_loader):
x, y = x.to(device), y.to(device)
optimizer.zero_grad()
output = model(x)
loss = criterion(output, y.unsqueeze(1))
loss.backward()
optimizer.step()
train_loss += loss.item()
return train_loss / len(train_loader)
```
在这个函数中,我们首先将模型设置为训练模式,然后遍历训练数据集并计算损失。最后,我们返回训练损失的平均值。
接下来,我们定义测试函数:
```python
def test(model, test_loader, criterion, device):
model.eval()
test_loss = 0
with torch.no_grad():
for i, (x, y) in enumerate(test_loader):
x, y = x.to(device), y.to(device)
output = model(x)
loss = criterion(output, y.unsqueeze(1))
test_loss += loss.item()
return test_loss / len(test_loader)
```
在这个函数中,我们将模型设置为测试模式,然后遍历测试数据集并计算损失。最后,我们返回测试损失的平均值。
接下来,我们加载数据并进行训练:
```python
# 加载数据
data = pd.read_csv('data.csv')['value'].values
train_data = data[:100]
test_data = data[100:]
# 定义超参数
seq_len = 10
batch_size = 8
d_model = 16
nhead = 2
num_layers = 2
dropout = 0.2
lr = 0.001
num_epochs = 50
# 创建数据集和数据加载器
train_dataset = TimeSeriesDataset(train_data, seq_len=seq_len)
test_dataset = TimeSeriesDataset(test_data, seq_len=seq_len)
train_loader = DataLoader(train_dataset, batch_size=batch_size, shuffle=True)
test_loader = DataLoader(test_dataset, batch_size=batch_size, shuffle=False)
# 创建模型和优化器
device = torch.device('cuda' if torch.cuda.is_available() else 'cpu')
model = Transformer(input_size=1, d_model=d_model, nhead=nhead, num_layers=num_layers, dropout=dropout).to(device)
optimizer = optim.Adam(model.parameters(), lr=lr)
criterion = nn.MSELoss()
# 训练模型
for epoch in range(num_epochs):
train_loss = train(model, train_loader, optimizer, criterion, device)
test_loss = test(model, test_loader, criterion, device)
print(f'Epoch {epoch+1}, Train Loss: {train_loss:.4f}, Test Loss: {test_loss:.4f}')
```
在这个代码中,我们首先加载数据并定义超参数。然后,我们创建数据集和数据加载器,以及模型和优化器。最后,我们遍历训练数据集进行训练,并在每个 epoch 结束时计算训练和测试损失。
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