Your first neural network¶

In this project, you'll build your first neural network and use it to predict daily bike rental ridership. We've provided some of the code, but left the implementation of the neural network up to you (for the most part). After you've submitted this project, feel free to explore the data and the model more.

%matplotlib inline
%config InlineBackend.figure_format = 'retina'

import numpy as np
import pandas as pd
import matplotlib.pyplot as plt

Load and prepare the data¶

A critical step in working with neural networks is preparing the data correctly. Variables on different scales make it difficult for the network to efficiently learn the correct weights. Below, we've written the code to load and prepare the data. You'll learn more about this soon!

data_path = 'Bike-Sharing-Dataset/hour.csv'

rides = pd.read_csv(data_path)

rides.head()

Checking out the data¶

This dataset has the number of riders for each hour of each day from January 1 2011 to December 31 2012. The number of riders is split between casual and registered, summed up in the cnt column. You can see the first few rows of the data above.

Below is a plot showing the number of bike riders over the first 10 days in the data set. You can see the hourly rentals here. This data is pretty complicated! The weekends have lower over all ridership and there are spikes when people are biking to and from work during the week. Looking at the data above, we also have information about temperature, humidity, and windspeed, all of these likely affecting the number of riders. You'll be trying to capture all this with your model.

rides[:24*10].plot(x='dteday', y='cnt')

<matplotlib.axes._subplots.AxesSubplot at 0x8c867f0>

Dummy variables¶

Here we have some categorical variables like season, weather, month. To include these in our model, we'll need to make binary dummy variables. This is simple to do with Pandas thanks to get_dummies().

dummy_fields = ['season', 'weathersit', 'mnth', 'hr', 'weekday']
for each in dummy_fields:
    dummies = pd.get_dummies(rides[each], prefix=each, drop_first=False)
    rides = pd.concat([rides, dummies], axis=1)

fields_to_drop = ['instant', 'dteday', 'season', 'weathersit', 
                  'weekday', 'atemp', 'mnth', 'workingday', 'hr']
data = rides.drop(fields_to_drop, axis=1)
data.head()

Scaling target variables¶

To make training the network easier, we'll standardize each of the continuous variables. That is, we'll shift and scale the variables such that they have zero mean and a standard deviation of 1.

The scaling factors are saved so we can go backwards when we use the network for predictions.

quant_features = ['casual', 'registered', 'cnt', 'temp', 'hum', 'windspeed']
# Store scalings in a dictionary so we can convert back later
scaled_features = {}
for each in quant_features:
    mean, std = data[each].mean(), data[each].std()
    scaled_features[each] = [mean, std]
    data.loc[:, each] = (data[each] - mean)/std

Splitting the data into training, testing, and validation sets¶

We'll save the last 21 days of the data to use as a test set after we've trained the network. We'll use this set to make predictions and compare them with the actual number of riders.

# Save the last 21 days 
test_data = data[-21*24:]
data = data[:-21*24]

# Separate the data into features and targets
target_fields = ['cnt', 'casual', 'registered']
features, targets = data.drop(target_fields, axis=1), data[target_fields]
test_features, test_targets = test_data.drop(target_fields, axis=1), test_data[target_fields]

We'll split the data into two sets, one for training and one for validating as the network is being trained. Since this is time series data, we'll train on historical data, then try to predict on future data (the validation set).

# Hold out the last 60 days of the remaining data as a validation set
train_features, train_targets = features[:-60*24], targets[:-60*24]
val_features, val_targets = features[-60*24:], targets[-60*24:]

Time to build the network¶

Below you'll build your network. We've built out the structure and the backwards pass. You'll implement the forward pass through the network. You'll also set the hyperparameters: the learning rate, the number of hidden units, and the number of training passes.

The network has two layers, a hidden layer and an output layer. The hidden layer will use the sigmoid function for activations. The output layer has only one node and is used for the regression, the output of the node is the same as the input of the node. That is, the activation function is $f(x)=x$. A function that takes the input signal and generates an output signal, but takes into account the threshold, is called an activation function. We work through each layer of our network calculating the outputs for each neuron. All of the outputs from one layer become inputs to the neurons on the next layer. This process is called forward propagation.

