handson-ml/14_recurrent_neural_networks.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "**Chapter 14 – Recurrent Neural Networks**"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "_This notebook contains all the sample code and solutions to the exercices in chapter 14._"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Setup"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "First, let's make sure this notebook works well in both python 2 and 3, import a few common modules, ensure MatplotLib plots figures inline and prepare a function to save the figures:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "# To support both python 2 and python 3\n",
    "from __future__ import division, print_function, unicode_literals\n",
    "\n",
    "# Common imports\n",
    "import numpy as np\n",
    "import numpy.random as rnd\n",
    "import os\n",
    "\n",
    "# to make this notebook's output stable across runs\n",
    "rnd.seed(42)\n",
    "\n",
    "# To plot pretty figures\n",
    "%matplotlib inline\n",
    "import matplotlib\n",
    "import matplotlib.pyplot as plt\n",
    "plt.rcParams['axes.labelsize'] = 14\n",
    "plt.rcParams['xtick.labelsize'] = 12\n",
    "plt.rcParams['ytick.labelsize'] = 12\n",
    "\n",
    "# Where to save the figures\n",
    "PROJECT_ROOT_DIR = \".\"\n",
    "CHAPTER_ID = \"rnn\"\n",
    "\n",
    "def save_fig(fig_id, tight_layout=True):\n",
    "    path = os.path.join(PROJECT_ROOT_DIR, \"images\", CHAPTER_ID, fig_id + \".png\")\n",
    "    print(\"Saving figure\", fig_id)\n",
    "    if tight_layout:\n",
    "        plt.tight_layout()\n",
    "    plt.savefig(path, format='png', dpi=300)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "Then of course we will need TensorFlow:"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "import tensorflow as tf"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Basic RNNs"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Manual RNN"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_inputs = 3\n",
    "n_neurons = 5\n",
    "\n",
    "X0 = tf.placeholder(tf.float32, [None, n_inputs])\n",
    "X1 = tf.placeholder(tf.float32, [None, n_inputs])\n",
    "\n",
    "Wx = tf.Variable(tf.random_normal(shape=[n_inputs, n_neurons], dtype=tf.float32))\n",
    "Wy = tf.Variable(tf.random_normal(shape=[n_neurons, n_neurons], dtype=tf.float32))\n",
    "b = tf.Variable(tf.zeros([1, n_neurons], dtype=tf.float32))\n",
    "\n",
    "Y0 = tf.tanh(tf.matmul(X0, Wx) + b)\n",
    "Y1 = tf.tanh(tf.matmul(Y0, Wy) + tf.matmul(X1, Wx) + b)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X0_batch = np.array([[0, 1, 2], [3, 4, 5], [6, 7, 8], [9, 0, 1]]) # t = 0\n",
    "X1_batch = np.array([[9, 8, 7], [0, 0, 0], [6, 5, 4], [3, 2, 1]]) # t = 1\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    Y0_val, Y1_val = sess.run([Y0, Y1], feed_dict={X0: X0_batch, X1: X1_batch})"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "print(Y0_val)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "print(Y1_val)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Using `rnn()`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_inputs = 3\n",
    "n_neurons = 5\n",
    "\n",
    "X0 = tf.placeholder(tf.float32, [None, n_inputs])\n",
    "X1 = tf.placeholder(tf.float32, [None, n_inputs])\n",
    "\n",
    "basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons)\n",
    "output_seqs, states = tf.contrib.rnn.static_rnn(basic_cell, [X0, X1], dtype=tf.float32)\n",
    "Y0, Y1 = output_seqs\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X0_batch = np.array([[0, 1, 2], [3, 4, 5], [6, 7, 8], [9, 0, 1]])\n",
    "X1_batch = np.array([[9, 8, 7], [0, 0, 0], [6, 5, 4], [3, 2, 1]])\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    Y0_val, Y1_val = sess.run([Y0, Y1], feed_dict={X0: X0_batch, X1: X1_batch})"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "Y0_val"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "Y1_val"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "from IPython.display import clear_output, Image, display, HTML\n",
    "\n",
    "def strip_consts(graph_def, max_const_size=32):\n",
    "    \"\"\"Strip large constant values from graph_def.\"\"\"\n",
    "    strip_def = tf.GraphDef()\n",
    "    for n0 in graph_def.node:\n",
    "        n = strip_def.node.add() \n",
    "        n.MergeFrom(n0)\n",
    "        if n.op == 'Const':\n",
    "            tensor = n.attr['value'].tensor\n",
    "            size = len(tensor.tensor_content)\n",
    "            if size > max_const_size:\n",
    "                tensor.tensor_content = \"b<stripped %d bytes>\"%size\n",
    "    return strip_def\n",
    "\n",
    "def show_graph(graph_def, max_const_size=32):\n",
    "    \"\"\"Visualize TensorFlow graph.\"\"\"\n",
    "    if hasattr(graph_def, 'as_graph_def'):\n",
    "        graph_def = graph_def.as_graph_def()\n",
    "    strip_def = strip_consts(graph_def, max_const_size=max_const_size)\n",
    "    code = \"\"\"\n",
    "        <script>\n",
    "          function load() {{\n",
    "            document.getElementById(\"{id}\").pbtxt = {data};\n",
    "          }}\n",
    "        </script>\n",
    "        <link rel=\"import\" href=\"https://tensorboard.appspot.com/tf-graph-basic.build.html\" onload=load()>\n",
    "        <div style=\"height:600px\">\n",
