Hmmm, I think it is worth downloading the source for encog 3.1 for java
and look into: org.encog.ml.data.temporal.TemporalMLDataSet
I think this is what you need to add several columns...unfortunately
I've not wrapped this yet so you will have to do some interop to get it
going...I promise you it will be the first thing I look at as soon as I
find some time...
hope that helps...
Jim
On 04/08/12 20:08, Jim - FooBar(); wrote:
I will address your second issue shortly...You say you have a lazy-seq
of arrays that have 5 strings? why strings?
Jim
On 04/08/12 20:02, Jim - FooBar(); wrote:
Clojars has been updated with a clojure-encog jar containing all the
namespaces...I'm really sorry I can't believe I hadn't noticed that!
The code is in complete sync with github at the moment so instead of
typing 'doc' all the time feel free to have a browser open...I've not
changed much - I just removed some redundant let bindings and added
ability to create an empty dataset... I also added a simple k-means
clustering example. If i understood correctly what you're doing the
closest example regarding preparing/normalising your data is the
predict-sunspots example...
Hope that helps... :)
Jim
ps: empirically, tanh and sigmoid work almost always best...I can
say the same for the nuygen-widrow randomiser...Also, just so you
know I'll be renaming clojure-encog to "enclog" for the 0.5 release...
On 04/08/12 19:18, Jim - FooBar(); wrote:
poooo this is very strange...i'll update clojars within the next
hour...sorry about this!
Jim
On 04/08/12 18:52, Timothy Washington wrote:
Hey Jim,
So I started playing around with clojure-encog
<https://github.com/jimpil/clojure-encog>, and I'm pretty excited
about it so far. Again, I'm trying to make a financial series
predictor. And I'm trying to go through the steps of 1) nomalizing
/ preparing the data 2) creating a feed-forward neural network
with back-prop (I'll try sigmoid & gaussian activations). Then I'll
3) train and 4) run the network.
*A)* The first problem I'm having is a library one. I'm trying to
normalize the data with the (*prepare* ...) function, but the
*/normalization/* namespace isn't in */[clojure-encog
"0.4.0-SNAPSHOT"]/*. Here, we see that the */nnets/* and
*/training/* namespaces are in the snapshot jar, but not the
/*normalization*/ namespace. So I don't know how easy it is to
update the snapshot jar. But in the meantime, I'll see if I can use
the github version.
webkell@ubuntu:~/Projects/nn$ jar tvf
lib/clojure-encog-0.4.0-20120518.170223-1.jar
72 Fri May 18 17:58:04 PDT 2012 META-INF/MANIFEST.MF
1961 Fri May 18 17:58:04 PDT 2012
META-INF/maven/clojure-encog/clojure-encog/pom.xml
111 Fri May 18 17:58:04 PDT 2012
META-INF/maven/clojure-encog/clojure-encog/pom.properties
584 Fri May 18 17:00:30 PDT 2012 project.clj
* 9839 Fri May 18 17:01:38 PDT 2012 clojure_encog/nnets.clj*
11532 Fri May 18 17:57:20 PDT 2012 clojure_encog/examples.clj
* 10144 Fri May 18 17:43:58 PDT 2012 clojure_encog/training.clj*
2177 Mon May 14 21:57:20 PDT 2012 java/NeuralPilot.java
7574 Wed May 16 20:34:30 PDT 2012 java/PredictSunspotSVM.java
2338 Mon May 14 21:56:42 PDT 2012 java/LanderSimulator.java
1794 Fri May 18 16:02:22 PDT 2012 java/XORNEAT.java
1672 Fri May 18 16:04:14 PDT 2012 java/XORNEAT.class
1872 Mon May 14 14:53:26 PDT 2012 java/LanderSimulator.class
1943 Mon May 14 14:53:26 PDT 2012 java/NeuralPilot.class
7357 Wed May 16 20:37:20 PDT 2012 java/PredictSunspotSVM.class
*B)* The second problem I see is when trying to deal with the input
data. The example in clojure-encog
<https://github.com/jimpil/clojure-encog/blob/master/src/clojure_encog/examples.clj#L107>,
has just an array of doubles. But my input data is slightly
different in that I'm dealing with a LazySeq of arrays. Each of
those arrays contain tick data, Time, Ask, Bid, AskVolume and
BidVolume:
(["01.05.2012 20:00:00.676" "1.32390" "1.32379" "3000000.00"
"2250000.00"]
["01.05.2012 20:00:00.888" "1.32390" "1.33238" "3000000.10"
"2200000.00"]
...)