We use the weights to propagate signals forward from the input to the output layers in a neural network. We use the weights to also propagate error backwards from the output back into the network to update our weights. This is called backpropagation.

Hint: You'll need the derivative of the output activation function ($f(x) = x$) for the backpropagation implementation. If you aren't familiar with calculus, this function is equivalent to the equation $y = x$. What is the slope of that equation? That is the derivative of $f(x)$.

Below, you have these tasks:

Implement the sigmoid function to use as the activation function. Set self.activation_function in __init__ to your sigmoid function.
Implement the forward pass in the train method.
Implement the backpropagation algorithm in the train method, including calculating the output error.
Implement the forward pass in the run method.

class NeuralNetwork(object):
    def __init__(self, input_nodes, hidden_nodes, output_nodes, learning_rate):
        # Set number of nodes in input, hidden and output layers.
        self.input_nodes = input_nodes
        self.hidden_nodes = hidden_nodes
        self.output_nodes = output_nodes

        # Initialize weights
        self.weights_input_to_hidden = np.random.normal(0.0, self.hidden_nodes**-0.5, 
                                       (self.hidden_nodes, self.input_nodes))

        self.weights_hidden_to_output = np.random.normal(0.0, self.output_nodes**-0.5, 
                                       (self.output_nodes, self.hidden_nodes))
        self.lr = learning_rate
        
        #### Set this to your implemented sigmoid function ####
        # Activation function is the sigmoid function
        def sigmoid(x):    
            return 1 / (1 + np.exp(-x))
        self.activation_function = sigmoid 
    
    def train(self, inputs_list, targets_list):
        # Convert inputs list to 2d array
        inputs = np.array(inputs_list, ndmin=2).T
        targets = np.array(targets_list, ndmin=2).T
        
        #### Implement the forward pass here ####
        ### Forward pass ###
        # TODO: Hidden layer
        hidden_inputs = np.dot(self.weights_input_to_hidden, inputs)# signals into hidden layer
        hidden_outputs = self.activation_function(hidden_inputs)# signals from hidden layer

        # TODO: Output layer
        final_inputs = np.dot(self.weights_hidden_to_output, hidden_outputs) # signals into final output layer
        final_outputs = final_inputs # signals from final output layer
              
        #### Implement the backward pass here ####
        ### Backward pass ###
        
        # TODO: Output error
        output_errors = targets-final_outputs # Output layer error is the difference between desired target and actual output.
         
        # TODO: Backpropagated error
        hidden_errors = np.dot(output_errors, self.weights_hidden_to_output) # errors propagated to the hidden layer
        hidden_grad = hidden_outputs * (1 - hidden_outputs) # hidden layer gradients

        # TODO: Update the weights
        self.weights_hidden_to_output += self.lr * (output_errors * hidden_outputs).T # update hidden-to-output weights with gradient descent step
        self.weights_input_to_hidden += self.lr * np.dot(hidden_errors.T * hidden_grad, inputs.T) # update input-to-hidden weights with gradient descent step
 
        
    def run(self, inputs_list):
        # Run a forward pass through the network
        inputs = np.array(inputs_list, ndmin=2).T
        
        #### Implement the forward pass here ####
        # TODO: Hidden layer
        hidden_inputs = np.dot(self.weights_input_to_hidden, inputs) # signals into hidden layer
        hidden_outputs = self.activation_function(hidden_inputs) # signals from hidden layer
        
        # TODO: Output layer
        final_inputs = np.dot(self.weights_hidden_to_output, hidden_outputs) # signals into final output layer
        final_outputs = final_inputs # signals from final output layer 
        
        return final_outputs

def MSE(y, Y):
    return np.mean((y-Y)**2)

Training the network¶

Here you'll set the hyperparameters for the network. The strategy here is to find hyperparameters such that the error on the training set is low, but you're not overfitting to the data. If you train the network too long or have too many hidden nodes, it can become overly specific to the training set and will fail to generalize to the validation set. That is, the loss on the validation set will start increasing as the training set loss drops.

You'll also be using a method know as Stochastic Gradient Descent (SGD) to train the network. The idea is that for each training pass, you grab a random sample of the data instead of using the whole data set. You use many more training passes than with normal gradient descent, but each pass is much faster. This ends up training the network more efficiently. You'll learn more about SGD later.