    "          <tf-graph-basic id=\"{id}\"></tf-graph-basic>\n",
    "        </div>\n",
    "    \"\"\".format(data=repr(str(strip_def)), id='graph'+str(np.random.rand()))\n",
    "\n",
    "    iframe = \"\"\"\n",
    "        <iframe seamless style=\"width:1200px;height:620px;border:0\" srcdoc=\"{}\"></iframe>\n",
    "    \"\"\".format(code.replace('\"', '&quot;'))\n",
    "    display(HTML(iframe))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "show_graph(tf.get_default_graph())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Packing sequences"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_steps = 2\n",
    "n_inputs = 3\n",
    "n_neurons = 5\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "X_seqs = tf.unstack(tf.transpose(X, perm=[1, 0, 2]))\n",
    "\n",
    "basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons)\n",
    "output_seqs, states = tf.contrib.rnn.static_rnn(basic_cell, X_seqs, dtype=tf.float32)\n",
    "outputs = tf.transpose(tf.stack(output_seqs), perm=[1, 0, 2])\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X_batch = np.array([\n",
    "        # t = 0      t = 1 \n",
    "        [[0, 1, 2], [9, 8, 7]], # instance 1\n",
    "        [[3, 4, 5], [0, 0, 0]], # instance 2\n",
    "        [[6, 7, 8], [6, 5, 4]], # instance 3\n",
    "        [[9, 0, 1], [3, 2, 1]], # instance 4\n",
    "    ])\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    outputs_val = outputs.eval(feed_dict={X: X_batch})"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "print(np.transpose(outputs_val, axes=[1, 0, 2])[1])"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Using `dynamic_rnn()`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_steps = 2\n",
    "n_inputs = 3\n",
    "n_neurons = 5\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "\n",
    "basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons)\n",
    "outputs, states = tf.nn.dynamic_rnn(basic_cell, X, dtype=tf.float32)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X_batch = np.array([\n",
    "        [[0, 1, 2], [9, 8, 7]], # instance 1\n",
    "        [[3, 4, 5], [0, 0, 0]], # instance 2\n",
    "        [[6, 7, 8], [6, 5, 4]], # instance 3\n",
    "        [[9, 0, 1], [3, 2, 1]], # instance 4\n",
    "    ])\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    print(\"outputs =\", outputs.eval(feed_dict={X: X_batch}))"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "show_graph(tf.get_default_graph())"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Setting the sequence lengths"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_steps = 2\n",
    "n_inputs = 3\n",
    "n_neurons = 5\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "seq_length = tf.placeholder(tf.int32, [None])\n",
    "\n",
    "basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons)\n",
    "outputs, states = tf.nn.dynamic_rnn(basic_cell, X, sequence_length=seq_length, dtype=tf.float32)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X_batch = np.array([\n",
    "        # step 0     step 1\n",
    "        [[0, 1, 2], [9, 8, 7]], # instance 1\n",
    "        [[3, 4, 5], [0, 0, 0]], # instance 2 (padded with zero vectors)\n",
    "        [[6, 7, 8], [6, 5, 4]], # instance 3\n",
    "        [[9, 0, 1], [3, 2, 1]], # instance 4\n",
    "    ])\n",
    "seq_length_batch = np.array([2, 1, 2, 2])\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    outputs_val, states_val = sess.run(\n",
    "        [outputs, states], feed_dict={X: X_batch, seq_length: seq_length_batch})"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "print(outputs_val)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "print(states_val)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Training a sequence classifier"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "from tensorflow.contrib.layers import fully_connected\n",
    "\n",
    "n_steps = 28\n",
    "n_inputs = 28\n",
    "n_neurons = 150\n",
    "n_outputs = 10\n",
    "\n",
    "learning_rate = 0.001\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "y = tf.placeholder(tf.int32, [None])\n",
    "\n",
    "with tf.variable_scope(\"rnn\", initializer=tf.contrib.layers.variance_scaling_initializer()):\n",
    "    basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons, activation=tf.nn.relu)\n",
    "    outputs, states = tf.nn.dynamic_rnn(basic_cell, X, dtype=tf.float32)\n",
    "\n",
    "logits = fully_connected(states, n_outputs, activation_fn=None)\n",
    "xentropy = tf.nn.sparse_softmax_cross_entropy_with_logits(labels=y, logits=logits)\n",
    "loss = tf.reduce_mean(xentropy)\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "correct = tf.nn.in_top_k(logits, y, 1)\n",
    "accuracy = tf.reduce_mean(tf.cast(correct, tf.float32))\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "from tensorflow.examples.tutorials.mnist import input_data\n",
    "mnist = input_data.read_data_sets(\"/tmp/data/\")\n",
    "X_test = mnist.test.images.reshape((-1, n_steps, n_inputs))\n",
    "y_test = mnist.test.labels"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_epochs = 100\n",
    "batch_size = 150\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    for epoch in range(n_epochs):\n",
    "        for iteration in range(mnist.train.num_examples // batch_size):\n",
    "            X_batch, y_batch = mnist.train.next_batch(batch_size)\n",
