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LSTMFCNClassifier

LSTMFCNClassifier

class LSTMFCNClassifier(n_epochs=2000, batch_size=128, dropout=0.8, kernel_sizes=(8, 5, 3), filter_sizes=(128, 256, 128), lstm_size=8, attention=False, callbacks=None, random_state=None, verbose=0, activation='softmax', activation_hidden='relu')[source]

Implementation of LSTMFCNClassifier from Karim et al (2019) [1].

Combines an LSTM arm with a CNN arm. Optionally uses an attention mechanism in the LSTM which the author indicates provides improved performance.

Parameters:
n_epochsint, default=2000

the number of epochs to train the model

batch_sizeint, default=128

the number of samples per gradient update.

dropoutfloat, default=0.8

controls dropout rate of LSTM layer

kernel_sizeslist of ints, default=[8, 5, 3]

specifying the length of the 1D convolution windows

filter_sizesint, list of ints, default=[128, 256, 128]

size of filter for each conv layer

lstm_sizeint, default=8

output dimension for LSTM layer

attentionboolean, default=False

If True, uses custom attention LSTM layer

callbackskeras callbacks, default=ReduceLRonPlateau

Keras callbacks to use such as learning rate reduction or saving best model based on validation error

random_stateint or None, default=None

Seed for random, integer.

verbose‘auto’, 0, 1, or 2. Verbosity mode.

0 = silent, 1 = progress bar, 2 = one line per epoch. ‘auto’ defaults to 1 for most cases, but 2 when used with ParameterServerStrategy. Note that the progress bar is not particularly useful when logged to a file, so verbose=2 is recommended when not running interactively (eg, in a production environment).

activationstring or a tf callable, default=”softmax”

Activation function used in the output layer. List of available activation functions: https://keras.io/api/layers/activations/

activation_hiddenstring or a tf callable, default=”relu”

Activation function used in the hidden layers. List of available activation functions: https://keras.io/api/layers/activations/

Attributes:
is_fitted

Whether fit has been called.

References

[1]

Karim et al. Multivariate LSTM-FCNs for Time Series Classification, 2019

https://arxiv.org/pdf/1801.04503.pdf

Examples

>>> import sktime.classification.deep_learning as dl_clf
>>> from dl_clf.lstmfcn import LSTMFCNClassifier
>>> from sktime.datasets import load_unit_test
>>> X_train, y_train = load_unit_test(split="train", return_X_y=True)
>>> X_test, y_test = load_unit_test(split="test", return_X_y=True)
>>> lstmfcn = FCNClassifier(n_epochs=20,batch_size=4)
>>> lstmfcn.fit(X_train, y_train)
FCNClassifier(...)

Methods

build_model(input_shape, n_classes, **kwargs)

Construct a compiled, un-trained, keras model that is ready for training.

check_is_fitted([method_name])

Check if the estimator has been fitted.

clone()

Obtain a clone of the object with same hyper-parameters and config.

clone_tags(estimator[, tag_names])

Clone tags from another object as dynamic override.

create_test_instance([parameter_set])

Construct an instance of the class, using first test parameter set.

create_test_instances_and_names([parameter_set])

Create list of all test instances and a list of names for them.

fit(X, y)

Fit time series classifier to training data.

fit_predict(X, y[, cv, change_state])

Fit and predict labels for sequences in X.

fit_predict_proba(X, y[, cv, change_state])

Fit and predict labels probabilities for sequences in X.

get_class_tag(tag_name[, tag_value_default])

Get class tag value from class, with tag level inheritance from parents.

get_class_tags()

Get class tags from class, with tag level inheritance from parent classes.

get_config()

Get config flags for self.

get_fitted_params([deep])

Get fitted parameters.

get_param_defaults()

Get object's parameter defaults.

get_param_names([sort])

Get object's parameter names.

get_params([deep])

Get a dict of parameters values for this object.

get_tag(tag_name[, tag_value_default, ...])

Get tag value from instance, with tag level inheritance and overrides.

get_tags()

Get tags from instance, with tag level inheritance and overrides.

get_test_params([parameter_set])

Return testing parameter settings for the estimator.

is_composite()

Check if the object is composed of other BaseObjects.

load_from_path(serial)

Load object from file location.

load_from_serial(serial)

Load object from serialized memory container.

predict(X)

Predicts labels for sequences in X.

predict_proba(X)

Predicts labels probabilities for sequences in X.

reset()

Reset the object to a clean post-init state.

save([path, serialization_format])

Save serialized self to bytes-like object or to (.zip) file.

score(X, y)

Scores predicted labels against ground truth labels on X.

set_config(**config_dict)

Set config flags to given values.

set_params(**params)

Set the parameters of this object.

set_random_state([random_state, deep, ...])

Set random_state pseudo-random seed parameters for self.

set_tags(**tag_dict)

Set instance level tag overrides to given values.

summary()

Summary function to return the losses/metrics for model fit.