Choose the number of epochs¶

This is the number of times the dataset will pass through the network, each time updating the weights. As the number of epochs increases, the network becomes better and better at predicting the targets in the training set. You'll need to choose enough epochs to train the network well but not too many or you'll be overfitting.

Choose the learning rate¶

This scales the size of weight updates. If this is too big, the weights tend to explode and the network fails to fit the data. A good choice to start at is 0.1. If the network has problems fitting the data, try reducing the learning rate. Note that the lower the learning rate, the smaller the steps are in the weight updates and the longer it takes for the neural network to converge.

Choose the number of hidden nodes¶

The more hidden nodes you have, the more accurate predictions the model will make. Try a few different numbers and see how it affects the performance. You can look at the losses dictionary for a metric of the network performance. If the number of hidden units is too low, then the model won't have enough space to learn and if it is too high there are too many options for the direction that the learning can take. The trick here is to find the right balance in number of hidden units you choose.

import sys

### Set the hyperparameters here ###
epochs = 500
learning_rate = 0.1
hidden_nodes = 25
output_nodes = 1

N_i = train_features.shape[1]
network = NeuralNetwork(N_i, hidden_nodes, output_nodes, learning_rate)

losses = {'train':[], 'validation':[]}
for e in range(epochs):
    # Go through a random batch of 128 records from the training data set
    batch = np.random.choice(train_features.index, size=128)
    for record, target in zip(train_features.ix[batch].values, 
                              train_targets.ix[batch]['cnt']):
        network.train(record, target)
    
    # Printing out the training progress
    train_loss = MSE(network.run(train_features), train_targets['cnt'].values)
    val_loss = MSE(network.run(val_features), val_targets['cnt'].values)
    sys.stdout.write("\rProgress: " + str(100 * e/float(epochs))[:4] \
                     + "% ... Training loss: " + str(train_loss)[:5] \
                     + " ... Validation loss: " + str(val_loss)[:5])
    
    losses['train'].append(train_loss)
    losses['validation'].append(val_loss)

Progress: 99.8% ... Training loss: 0.102 ... Validation loss: 0.151

plt.plot(losses['train'], label='Training loss')
plt.plot(losses['validation'], label='Validation loss')
plt.legend()
plt.ylim(ymax=0.5)

(-0.058953117417972226, 0.5)

Check out your predictions¶

Here, use the test data to view how well your network is modeling the data. If something is completely wrong here, make sure each step in your network is implemented correctly.

fig, ax = plt.subplots(figsize=(8,4))

mean, std = scaled_features['cnt']
predictions = network.run(test_features)*std + mean
ax.plot(predictions[0], label='Prediction')
ax.plot((test_targets['cnt']*std + mean).values, label='Data')
ax.set_xlim(right=len(predictions))
ax.legend()

dates = pd.to_datetime(rides.ix[test_data.index]['dteday'])
dates = dates.apply(lambda d: d.strftime('%b %d'))
ax.set_xticks(np.arange(len(dates))[12::24])
_ = ax.set_xticklabels(dates[12::24], rotation=45)
print(MSE(network.run(test_features), test_targets['cnt'].values))

0.20642225256

Thinking about your results¶

Answer these questions about your results. How well does the model predict the data? Where does it fail? Why does it fail where it does?

Note: You can edit the text in this cell by double clicking on it. When you want to render the text, press control + enter

Your answer below¶

The model, with 4 nodes (neurons) in the hidden layer, predicts the data reasonably well. The loss (error) in the training data achieved ~0.1, ~0.2 in the validation data. Increasing the number of nodes in the hidden layer lowers the loss only moderately. A visual comparison between the predicted and real data in the test data (last 21 days) shows that they largely match. During the time when they do not match, usually the predicted value is smaller than the actual value. I frankly do not know why it fails here.

A potential way to improve the model is to use the historical bike count data as features. This data set is a time series, and there are strong pattern (e.g. periodicity) over time. This pattern can be incorporated into the model.