    "            X_batch = X_batch.reshape((-1, n_steps, n_inputs))\n",
    "            sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "        acc_train = accuracy.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "        acc_test = accuracy.eval(feed_dict={X: X_test, y: y_test})\n",
    "        print(epoch, \"Train accuracy:\", acc_train, \"Test accuracy:\", acc_test)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Multi-layer RNN"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 26,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "from tensorflow.contrib.layers import fully_connected\n",
    "\n",
    "n_steps = 28\n",
    "n_inputs = 28\n",
    "n_neurons1 = 150\n",
    "n_neurons2 = 100\n",
    "n_outputs = 10\n",
    "\n",
    "learning_rate = 0.001\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "y = tf.placeholder(tf.int32, [None])\n",
    "\n",
    "hidden1 = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons1, activation=tf.nn.relu)\n",
    "hidden2 = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons2, activation=tf.nn.relu)\n",
    "multi_layer_cell = tf.contrib.rnn.MultiRNNCell([hidden1, hidden2])\n",
    "outputs, states_tuple = tf.nn.dynamic_rnn(multi_layer_cell, X, dtype=tf.float32)\n",
    "states = tf.concat(axis=1, values=states_tuple)\n",
    "logits = fully_connected(states, n_outputs, activation_fn=None)\n",
    "xentropy = tf.nn.sparse_softmax_cross_entropy_with_logits(labels=y, logits=logits)\n",
    "loss = tf.reduce_mean(xentropy)\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "correct = tf.nn.in_top_k(logits, y, 1)\n",
    "accuracy = tf.reduce_mean(tf.cast(correct, tf.float32))\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 27,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_epochs = 100\n",
    "batch_size = 150\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    for epoch in range(n_epochs):\n",
    "        for iteration in range(mnist.train.num_examples // batch_size):\n",
    "            X_batch, y_batch = mnist.train.next_batch(batch_size)\n",
    "            X_batch = X_batch.reshape((-1, n_steps, n_inputs))\n",
    "            sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "        acc_train = accuracy.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "        acc_test = accuracy.eval(feed_dict={X: X_test, y: y_test})\n",
    "        print(epoch, \"Train accuracy:\", acc_train, \"Test accuracy:\", acc_test)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Time series"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 28,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "t_min, t_max = 0, 30\n",
    "resolution = 0.1\n",
    "\n",
    "def time_series(t):\n",
    "    return t * np.sin(t) / 3 + 2 * np.sin(t*5)\n",
    "\n",
    "def next_batch(batch_size, n_steps):\n",
    "    t0 = np.random.rand(batch_size, 1) * (t_max - t_min - n_steps * resolution)\n",
    "    Ts = t0 + np.arange(0., n_steps + 1) * resolution\n",
    "    ys = time_series(Ts)\n",
    "    return ys[:, :-1].reshape(-1, n_steps, 1), ys[:, 1:].reshape(-1, n_steps, 1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 29,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "t = np.linspace(t_min, t_max, (t_max - t_min) // resolution)\n",
    "\n",
    "n_steps = 20\n",
    "t_instance = np.linspace(12.2, 12.2 + resolution * (n_steps + 1), n_steps + 1)\n",
    "\n",
    "plt.figure(figsize=(11,4))\n",
    "plt.subplot(121)\n",
    "plt.title(\"A time series (generated)\", fontsize=14)\n",
    "plt.plot(t, time_series(t), label=r\"$t . \\sin(t) / 3 + 2 . \\sin(5t)$\")\n",
    "plt.plot(t_instance[:-1], time_series(t_instance[:-1]), \"b-\", linewidth=3, label=\"A training instance\")\n",
    "plt.legend(loc=\"lower left\", fontsize=14)\n",
    "plt.axis([0, 30, -17, 13])\n",
    "plt.xlabel(\"Time\")\n",
    "plt.ylabel(\"Value\")\n",
    "\n",
    "plt.subplot(122)\n",
    "plt.title(\"A training instance\", fontsize=14)\n",
    "plt.plot(t_instance[:-1], time_series(t_instance[:-1]), \"bo\", markersize=10, label=\"instance\")\n",
    "plt.plot(t_instance[1:], time_series(t_instance[1:]), \"w*\", markersize=10, label=\"target\")\n",
    "plt.legend(loc=\"upper left\")\n",
    "plt.xlabel(\"Time\")\n",
    "\n",
    "\n",
    "save_fig(\"time_series_plot\")\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 30,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X_batch, y_batch = next_batch(1, n_steps)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 31,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "np.c_[X_batch[0], y_batch[0]]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Using an `OuputProjectionWrapper`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 32,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "from tensorflow.contrib.layers import fully_connected\n",
    "\n",
    "n_steps = 20\n",
    "n_inputs = 1\n",
    "n_neurons = 100\n",
    "n_outputs = 1\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "y = tf.placeholder(tf.float32, [None, n_steps, n_outputs])\n",
    "\n",
    "cell = tf.contrib.rnn.OutputProjectionWrapper(\n",
    "    tf.contrib.rnn.BasicRNNCell(num_units=n_neurons, activation=tf.nn.relu),\n",
    "    output_size=n_outputs)\n",
    "outputs, states = tf.nn.dynamic_rnn(cell, X, dtype=tf.float32)\n",
