kurt-o-sys opened a new issue #7472: continuously train rnn - training data 
stream?
URL: https://github.com/apache/incubator-mxnet/issues/7472
 
 
   ## Question
   
   Usually, a neural network is trained by using a training, validation and 
test set. 
   Having a continuous series of data, an event (new training data) occurring 
every 1-5 seconds, is it possible to continuously train (update) a recurrent 
neural network using mxnet? I don't need to care to reuse previous (training) 
data points: I just want to update the weights slightly(!) on each new event.
   
   It's for a behaviour/game like system: depending on the 
(expressed/intentional) behaviour of the players (the features), the output of 
the system should be estimated and continuously adapted (for further 
processing). The system has to learn on the way, and being able to cope with, 
to a certain extend, changing player behaviour and it needs to remember certain 
patterns from weeks and if possible, months, ago. (I'd probably be mainly an 
LSTM.)
   
   Storing all data and retrain the system on that data is close to impossible 
because:
   1. I estimate there's about 10-100GB of data per day (will be varying)
   2. retraining every time, let's say, 10 seconds, on all existing data would 
take too long.
   
   I want a system that continuously trains itself on the real data, not 
splitting into training/testing/validation sets:
   1. The training set is the real data, comparing the actual state of the 
system with the prediction previously made
   2. There's not validation, besides the fact that the system validates itself
   3. Testing is done on every new event. The predictive power will be 
continuously determined.
   
   Can this be done with mxnet, having a training data stream?
   
   ## Environment info
   This is not really relevant, but well, I don't mind providing it :)
   
   Operating System:
   ```
   $ uname -ar
   Linux flipflap 4.4.0-57-generic #78-Ubuntu SMP Fri Dec 9 23:50:32 UTC 2016 
x86_64 x86_64 x86_64 GNU/Linux
   ```
   
   Compiler: ?
   
   Package used (Python/R/Scala/Julia): R
   
   MXNet version:
   ```
   > packageVersion("mxnet")
   [1] ?0.10.1?
   > sessionInfo()
   R version 3.4.1 (2017-06-30)
   Platform: x86_64-pc-linux-gnu (64-bit)
   Running under: Linux Mint 18
   
   Matrix products: default
   BLAS: /usr/lib/openblas-base/libblas.so.3
   LAPACK: /usr/lib/libopenblasp-r0.2.18.so
   
   locale:
    [1] LC_CTYPE=en_US.UTF-8       LC_NUMERIC=C               
LC_TIME=en_US.UTF-8        LC_COLLATE=en_US.UTF-8     LC_MONETARY=de_BE.UTF-8   
    [6] LC_MESSAGES=en_US.UTF-8    LC_PAPER=de_BE.UTF-8       LC_NAME=C         
         LC_ADDRESS=C               LC_TELEPHONE=C            
   [11] LC_MEASUREMENT=de_BE.UTF-8 LC_IDENTIFICATION=C       
   
   attached base packages:
   [1] stats     graphics  grDevices utils     datasets  methods   base     
   
   other attached packages:
   [1] mxnet_0.10.1 httr_1.2.1   jsonlite_1.5
   
   loaded via a namespace (and not attached):
    [1] Rcpp_0.12.12       compiler_3.4.1     RColorBrewer_1.1-2 
influenceR_0.1.0   plyr_1.8.4         bindr_0.1          viridis_0.4.0     
    [8] tools_3.4.1        digest_0.6.12      tibble_1.3.3       gtable_0.2.0   
    viridisLite_0.2.0  rgexf_0.15.3       pkgconfig_2.0.1   
   [15] rlang_0.1.1        igraph_1.1.2       rstudioapi_0.6     curl_2.4       
    bindrcpp_0.2       gridExtra_2.2.1    stringr_1.2.0     
   [22] DiagrammeR_0.9.0   dplyr_0.7.2        htmlwidgets_0.9    grid_3.4.1     
    glue_1.1.1         R6_2.2.2           Rook_1.1-1        
   [29] XML_3.98-1.9       ggplot2_2.2.1      magrittr_1.5       
codetools_0.2-15   scales_0.4.1       htmltools_0.3.6    assertthat_0.1    
   [36] colorspace_1.3-2   brew_1.0-6         stringi_1.1.5      
visNetwork_2.0.1   lazyeval_0.2.0     munsell_0.4.3    
   ```
 
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