So of course a call to ((*make-data* ...) , fails with the error
"/clojure.lang.LazySeq cannot be cast to [Double../". So I need to
figure out 1) a way to get each one of those input data points ,
into an input-layer neuron. I've started to think about that when I
was dabbling with code
<https://github.com/twashing/nn/blob/master/src/nn/neuralnet.clj>.
If you like, I can look into trying to jerry-rig these kinds of
tick data mappings into ( training/make-data
<https://github.com/jimpil/clojure-encog/blob/master/src/clojure_encog/training.clj#L43> ).
But I need a better understanding of the concept of a
Temporalwindow. The other thing is 2) to figure out how to
transform the time field into data the nn can use. I've been
spitting the Datetime object out to longs.
Thanks
Tim Washington
Interruptsoftware.ca <http://Interruptsoftware.ca>
416.843.9060
On Sun, Jul 29, 2012 at 11:35 AM, Dimitrios Jim Piliouras
<jimpil1...@gmail.com <mailto:jimpil1...@gmail.com>> wrote:
Hi Tim,
According to :
http://www.heatonresearch.com/content/encog-30-article-2-design-goals-overview
encog 3 should have descent support for any temporal
(time-series) based prediction support in particular for
financial predictions...I'm afraid however that the only
example that I've ported to clojure-encog which uses temporal
data is the sunspot example (SVM not NN).
Also, you shouldn't have any problems with the data (most
likely you need to normalize them - I usually find (-1 1) or
(0 1) to work best.
for an example of how exactly you would do it look for
"PREDICT-SUNSPOT-SVM" here:
https://github.com/jimpil/clojure-encog/blob/master/src/clojure_encog/examples.clj
these 2 lines do all the job with regards to your input data:
normalizedSunspots (prepare :array-range nil nil :raw-seq spots
:ceiling 0.9 :floor 0.1)
train-set ((make-data :temporal-window normalizedSunspots)
window-size 1)
As far as algorimthmic problems go encog has been around for
quite a while...even though I don't necessarily agree with all
the design decisions made along the way I find it is a rather
mature lib...of course it is written in Java so being large
means it is a bit of a mess! also there is a lot of duplication
in random places...anyways, what I'm trying to say is:
if you've got a specific example in mind, (like the financial
prediction) maybe it's worth trying it out using clojure-encog
or the encog-workbench (the gui) or any other already-made lib
and see how it goes...writing your own will certainly teach you
loads but it might take a while until you actually test what
you want to test...
Normalisation, randomisation or both are almost always needed...
Hope that helps...
Jim
On Sun, Jul 29, 2012 at 5:41 PM, Timothy Washington
<twash...@gmail.com <mailto:twash...@gmail.com>> wrote:
Hey Ben,
It's the same problem.
user> (incanter/exp (incanter/minus 3254604.9658621363))
0.0
But it's not the functions. It's the math. Euler's number
2.71828... raised to the power of 3254604.9658621363, gives
Infinity. So for my neural net's activation func, either i)
I shouldn't used a sigmoid, or ii) my linear combiner needs
to keep values within a certain bound. My neuron inputs are
below. And it's the bid and sk volumes and the long time
value that's giving me such a large number.
* 1.3239 (bid price)
* 1.32379 (ask price)
* 3000000.0 (bid volume)
* 2250000.0 (ask volume)
* 1335902400676 ( #<DateTime 2012-05-01T20:00:00.676Z>
long value)
I just had the idea to try a Gaussian or tanh activation
function. I think this is the point where I'll give
clojure-encog <https://github.com/jimpil/clojure-encog> a
whirl. I have a feeling I'll be running into a lot of these
data and other algorithmic problems. And it'd be good to
work with something that has already dealt with these
issues. I still don't know if I need to normalize my input
data, how to untangle the activation result for
back propagation, etc. Any insights are welcome.
Tim Washington
Interruptsoftware.ca <http://Interruptsoftware.ca>
416.843.9060 <tel:416.843.9060>
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