    "\n",
    "n_outputs = 1\n",
    "learning_rate = 0.001\n",
    "\n",
    "loss = tf.reduce_sum(tf.square(outputs - y))\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 33,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_iterations = 1000\n",
    "batch_size = 50\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    for iteration in range(n_iterations):\n",
    "        X_batch, y_batch = next_batch(batch_size, n_steps)\n",
    "        sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "        if iteration % 100 == 0:\n",
    "            mse = loss.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "            print(iteration, \"\\tMSE:\", mse)\n",
    "    \n",
    "    X_new = time_series(np.array(t_instance[:-1].reshape(-1, n_steps, n_inputs)))\n",
    "    y_pred = sess.run(outputs, feed_dict={X: X_new})\n",
    "    print(y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 34,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "plt.title(\"Testing the model\", fontsize=14)\n",
    "plt.plot(t_instance[:-1], time_series(t_instance[:-1]), \"bo\", markersize=10, label=\"instance\")\n",
    "plt.plot(t_instance[1:], time_series(t_instance[1:]), \"w*\", markersize=10, label=\"target\")\n",
    "plt.plot(t_instance[1:], y_pred[0,:,0], \"r.\", markersize=10, label=\"prediction\")\n",
    "plt.legend(loc=\"upper left\")\n",
    "plt.xlabel(\"Time\")\n",
    "\n",
    "save_fig(\"time_series_pred_plot\")\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Without using an `OutputProjectionWrapper`"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 35,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "from tensorflow.contrib.layers import fully_connected\n",
    "\n",
    "n_steps = 20\n",
    "n_inputs = 1\n",
    "n_neurons = 100\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "y = tf.placeholder(tf.float32, [None, n_steps, n_outputs])\n",
    "\n",
    "basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons, activation=tf.nn.relu)\n",
    "rnn_outputs, states = tf.nn.dynamic_rnn(basic_cell, X, dtype=tf.float32)\n",
    "\n",
    "n_outputs = 1\n",
    "learning_rate = 0.001\n",
    "\n",
    "stacked_rnn_outputs = tf.reshape(rnn_outputs, [-1, n_neurons])\n",
    "stacked_outputs = fully_connected(stacked_rnn_outputs, n_outputs, activation_fn=None)\n",
    "outputs = tf.reshape(stacked_outputs, [-1, n_steps, n_outputs])\n",
    "\n",
    "loss = tf.reduce_sum(tf.square(outputs - y))\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 36,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_iterations = 1000\n",
    "batch_size = 50\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    for iteration in range(n_iterations):\n",
    "        X_batch, y_batch = next_batch(batch_size, n_steps)\n",
    "        sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "        if iteration % 100 == 0:\n",
    "            mse = loss.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "            print(iteration, \"\\tMSE:\", mse)\n",
    "    \n",
    "    X_new = time_series(np.array(t_instance[:-1].reshape(-1, n_steps, n_inputs)))\n",
    "    y_pred = sess.run(outputs, feed_dict={X: X_new})\n",
    "    print(y_pred)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 37,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "plt.title(\"Testing the model\", fontsize=14)\n",
    "plt.plot(t_instance[:-1], time_series(t_instance[:-1]), \"bo\", markersize=10, label=\"instance\")\n",
    "plt.plot(t_instance[1:], time_series(t_instance[1:]), \"w*\", markersize=10, label=\"target\")\n",
    "plt.plot(t_instance[1:], y_pred[0,:,0], \"r.\", markersize=10, label=\"prediction\")\n",
    "plt.legend(loc=\"upper left\")\n",
    "plt.xlabel(\"Time\")\n",
    "\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Generating a creative new sequence"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 38,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_iterations = 2000\n",
    "batch_size = 50\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    for iteration in range(n_iterations):\n",
    "        X_batch, y_batch = next_batch(batch_size, n_steps)\n",
    "        sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "        if iteration % 100 == 0:\n",
    "            mse = loss.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "            print(iteration, \"\\tMSE:\", mse)\n",
    "\n",
    "    sequence1 = [0. for i in range(n_steps)]\n",
    "    for iteration in range(len(t) - n_steps):\n",
    "        X_batch = np.array(sequence1[-n_steps:]).reshape(1, n_steps, 1)\n",
    "        y_pred = sess.run(outputs, feed_dict={X: X_batch})\n",
    "        sequence1.append(y_pred[0, -1, 0])\n",
    "\n",
    "    sequence2 = [time_series(i * resolution + t_min + (t_max-t_min/3)) for i in range(n_steps)]\n",
    "    for iteration in range(len(t) - n_steps):\n",
    "        X_batch = np.array(sequence2[-n_steps:]).reshape(1, n_steps, 1)\n",
    "        y_pred = sess.run(outputs, feed_dict={X: X_batch})\n",
    "        sequence2.append(y_pred[0, -1, 0])\n",
    "\n",
    "plt.figure(figsize=(11,4))\n",
    "plt.subplot(121)\n",
    "plt.plot(t, sequence1, \"b-\")\n",
    "plt.plot(t[:n_steps], sequence1[:n_steps], \"b-\", linewidth=3)\n",
    "plt.xlabel(\"Time\")\n",
    "plt.ylabel(\"Value\")\n",
    "\n",
    "plt.subplot(122)\n",
