add option to save prediction to normalized or original data scale

travisdesell · Jul 29, 2024 · 61750c2 · 61750c2
1 parent b2c8a7b
commit 61750c2
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Showing 5 changed files with 24 additions and 11 deletions.
diff --git a/rnn/rnn.cxx b/rnn/rnn.cxx
@@ -592,7 +592,7 @@ vector<double> RNN::get_predictions(
 void RNN::write_predictions(
     string output_filename, const vector<string>& input_parameter_names, const vector<string>& output_parameter_names,
     const vector<vector<double> >& series_data, const vector<vector<double> >& expected_outputs,
-    TimeSeriesSets* time_series_sets, bool using_dropout, double dropout_probability
+    TimeSeriesSets* time_series_sets, bool using_dropout, double dropout_probability, bool normalize_predictions
 ) {
     forward_pass(series_data, using_dropout, false, dropout_probability);
 
@@ -629,20 +629,30 @@ void RNN::write_predictions(
             if (i > 0) {
                 outfile << ",";
             }
-            outfile << series_data[i][j];
-            // outfile << time_series_sets->denormalize(input_parameter_names[i], series_data[i][j]);
+            if (normalize_predictions) {
+                outfile << series_data[i][j];
+            } else {
+                outfile << time_series_sets->denormalize(input_parameter_names[i], series_data[i][j]);
+            }
         }
 
         for (int32_t i = 0; i < (int32_t) output_nodes.size(); i++) {
             outfile << ",";
-            outfile << expected_outputs[i][j];
-            // outfile << time_series_sets->denormalize(output_parameter_names[i], expected_outputs[i][j]);
+            if (normalize_predictions) {
+                outfile << expected_outputs[i][j];
+            } else {
+                outfile << time_series_sets->denormalize(output_parameter_names[i], expected_outputs[i][j]);
+            }
+
         }
 
         for (int32_t i = 0; i < (int32_t) output_nodes.size(); i++) {
             outfile << ",";
-            outfile << output_nodes[i]->output_values[j];
-            // outfile << time_series_sets->denormalize(output_parameter_names[i], output_nodes[i]->output_values[j]);
+            if (normalize_predictions) {
+                outfile << output_nodes[i]->output_values[j];
+            } else {
+                outfile << time_series_sets->denormalize(output_parameter_names[i], output_nodes[i]->output_values[j]);
+            }
         }
         outfile << endl;
     }

diff --git a/rnn/rnn.hxx b/rnn/rnn.hxx
@@ -73,7 +73,7 @@ class RNN {
         string output_filename, const vector<string>& input_parameter_names,
         const vector<string>& output_parameter_names, const vector<vector<double> >& series_data,
         const vector<vector<double> >& expected_outputs, TimeSeriesSets* time_series_sets, bool using_dropout,
-        double dropout_probability
+        double dropout_probability, bool normalize_predictions
     );
 
     void initialize_randomly();

diff --git a/rnn/rnn_genome.cxx b/rnn/rnn_genome.cxx
@@ -1315,7 +1315,7 @@ vector<vector<double> > RNN_Genome::get_predictions(
 void RNN_Genome::write_predictions(
     string output_directory, const vector<string>& input_filenames, const vector<double>& parameters,
     const vector<vector<vector<double> > >& inputs, const vector<vector<vector<double> > >& outputs,
-    TimeSeriesSets* time_series_sets
+    TimeSeriesSets* time_series_sets, bool normalize_predictions
 ) {
     RNN* rnn = get_rnn();
     rnn->set_weights(parameters);
@@ -1335,7 +1335,7 @@ void RNN_Genome::write_predictions(
 
         rnn->write_predictions(
             output_filename, input_parameter_names, output_parameter_names, inputs[i], outputs[i], time_series_sets,
-            use_dropout, dropout_probability
+            use_dropout, dropout_probability, normalize_predictions
         );
     }
 

diff --git a/rnn/rnn_genome.hxx b/rnn/rnn_genome.hxx
@@ -229,7 +229,7 @@ class RNN_Genome {
     void write_predictions(
         string output_directory, const vector<string>& input_filenames, const vector<double>& parameters,
         const vector<vector<vector<double> > >& inputs, const vector<vector<vector<double> > >& outputs,
-        TimeSeriesSets* time_series_sets
+        TimeSeriesSets* time_series_sets, bool normalize_predictions
     );
     // void write_predictions(string output_directory, const vector<string> &input_filenames, const vector<double>
     // &parameters, const vector< vector< vector<double> > > &inputs, const vector< vector< vector<double> > > &outputs,

diff --git a/rnn_examples/evaluate_rnn.cxx b/rnn_examples/evaluate_rnn.cxx
@@ -63,6 +63,9 @@ int main(int argc, char** argv) {
     int32_t time_offset = 1;
     get_argument(arguments, "--time_offset", true, time_offset);
 
+    bool normalize_predictions = false;
+    get_argument(arguments, "--normalize_predictions", true, normalize_predictions);
+
     time_series_sets->export_test_series(time_offset, testing_inputs, testing_outputs);
 
     vector<double> best_parameters = genome->get_best_parameters();