def __init__(self, team_name: str, test_teams: List[str], lenc_bitlen: int,
folder_prefix: str) -> None:
"""
:param team_name: Current model's team name.
:param test_teams: Teams that participate in test dataset.
:param lenc_bitlen: Bitlength required to encode teams names.
:param folder_prefix: Current output folder prefix.
"""
config = SPConfig()
self._team_name = team_name
self._lenc_bitlen = lenc_bitlen
self._lr_decay = config.lrdecay
self._lr_patience = config.lrpatience
self._verbose = config.verbose
self._target_variable = TargetVariable.FutureWD
self._timesteps = config.timesteps
self._features = FEATURES_COMMON + FEATURES_WD
self._target_team = team_name in test_teams
self.class_weights = {}
self.states_after_training = None
self.matches_data = {d: {"idx": 0, "data": {}} for d in Dataset}
# Tracks best stats
self.epochs_since_improvement = 0
self.best_epoch = None
self.best_loss = float("inf")
self.best_acc = float("-inf")
self.best_params = {}
# Create model's own session and graph
self.graph = Graph()
if FORCE_SINGLE_THREADS:
with self.graph.as_default():
set_random_seed(config.seed)
if FORCE_SINGLE_CPU:
cp = ConfigProto(intra_op_parallelism_threads=1,
inter_op_parallelism_threads=1,
device_count={"CPU": 1})
else:
cp = ConfigProto(intra_op_parallelism_threads=1,
inter_op_parallelism_threads=1)
self.session = Session(graph=self.graph, config=cp)
else:
with self.graph.as_default():
set_random_seed(config.seed)
self.session = Session(graph=self.graph)
self.tensorboard = SPTensorboard(self._team_name, self._target_team,
self.session, folder_prefix)
self.network = SPNetwork(self._team_name, self._target_team,
self.session, lenc_bitlen)
self.snapshot = SPSnapshot()
def generate_feed_dict(graph: tf_v1.Graph, node: Node):
"""
The first value in the return tuple is True if all inputs for the node has constant values.
The second returned value is mapping of placeholder tensor to the numpy arrays with the values for these
placeholders.
:param graph: the TensorFlow Graph to generate feed dictionary to.
:param node: the node which represents TensorFlow sub-graph of operations.
:return: pair where the first element is a flag that specifies that all node inputs are constants and a dictionary
where key is the input Tensor object and the value is the tensor value.
"""
all_constants = True
feed_dict = dict()
for in_data_node_name, edge_attrs in node.get_inputs():
if 'control_flow_edge' in edge_attrs and edge_attrs[
'control_flow_edge']:
continue
value = node.in_node(edge_attrs['in']).value
if value is None:
all_constants = False
placeholder_pb = node['pbs'][edge_attrs['placeholder_name']]
value = np.ones(
shape=tf_tensor_shape(placeholder_pb.attr['shape'].shape),
dtype=tf_dtype_extractor(placeholder_pb.attr['dtype'].type))
feed_dict[graph.get_tensor_by_name(edge_attrs['placeholder_name'] +
":0")] = value
return all_constants, feed_dict
def main(args):
with GFile(args.frozen_model_path, "rb") as f:
graph_def = GraphDef()
graph_def.ParseFromString(f.read())
if os.path.exists(args.output_model_dir) and os.path.isdir(
args.output_model_dir):
shutil.rmtree(args.output_model_dir)
with Session() as sess:
# Then, we import the graph_def into a new Graph and returns it
with Graph().as_default() as graph:
import_graph_def(graph_def, name='')
signature = predict_signature_def(
inputs={
'image_batch': graph.get_tensor_by_name('image_batch:0'),
'phase_train': graph.get_tensor_by_name('phase_train:0')
},
outputs={
'embeddings': graph.get_tensor_by_name('embeddings:0')
})
builder = saved_model_builder.SavedModelBuilder(
args.output_model_dir)
builder.add_meta_graph_and_variables(
sess=sess,
tags=[tag_constants.SERVING],
signature_def_map={'serving_default': signature})
builder.save()
def _get_containing_xla_context(graph: tf.Graph) -> Optional[object]:
"""Returns the first ancestor `XLAControlFlowContext` in the `graph`."""