    "plt.plot(t, sequence2, \"b-\")\n",
    "plt.plot(t[:n_steps], sequence2[:n_steps], \"b-\", linewidth=3)\n",
    "plt.xlabel(\"Time\")\n",
    "#save_fig(\"creative_sequence_plot\")\n",
    "plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Deep RNN"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## MultiRNNCell"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 39,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_inputs = 2\n",
    "n_neurons = 100\n",
    "n_layers = 3\n",
    "n_steps = 5\n",
    "keep_prob = 0.5\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "basic_cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons)\n",
    "multi_layer_cell = tf.contrib.rnn.MultiRNNCell([basic_cell] * n_layers)\n",
    "outputs, states = tf.nn.dynamic_rnn(multi_layer_cell, X, dtype=tf.float32)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 40,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "X_batch = rnd.rand(2, n_steps, n_inputs)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 41,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    outputs_val, states_val = sess.run([outputs, states], feed_dict={X: X_batch})"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 42,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "outputs_val.shape"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Dropout"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 43,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "from tensorflow.contrib.layers import fully_connected\n",
    "\n",
    "n_inputs = 1\n",
    "n_neurons = 100\n",
    "n_layers = 3\n",
    "n_steps = 20\n",
    "n_outputs = 1\n",
    "\n",
    "keep_prob = 0.5\n",
    "learning_rate = 0.001\n",
    "\n",
    "is_training = True\n",
    "\n",
    "def deep_rnn_with_dropout(X, y, is_training):\n",
    "    cell = tf.contrib.rnn.BasicRNNCell(num_units=n_neurons)\n",
    "    if is_training:\n",
    "        cell = tf.contrib.rnn.DropoutWrapper(cell, input_keep_prob=keep_prob)\n",
    "    multi_layer_cell = tf.contrib.rnn.MultiRNNCell([cell] * n_layers)\n",
    "    rnn_outputs, states = tf.nn.dynamic_rnn(multi_layer_cell, X, dtype=tf.float32)\n",
    "\n",
    "    stacked_rnn_outputs = tf.reshape(rnn_outputs, [-1, n_neurons])\n",
    "    stacked_outputs = fully_connected(stacked_rnn_outputs, n_outputs, activation_fn=None)\n",
    "    outputs = tf.reshape(stacked_outputs, [-1, n_steps, n_outputs])\n",
    "\n",
    "    loss = tf.reduce_sum(tf.square(outputs - y))\n",
    "    optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "    training_op = optimizer.minimize(loss)\n",
    "\n",
    "    return outputs, loss, training_op\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "y = tf.placeholder(tf.float32, [None, n_steps, n_outputs])\n",
    "outputs, loss, training_op = deep_rnn_with_dropout(X, y, is_training)\n",
    "init = tf.global_variables_initializer()\n",
    "saver = tf.train.Saver()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 44,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_iterations = 2000\n",
    "batch_size = 50\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    if is_training:\n",
    "        init.run()\n",
    "        for iteration in range(n_iterations):\n",
    "            X_batch, y_batch = next_batch(batch_size, n_steps)\n",
    "            sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "            if iteration % 100 == 0:\n",
    "                mse = loss.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "                print(iteration, \"\\tMSE:\", mse)\n",
    "        save_path = saver.save(sess, \"/tmp/my_model.ckpt\")\n",
    "    else:\n",
    "        saver.restore(sess, \"/tmp/my_model.ckpt\")\n",
    "        X_new = time_series(np.array(t_instance[:-1].reshape(-1, n_steps, n_inputs)))\n",
    "        y_pred = sess.run(outputs, feed_dict={X: X_new})\n",
    "        \n",
    "        plt.title(\"Testing the model\", fontsize=14)\n",
    "        plt.plot(t_instance[:-1], time_series(t_instance[:-1]), \"bo\", markersize=10, label=\"instance\")\n",
    "        plt.plot(t_instance[1:], time_series(t_instance[1:]), \"w*\", markersize=10, label=\"target\")\n",
    "        plt.plot(t_instance[1:], y_pred[0,:,0], \"r.\", markersize=10, label=\"prediction\")\n",
    "        plt.legend(loc=\"upper left\")\n",
    "        plt.xlabel(\"Time\")\n",
    "        plt.show()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# LSTM"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 45,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "from tensorflow.contrib.layers import fully_connected\n",
    "\n",
    "n_steps = 28\n",
    "n_inputs = 28\n",
    "n_neurons = 150\n",
    "n_outputs = 10\n",
    "\n",
    "learning_rate = 0.001\n",
    "\n",
    "X = tf.placeholder(tf.float32, [None, n_steps, n_inputs])\n",
    "y = tf.placeholder(tf.int32, [None])\n",
    "\n",
    "lstm_cell = tf.contrib.rnn.BasicLSTMCell(num_units=n_neurons)\n",
    "multi_cell = tf.contrib.rnn.MultiRNNCell([lstm_cell]*3)\n",
    "outputs, states = tf.nn.dynamic_rnn(multi_cell, X, dtype=tf.float32)\n",
    "top_layer_h_state = states[-1][1]\n",
    "logits = fully_connected(top_layer_h_state, n_outputs, activation_fn=None, scope=\"softmax\")\n",
    "xentropy = tf.nn.sparse_softmax_cross_entropy_with_logits(labels=y, logits=logits)\n",