(update 2017-02-09, 2nd submission)

Following the reviewer's suggestion, I tried a few bigger value for the number of hidden units, 10, 15, 25, 55. They did a better job in terms of the lowering the errors. A visual inspection shows that a number of 25 is a reasonably good choice. The reviwer's "rule of thubm" is great start!
The reviwer also raised a few questions about why the model failed during a certain period (after Dec 22). This is a good hint.
1. Dec 22 and the days after is the Christmas season, and people do not rent bikes as much as normal days.
2. The model, mostly trained with the data in normal days, over-predicted the demands during Christmas season.
3. To improve the model over Christmas days, we can create a new variable called "holiday season", and use the first year's Christmas data to train it, and predict the second year's. We can also use the bike demands from the 1st year as a new input variable.
4. There are a few next steps we can do:
  1. Incorporate history bike demands ('cnt' variable) as input feature
  2. Examine the weights and identify "important" features/inputs, and maybe remove unimportant ones.
  3. Calculate the profit gain (US Dollars) of a good prediction. After all, the purpose of this model is to help the company to save money or to increase revenue. It would be benefitial to a company if we can tell him that "this model will save you $1M a year".

Unit tests¶

Run these unit tests to check the correctness of your network implementation. These tests must all be successful to pass the project.

import unittest

inputs = [0.5, -0.2, 0.1]
targets = [0.4]
test_w_i_h = np.array([[0.1, 0.4, -0.3], 
                       [-0.2, 0.5, 0.2]])
test_w_h_o = np.array([[0.3, -0.1]])

class TestMethods(unittest.TestCase):
    
    ##########
    # Unit tests for data loading
    ##########
    
    def test_data_path(self):
        # Test that file path to dataset has been unaltered
        self.assertTrue(data_path.lower() == 'bike-sharing-dataset/hour.csv')
        
    def test_data_loaded(self):
        # Test that data frame loaded
        self.assertTrue(isinstance(rides, pd.DataFrame))
    
    ##########
    # Unit tests for network functionality
    ##########

    def test_activation(self):
        network = NeuralNetwork(3, 2, 1, 0.5)
        # Test that the activation function is a sigmoid
        self.assertTrue(np.all(network.activation_function(0.5) == 1/(1+np.exp(-0.5))))

    def test_train(self):
        # Test that weights are updated correctly on training
        network = NeuralNetwork(3, 2, 1, 0.5)
        network.weights_input_to_hidden = test_w_i_h.copy()
        network.weights_hidden_to_output = test_w_h_o.copy()
        
        network.train(inputs, targets)
        self.assertTrue(np.allclose(network.weights_hidden_to_output, 
                                    np.array([[ 0.37275328, -0.03172939]])))
        self.assertTrue(np.allclose(network.weights_input_to_hidden,
                                    np.array([[ 0.10562014,  0.39775194, -0.29887597],
                                              [-0.20185996,  0.50074398,  0.19962801]])))

    def test_run(self):
        # Test correctness of run method
        network = NeuralNetwork(3, 2, 1, 0.5)
        network.weights_input_to_hidden = test_w_i_h.copy()
        network.weights_hidden_to_output = test_w_h_o.copy()

        self.assertTrue(np.allclose(network.run(inputs), 0.09998924))

suite = unittest.TestLoader().loadTestsFromModule(TestMethods())
unittest.TextTestRunner().run(suite)

.....
----------------------------------------------------------------------
Ran 5 tests in 0.005s

OK

<unittest.runner.TextTestResult run=5 errors=0 failures=0>

	temp	hum	casual	registered	cnt	season_1	...	weekday_6
0	0.24	0.81	3	13	16	1	...	1
1	0.22	0.80	8	32	40	1	...	1
2	0.22	0.80	5	27	32	1	...	1
3	0.24	0.75	3	10	13	1	...	1
4	0.24	0.75	0	1	1	1	...	1

	instant	dteday	season	mnth	hr	weekday	weathersit	temp	atemp	hum	casual	registered	cnt
0	1	2011-01-01	1	1	0	6	1	0.24	0.2879	0.81	3	13	16
1	2	2011-01-01	1	1	1	6	1	0.22	0.2727	0.80	8	32	40
2	3	2011-01-01	1	1	2	6	1	0.22	0.2727	0.80	5	27	32
3	4	2011-01-01	1	1	3	6	1	0.24	0.2879	0.75	3	10	13
4	5	2011-01-01	1	1	4	6	1	0.24	0.2879	0.75	0	1	1