Create setting for CIReNN model

setCIReNN(
  numberOfRNNLayer = c(1),
  units = c(128, 64),
  recurrentDropout = c(0.2),
  layerDropout = c(0.2),
  lr = c(1e-04),
  decay = c(1e-05),
  outcomeWeight = c(0),
  batchSize = c(100),
  epochs = c(100),
  earlyStoppingMinDelta = c(1e-04),
  earlyStoppingPatience = c(10),
  bayes = T,
  useDeepEnsemble = F,
  numberOfEnsembleNetwork = 5,
  useVae = T,
  vaeDataSamplingProportion = 0.1,
  vaeValidationSplit = 0.2,
  vaeBatchSize = 100L,
  vaeLatentDim = 10L,
  vaeIntermediateDim = 256L,
  vaeEpoch = 100L,
  vaeEpislonStd = 1,
  useGPU = FALSE,
  maxGPUs = 2,
  seed = 1234
)

Arguments

numberOfRNNLayer

The number of RNN layer, only 1, 2, or 3 layers available now. eg. 1, c(1,2), c(1,2,3)

units

The number of units of RNN layer - as a list of vectors

recurrentDropout

The reccurrent dropout rate (regularisation)

layerDropout

The layer dropout rate (regularisation)

lr

Learning rate

decay

Learning rate decay over each update.

outcomeWeight

The weight of the outcome class in the loss function. Default is 0, which will be replaced by balanced weight.

batchSize

The number of data points to use per training batch

epochs

Number of times to iterate over dataset

earlyStoppingMinDelta

minimum change in the monitored quantity to qualify as an improvement for early stopping, i.e. an absolute change of less than min_delta in loss of validation data, will count as no improvement.

earlyStoppingPatience

Number of epochs with no improvement after which training will be stopped.

bayes

logical (either TRUE or FALSE) value for using Bayesian Drop Out Layer to measure uncertainty. If it is TRUE, both Epistemic and Aleatoric uncertainty will be measured through Bayesian Drop Out layer

useDeepEnsemble

logical (either TRUE or FALSE) value for using Deep Ensemble (Lakshminarayanan et al., 2017) to measure uncertainty. It cannot be used together with Bayesian deep learing.

numberOfEnsembleNetwork

Integer. Number of network used for Deep Ensemble (Lakshminarayanan et al recommended 5).

useVae

logical (either TRUE or FALSE) value for using Variational AutoEncoder before RNN

vaeDataSamplingProportion

Data sampling proportion for VAE

vaeValidationSplit

Validation split proportion for VAE

vaeBatchSize

batch size for VAE

vaeLatentDim

Number of latent dimesion for VAE

vaeIntermediateDim

Number of intermediate dimesion for VAE

vaeEpoch

Number of times to interate over dataset for VAE

vaeEpislonStd

Epsilon

useGPU

logical (either TRUE or FALSE) value. If you have GPUs in your machine, and want to use multiple GPU for deep learning, set this value as TRUE

maxGPUs

Integer, If you will use GPU, how many GPUs will be used for deep learning in VAE? GPU parallelisation for deep learning will be activated only when parallel vae is true. Integer >= 2 or list of integers, number of GPUs or list of GPU IDs on which to create model replicas.

seed

Random seed used by deep learning model

Examples

if (FALSE) { model.CIReNN <- setCIReNN() }