    "loss = tf.reduce_mean(xentropy, name=\"loss\")\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "correct = tf.nn.in_top_k(logits, y, 1)\n",
    "accuracy = tf.reduce_mean(tf.cast(correct, tf.float32))\n",
    "    \n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 46,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "states"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 47,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "top_layer_h_state"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 48,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "n_epochs = 10\n",
    "batch_size = 150\n",
    "\n",
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    for epoch in range(n_epochs):\n",
    "        for iteration in range(mnist.train.num_examples // batch_size):\n",
    "            X_batch, y_batch = mnist.train.next_batch(batch_size)\n",
    "            X_batch = X_batch.reshape((batch_size, n_steps, n_inputs))\n",
    "            sess.run(training_op, feed_dict={X: X_batch, y: y_batch})\n",
    "        acc_train = accuracy.eval(feed_dict={X: X_batch, y: y_batch})\n",
    "        acc_test = accuracy.eval(feed_dict={X: X_test, y: y_test})\n",
    "        print(\"Epoch\", epoch, \"Train accuracy =\", acc_train, \"Test accuracy =\", acc_test)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Distributing layers across devices"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 49,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "import tensorflow as tf\n",
    "\n",
    "class DeviceCellWrapper(tf.contrib.rnn.RNNCell):\n",
    "  def __init__(self, device, cell):\n",
    "    self._cell = cell\n",
    "    self._device = device\n",
    "\n",
    "  @property\n",
    "  def state_size(self):\n",
    "    return self._cell.state_size\n",
    "\n",
    "  @property\n",
    "  def output_size(self):\n",
    "    return self._cell.output_size\n",
    "\n",
    "  def __call__(self, inputs, state, scope=None):\n",
    "    with tf.device(self._device):\n",
    "        return self._cell(inputs, state, scope)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 50,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "n_inputs = 5\n",
    "n_neurons = 100\n",
    "devices = [\"/cpu:0\"]*5\n",
    "n_steps = 20\n",
    "X = tf.placeholder(tf.float32, shape=[None, n_steps, n_inputs])\n",
    "lstm_cells = [DeviceCellWrapper(device, tf.contrib.rnn.BasicRNNCell(num_units=n_neurons))\n",
    "              for device in devices]\n",
    "multi_layer_cell = tf.contrib.rnn.MultiRNNCell(lstm_cells)\n",
    "outputs, states = tf.nn.dynamic_rnn(multi_layer_cell, X, dtype=tf.float32)\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 51,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "with tf.Session() as sess:\n",
    "    init.run()\n",
    "    print(sess.run(outputs, feed_dict={X: rnd.rand(2, n_steps, n_inputs)}))"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Embeddings"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "This section is based on TensorFlow's [Word2Vec tutorial](https://www.tensorflow.org/versions/r0.11/tutorials/word2vec/index.html)."
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Fetch the data"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "from six.moves import urllib\n",
    "\n",
    "import os\n",
    "import zipfile\n",
    "import urllib.request\n",
    "\n",
    "WORDS_PATH = \"datasets/words\"\n",
    "WORDS_URL = 'http://mattmahoney.net/dc/text8.zip'\n",
    "\n",
    "def fetch_words_data(words_url=WORDS_URL, words_path=WORDS_PATH):\n",
    "    os.makedirs(words_path, exist_ok=True)\n",
    "    zip_path = os.path.join(words_path, \"words.zip\")\n",
    "    if not os.path.exists(zip_path):\n",
    "        urllib.request.urlretrieve(words_url, zip_path)\n",
    "    with zipfile.ZipFile(zip_path) as f:\n",
    "        data = f.read(f.namelist()[0])\n",
    "    return data.decode(\"ascii\").split()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "words = fetch_words_data()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "words[:5]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Build the dictionary"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "from collections import Counter\n",
    "\n",
    "vocabulary_size = 50000\n",
    "\n",
    "vocabulary = [(\"UNK\", None)] + Counter(words).most_common(vocabulary_size - 1)\n",
    "vocabulary = np.array([word for word, _ in vocabulary])\n",
    "dictionary = {word: code for code, word in enumerate(vocabulary)}\n",
    "data = np.array([dictionary.get(word, 0) for word in words])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "\" \".join(words[:9]), data[:9]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "\" \".join([vocabulary[word_index] for word_index in [5241, 3081, 12, 6, 195, 2, 3134, 46, 59]])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 13,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "words[24], data[24]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Generate batches"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 14,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "import random\n",
    "from collections import deque\n",
    "\n",
    "def generate_batch(batch_size, num_skips, skip_window):\n",
    "    global data_index\n",
    "    assert batch_size % num_skips == 0\n",
