I am trying to learn keras, specifically LSTM for anomaly detection in time series, and to do so I have been following the examples online. Yet for some reason, it is not working. I have done as was suggested on a previous post relating to TypeError: only integer scalar arrays can be converted to a scalar index, but nothing has worked. From that, I gather it has something to do with Numpy. Here is my code:
import numpy
import pandas
import matplotlib.pyplot as plt
import math
import tensorflow as tf
from keras.models import Sequential
from keras.layers import Dense
from keras.layers import LSTM
from sklearn.preprocessing import MinMaxScaler
from sklearn.metrics import mean_squared_error
# fix random seed for reproducibility
numpy.random.seed(7)
#load the dataset
dataframe = pandas.read_csv('international-airline-passengers.csv', usecols=[1], engine='python', skipfooter=3)
dataset = dataframe.values
dataset = dataset.astype('float32')
#normalize the dataset
scaler = MinMaxScaler(feature_range=(0, 1))
dataset = scaler.fit_transform(dataset)
# split into train and test sets
train_size = int(len(dataset)*0.67)
test_size = len(dataset) - train_size
train, test = dataset[0:train_size,:], dataset[train_size:len(dataset),:]
print(len(train), len(test))
# convert an array of values into a dataset matrix
def create_dataset(dataset, look_back=1):
dataX, dataY = [], []
for i in range(len(dataset) - look_back - 1):
a = dataset[i:(i + look_back), 0]
dataX.append(a)
dataY.append(dataset[i + look_back, 0])
return numpy.array(dataX), numpy.array(dataY)
# reshape into X=t and Y=t+1
look_back = 1
trainX = create_dataset(train, look_back)[0]
trainY = create_dataset(train, look_back)[0]
testX = create_dataset(test, look_back)[0]
testY = create_dataset(test, look_back)[0]
#reshape input to be [samples, time steps, features]
trainX = numpy.reshape(trainX, (trainX[0], 1, trainX.shape[1]))[0]
testX = numpy.reshape(testX)
# create and fit the LSTM network
model = Sequential()[0]
model.add(LSTM(4, input_shape=(1, look_back)))
model.add(Dense(1))[0]
model.compile(loss='mean_squared_error', optimizer='adam')
model.fit(trainX, trainY, epochs=100, batch_size=1, verbose=2)
#make predictions
trainPredict = model.predict(trainX)
testPredict = model.predict(testX)
#invert predictions
trainPredict = scaler.inverse_transform(trainPredict)
trainY = scaler.inverse_transform([trainY])[0]
# calculate root mean squared error
trainScore = math.sqrt(mean_squared_error(train[0], trainPredict[:,0]))
print('Train Score: %.2f RMSE' % (trainScore))
testScore = math.sqrt(mean_squared_error(testY[0], testPredict[:,0]))
print('Test Score: %.2f' % (testScore))
# shift train predictions for plotting
trainPredictPlot = numpy.empty_like(dataset)
trainPredictPlot[:, :] = numpy.nan
trainPredictPlot[look_back:len(trainPredict)+look_back, :] = trainPredict
# shift test predictions for plotting
testPredictPlot = numpy.empty_like(dataset)
testPredictPlot[:, :] = numpy.nan
testPredictPlot[len(trainPredict)+(look_back*2)+1:len(dataset)-1, :] = testPredict
# plot baseline and predictions
plt.plot(scaler.inverse_transform(dataset))
plt.plot(trainPredictPlot)
plt.plot(testPredictPlot)
plt.show()
And from that i get the errors:
Using TensorFlow backend.
96 48
Traceback (most recent call last):
File "C:\Users\fires\Anaconda3\envs\python3.5\lib\site-packages\numpy\core\fromnumeric.py", line 57, in _wrapfunc
return getattr(obj, method)(*args, **kwds)
TypeError: only integer scalar arrays can be converted to a scalar index
During handling of the above exception, another exception occurred:
Traceback (most recent call last):
File "C:/Users/fires/PycharmProjects/RSI/Test 1.py", line 52, in <module>
trainX = numpy.reshape(trainX, (trainX[0], 1, trainX.shape[1]))[0]
File "C:\Users\fires\Anaconda3\envs\python3.5\lib\site-packages\numpy\core\fromnumeric.py", line 232, in reshape
return _wrapfunc(a, 'reshape', newshape, order=order)
File "C:\Users\fires\Anaconda3\envs\python3.5\lib\site-packages\numpy\core\fromnumeric.py", line 67, in _wrapfunc
return _wrapit(obj, method, *args, **kwds)
File "C:\Users\fires\Anaconda3\envs\python3.5\lib\site-packages\numpy\core\fromnumeric.py", line 47, in _wrapit
result = getattr(asarray(obj), method)(*args, **kwds)
TypeError: only integer scalar arrays can be converted to a scalar index
Using Tensorflow backendis not an error message - it is an informative message, since you may run Keras with other backends (Theano, and recently CNTK). I have updated your post title accordingly