Neural Network generated code gives me different result then my own code

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Jan Kostrzewa
Jan Kostrzewa 2015-8-29
评论： Greg Heath 2015-9-5
Hi !
Neural Network script generated by Matlab gets some set X and then we set paremters traing set ratio, validation set ratio and test set ratio. In my case this ratio is 0.55/0.15/0.3. However I would like to write script which predict the same number of elements but gets only training set and number h - horizon (how many values neural network should predict).Because I give Neural Network only training set (instead of the whole set) by proportion I should split training set into ratio 0.78/0.22/0.0 (there is no test set so test ratio is 0). Code of my function below or in attached file.
function y_predykcja = matlabNeuralNetworkScript(training_set, horizon)
%T = simplenarTargets;
T= tonndata(training_set,true,false);
trainFcn = 'trainlm'; % Levenberg-Marquardt
feedbackDelays = 1:2;
hiddenLayerSize = 10;
net = narnet(feedbackDelays,hiddenLayerSize,'open',trainFcn);
net.input.processFcns = {'removeconstantrows','mapminmax'};
[x,xi,ai,t] = preparets(net,{},{},T);
net.divideParam.trainRatio = 0.78;
net.divideParam.valRatio = 0.22;
net.divideParam.testRatio = 0;
net.trainParam.showWindow = false;
net.performFcn = 'mse'; % Mean squared error
% Train the Network
[net tr Ys Es Xf Af ] = train(net,x,t,xi,ai,'useParallel','no');
y = net(x,xi,ai);
y_predykcja = zeros(1,horizon);
for i=1:horizon
Xnew = net(x,Xf,Af);
Xf = [Xf Xnew];
Xf = Xf(1,2:3);
y_predykcja(1,i) = cell2mat(Xf(1,2));
end
end
My solution is working... but not as good as normal generated by Matlab script. For example I use series load ice_dataset. If I use ntstool where the whole series is divied into ratio 0.55/0.15/0.3 I get MSE 0.02. When I split this data to training_set (0.7 of whole set) and then use my script I get MSE 2. If I use sinus seris MSE of Matlab script is 1.4-e10 in my case is 1.4-e8. Could anybody explain me why ? How to fix my script to get expected accuracy ?
Best regards Jan

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Greg Heath
Greg Heath 2015-9-2
编辑：Greg Heath 2015-9-2
I don't quite follow your logic. You seem to be trying to mimic the effect of using a closed loop configuration. I'm not sure of the validity. However, it seems that the last loop should be something like
Xnew = Ys; Xinew = Xf, Ainew = Af; Ypred = {[]}
for i=1:horizon
[Ynew Xfnew Afnew] = net(Xnew,Xinew,Ainew)
Ypred = [Ypred Ynew ];
Xnew = Ynew; Xinew = Xfnew; Ainew = Afnew;
end
Hope this helps.
Greg
P.S. I did not test this
  2 个评论
Jan Kostrzewa
Jan Kostrzewa 2015-9-4
You are right. In last loop i try to mimic closed loop configuration. I like to writy everything "my own style" to understand everything ;)
However my question concerns code before this last loop. I made several simulations and they shown that the difference in the results is because I calculate MSE differently. I mean in ntstool Matlab always put as an input proper values even if they are from test set. I put into neural network predicted values to predict new values. In my case I calculate horiznt and error was accumulating :)

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