    "    assert num_skips <= 2 * skip_window\n",
    "    batch = np.ndarray(shape=(batch_size), dtype=np.int32)\n",
    "    labels = np.ndarray(shape=(batch_size, 1), dtype=np.int32)\n",
    "    span = 2 * skip_window + 1 # [ skip_window target skip_window ]\n",
    "    buffer = deque(maxlen=span)\n",
    "    for _ in range(span):\n",
    "        buffer.append(data[data_index])\n",
    "        data_index = (data_index + 1) % len(data)\n",
    "    for i in range(batch_size // num_skips):\n",
    "        target = skip_window  # target label at the center of the buffer\n",
    "        targets_to_avoid = [ skip_window ]\n",
    "        for j in range(num_skips):\n",
    "            while target in targets_to_avoid:\n",
    "                target = random.randint(0, span - 1)\n",
    "            targets_to_avoid.append(target)\n",
    "            batch[i * num_skips + j] = buffer[skip_window]\n",
    "            labels[i * num_skips + j, 0] = buffer[target]\n",
    "        buffer.append(data[data_index])\n",
    "        data_index = (data_index + 1) % len(data)\n",
    "    return batch, labels"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 15,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "data_index=0\n",
    "batch, labels = generate_batch(8, 2, 1)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 16,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "batch, [vocabulary[word] for word in batch]"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 17,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "labels, [vocabulary[word] for word in labels[:, 0]]"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Build the model"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 18,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "batch_size = 128\n",
    "embedding_size = 128  # Dimension of the embedding vector.\n",
    "skip_window = 1       # How many words to consider left and right.\n",
    "num_skips = 2         # How many times to reuse an input to generate a label.\n",
    "\n",
    "# We pick a random validation set to sample nearest neighbors. Here we limit the\n",
    "# validation samples to the words that have a low numeric ID, which by\n",
    "# construction are also the most frequent.\n",
    "valid_size = 16     # Random set of words to evaluate similarity on.\n",
    "valid_window = 100  # Only pick dev samples in the head of the distribution.\n",
    "valid_examples = rnd.choice(valid_window, valid_size, replace=False)\n",
    "num_sampled = 64    # Number of negative examples to sample.\n",
    "\n",
    "learning_rate = 0.01"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 19,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "tf.reset_default_graph()\n",
    "\n",
    "# Input data.\n",
    "train_inputs = tf.placeholder(tf.int32, shape=[batch_size])\n",
    "train_labels = tf.placeholder(tf.int32, shape=[batch_size, 1])\n",
    "valid_dataset = tf.constant(valid_examples, dtype=tf.int32)\n",
    "\n",
    "# Look up embeddings for inputs.\n",
    "init_embeddings = tf.random_uniform([vocabulary_size, embedding_size], -1.0, 1.0)\n",
    "embeddings = tf.Variable(init_embeddings)\n",
    "embed = tf.nn.embedding_lookup(embeddings, train_inputs)\n",
    "\n",
    "# Construct the variables for the NCE loss\n",
    "nce_weights = tf.Variable(\n",
    "    tf.truncated_normal([vocabulary_size, embedding_size],\n",
    "                        stddev=1.0 / np.sqrt(embedding_size)))\n",
    "nce_biases = tf.Variable(tf.zeros([vocabulary_size]))\n",
    "\n",
    "# Compute the average NCE loss for the batch.\n",
    "# tf.nce_loss automatically draws a new sample of the negative labels each\n",
    "# time we evaluate the loss.\n",
    "loss = tf.reduce_mean(\n",
    "    tf.nn.nce_loss(nce_weights, nce_biases, train_labels, embed,\n",
    "                   num_sampled, vocabulary_size))\n",
    "\n",
    "# Construct the Adam optimizer\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "\n",
    "# Compute the cosine similarity between minibatch examples and all embeddings.\n",
    "norm = tf.sqrt(tf.reduce_sum(tf.square(embeddings), axis=1, keep_dims=True))\n",
    "normalized_embeddings = embeddings / norm\n",
    "valid_embeddings = tf.nn.embedding_lookup(normalized_embeddings, valid_dataset)\n",
    "similarity = tf.matmul(valid_embeddings, normalized_embeddings, transpose_b=True)\n",
    "\n",
    "# Add variable initializer.\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Train the model"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "num_steps = 100001\n",
    "\n",
    "with tf.Session() as session:\n",
    "    init.run()\n",
    "\n",
    "    average_loss = 0\n",
    "    for step in range(num_steps):\n",
    "        print(\"\\rIteration: {}\".format(step), end=\"\\t\")\n",
    "        batch_inputs, batch_labels = generate_batch(batch_size, num_skips, skip_window)\n",
    "        feed_dict = {train_inputs : batch_inputs, train_labels : batch_labels}\n",
    "\n",
    "        # We perform one update step by evaluating the training op (including it\n",
    "        # in the list of returned values for session.run()\n",
    "        _, loss_val = session.run([training_op, loss], feed_dict=feed_dict)\n",
    "        average_loss += loss_val\n",
    "\n",
    "        if step % 2000 == 0:\n",
