GRU-D
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Computing Time Interval Delta
Based on my understanding of the paper, the computing of time interval at time step t is based on the mask value of the previous time step t-1 [eq(2) in the paper].
It is looks like you compute time interval at time step t based on mask value at time step t
for idx in range(missing_index[0].shape[0]):
i = missing_index[0][idx] # for 1st dim
j = missing_index[1][idx] # for 2nd dim
k = missing_index[2][idx] # for 3rd dim
if j != 0:
Delta[i,j,k] = Delta[i,j,k] + Delta[i,j-1,k]
But, I think it suppose to be as follows:
for idx in range(missing_index[0].shape[0]):
i = missing_index[0][idx] # for 1st dim
j = missing_index[1][idx] # for 2nd dim
k = missing_index[2][idx] # for 3rd dim
if j != 0 and j!=9 :
Delta[i,j+1,k] = Delta[i,j+1,k] + Delta[i,j,k]
@zhiyongc Another thing, when computing x_last_obsv we need to make a copy of speed_squences array by using np.copy() because using assignment makes a reference.
(line 71 in main):
X_last_obsv = speed_sequences
should be:
X_last_obsv = np.copy(speed_sequences)
Many thanks to you for this great code, really helpful
@zhiyongc When you generate Mask, Delta, and Last_observed_X in the code, you shuffle them twice, while you shuffle speed_sequences and speed_label once. The first time when you create them and the second time when you expand their dimension as shown in the following
if masking:
X_last_obsv = X_last_obsv[index] #----> 1st time
Mask = Mask[index] #----> 1st time
Delta = Delta[index] #-----> 1st time
speed_sequences = np.expand_dims(speed_sequences, axis=1)
X_last_obsv = np.expand_dims(X_last_obsv[index], axis=1) #---> 2nd time
Mask = np.expand_dims(Mask[index], axis=1) #------> 2nd time
Delta = np.expand_dims(Delta[index], axis=1) #-------> 2nd time
dataset_agger = np.concatenate((speed_sequences, X_last_obsv, Mask, Delta), axis = 1)
So, I think we need to shuffle them once also
if masking:
X_last_obsv = X_last_obsv[index]
Mask = Mask[index]
Delta = Delta[index]
speed_sequences = np.expand_dims(speed_sequences, axis=1)
X_last_obsv = np.expand_dims(X_last_obsv, axis=1)
Mask = np.expand_dims(Mask, axis=1)
Delta = np.expand_dims(Delta, axis=1)
dataset_agger = np.concatenate((speed_sequences, X_last_obsv, Mask, Delta), axis = 1)
Hi @DeepWolf90, I agree with you in terms of the issues you posted. All the three issues are fixed in the new version of the code. As I tested, the prediction accuracy improved by using the updated code. Thanks again for your kind help and the comprehensive descriptions of the issues!
@zhiyongc Sorry if the following question sounds naive, but I'm new to pytorch
In forward function, line 144:
outputs = None
Based on my understanding you don't apply any prediction layer you just used the hidden state to compute the loss.
why don't you use a linear activation fully connected layer as a prediction layer?