    "            if step > 0:\n",
    "                average_loss /= 2000\n",
    "            # The average loss is an estimate of the loss over the last 2000 batches.\n",
    "            print(\"Average loss at step \", step, \": \", average_loss)\n",
    "            average_loss = 0\n",
    "\n",
    "        # Note that this is expensive (~20% slowdown if computed every 500 steps)\n",
    "        if step % 10000 == 0:\n",
    "            sim = similarity.eval()\n",
    "            for i in range(valid_size):\n",
    "                valid_word = vocabulary[valid_examples[i]]\n",
    "                top_k = 8 # number of nearest neighbors\n",
    "                nearest = (-sim[i, :]).argsort()[1:top_k+1]\n",
    "                log_str = \"Nearest to %s:\" % valid_word\n",
    "                for k in range(top_k):\n",
    "                    close_word = vocabulary[nearest[k]]\n",
    "                    log_str = \"%s %s,\" % (log_str, close_word)\n",
    "                print(log_str)\n",
    "\n",
    "    final_embeddings = normalized_embeddings.eval()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "Let's save the final embeddings (of course you can use a TensorFlow `Saver` if you prefer):"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 21,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "np.save(\"./my_final_embeddings.npy\", final_embeddings)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "## Plot the embeddings"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "def plot_with_labels(low_dim_embs, labels):\n",
    "    assert low_dim_embs.shape[0] >= len(labels), \"More labels than embeddings\"\n",
    "    plt.figure(figsize=(18, 18))  #in inches\n",
    "    for i, label in enumerate(labels):\n",
    "        x, y = low_dim_embs[i,:]\n",
    "        plt.scatter(x, y)\n",
    "        plt.annotate(label,\n",
    "                     xy=(x, y),\n",
    "                     xytext=(5, 2),\n",
    "                     textcoords='offset points',\n",
    "                     ha='right',\n",
    "                     va='bottom')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 23,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "from sklearn.manifold import TSNE\n",
    "\n",
    "tsne = TSNE(perplexity=30, n_components=2, init='pca', n_iter=5000)\n",
    "plot_only = 500\n",
    "low_dim_embs = tsne.fit_transform(final_embeddings[:plot_only,:])\n",
    "labels = [vocabulary[i] for i in range(plot_only)]\n",
    "plot_with_labels(low_dim_embs, labels)"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Machine Translation"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "The `basic_rnn_seq2seq()` function creates a simple Encoder/Decoder model: it first runs an RNN to encode `encoder_inputs` into a state vector, then runs a decoder initialized with the last encoder state on `decoder_inputs`. Encoder and decoder use the same RNN cell type but they don't share parameters."
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 24,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "import tensorflow as tf\n",
    "tf.reset_default_graph()\n",
    "\n",
    "n_steps = 50\n",
    "n_neurons = 200\n",
    "n_layers = 3\n",
    "num_encoder_symbols = 20000\n",
    "num_decoder_symbols = 20000\n",
    "embedding_size = 150\n",
    "learning_rate = 0.01\n",
    "\n",
    "X = tf.placeholder(tf.int32, [None, n_steps]) # English sentences\n",
    "Y = tf.placeholder(tf.int32, [None, n_steps]) # French translations\n",
    "W = tf.placeholder(tf.float32, [None, n_steps - 1, 1])\n",
    "Y_input = Y[:, :-1]\n",
    "Y_target = Y[:, 1:]\n",
    "\n",
    "encoder_inputs = tf.unstack(tf.transpose(X)) # list of 1D tensors\n",
    "decoder_inputs = tf.unstack(tf.transpose(Y_input)) # list of 1D tensors\n",
    "\n",
    "lstm_cell = tf.contrib.rnn.BasicLSTMCell(num_units=n_neurons)\n",
    "cell = tf.contrib.rnn.MultiRNNCell([lstm_cell] * n_layers)\n",
    "\n",
    "output_seqs, states = tf.contrib.legacy_seq2seq.embedding_rnn_seq2seq(\n",
    "    encoder_inputs,\n",
    "    decoder_inputs,\n",
    "    cell,\n",
    "    num_encoder_symbols,\n",
    "    num_decoder_symbols,\n",
    "    embedding_size)\n",
    "\n",
    "logits = tf.transpose(tf.unstack(output_seqs), perm=[1, 0, 2])"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 25,
   "metadata": {
    "collapsed": false,
    "deletable": true,
    "editable": true
   },
   "outputs": [],
   "source": [
    "logits_flat = tf.reshape(logits, [-1, num_decoder_symbols])\n",
    "Y_target_flat = tf.reshape(Y_target, [-1])\n",
    "W_flat = tf.reshape(W, [-1])\n",
    "xentropy = W_flat * tf.nn.sparse_softmax_cross_entropy_with_logits(labels=Y_target_flat, logits=logits_flat)\n",
    "loss = tf.reduce_mean(xentropy)\n",
    "optimizer = tf.train.AdamOptimizer(learning_rate=learning_rate)\n",
    "training_op = optimizer.minimize(loss)\n",
    "\n",
    "init = tf.global_variables_initializer()"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "collapsed": true,
    "deletable": true,
    "editable": true
   },
   "source": [
    "# Exercise solutions"
   ]
  },
  {
   "cell_type": "markdown",
   "metadata": {
    "deletable": true,
    "editable": true
   },
   "source": [
    "**Coming soon**"
   ]
  }
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