ctxt = graph._get_control_flow_context() # pylint: disable=protected-access
while ctxt:
if ctxt.IsXLAContext():
return ctxt
ctxt = ctxt.outer_context
return None
def children(op_name: str, graph: tf_v1.Graph):
op = graph.get_operation_by_name(op_name)
return set(op for out in op.outputs for op in out.consumers())
def __init__(self, observation_size, net_arch, initializer, activation,
clip_range, value_coef, entropy_coef, learning_rate,
pre_training_learning_rate, action_bounds, policy):
"""
:param observation_size:
:param net_arch:
:param initializer:
:param activation:
:param clip_range:
:param value_coef:
:param entropy_coef:
:param learning_rate:
:param pre_training_learning_rate:
:param action_bounds:
:param policy:
"""
"""Set class constants"""
self.observation_size = observation_size
self.net_arch = net_arch
self.initializer = initializer
self.activation = activation
self.clip_range = clip_range
self.value_coef = value_coef
self.entropy_coef = entropy_coef
if action_bounds is None:
action_bounds = [0.0, 1.5]
self.action_bounds = action_bounds
self.learning_rate = learning_rate
self.pre_training_learning_rate = pre_training_learning_rate
if policy is None:
policy = GaussFull()
self.policy = policy
"""Set up the tensorflow graph"""
self.graph = Graph()
with self.graph.as_default():
self.sess = Session(graph=self.graph)
""" core """
# place holders
self.observation_string_ph = placeholder(
shape=(None, 1), dtype=string, name="observation_string_ph")
self.action_ph = placeholder(dtype=float32,
shape=(None, 1),
name="action_ph")
self.old_neg_logits = placeholder(dtype=float32,
shape=(None, 1),
name="old_neg_logits")
self.advantage_ph = placeholder(dtype=float32,
shape=(None, 1),
name="advantage_ph")
self.value_target_ph = placeholder(dtype=float32,
shape=(None, 1),
name="value_target_ph")
# learning rate tensors
self.learning_rate_ph = placeholder_with_default(
input=self.learning_rate, shape=())
self.pre_training_learning_rate_ph = placeholder_with_default(
input=self.pre_training_learning_rate, shape=())
# observation tensor
replaced1 = regex_replace(self.observation_string_ph, "/", "_")
replaced2 = regex_replace(replaced1, r"\+", "-")
byte_tensor = decode_base64(replaced2)
decoded = decode_raw(byte_tensor, out_type=float32)
squeezed = squeeze(decoded, axis=1)
self.observation_input = ensure_shape(
squeezed,
shape=(None, self.observation_size),
name="observation_input")
# policy net
latent_policy = net_core(self.observation_input, self.net_arch,
self.initializer, self.activation)
self.policy.construct(latent_policy=latent_policy)
self.clipped_action = clip_by_value(
cast(self.policy.action, float32), self.action_bounds[0],
self.action_bounds[1], "clipped_action")
# value net
latent_value = net_core(self.observation_input, self.net_arch,
self.initializer, self.activation)
self.value = identity(
input=Dense(units=1,
activation=None,
kernel_initializer=self.initializer)(latent_value),
name="value")
"""loss calculation"""
# policy loss
self.neg_logits = self.policy.neg_logits_from_actions(
self.action_ph)
ratio = exp(self.old_neg_logits - self.neg_logits)
standardized_adv = (self.advantage_ph - reduce_mean(
self.advantage_ph)) / (reduce_std(self.advantage_ph) + 1e-8)
raw_policy_loss = -standardized_adv * ratio
clipped_policy_loss = -standardized_adv * clip_by_value(
ratio, 1 - self.clip_range, 1 + self.clip_range)
self.policy_loss = reduce_mean(
maximum(raw_policy_loss, clipped_policy_loss))
self.value_loss = mean_squared_error(self.value_target_ph,
self.value)
# entropy loss
self.entropy_loss = -reduce_mean(self.policy.entropy)
# total loss
self.total_loss = self.policy_loss + self.value_coef * self.value_loss + self.entropy_coef * self.entropy_loss
# optimizer
optimizer = AdamOptimizer(learning_rate=self.learning_rate_ph)
# training ops
self.training_op = optimizer.minimize(self.total_loss)
# pre training
self.dist_param_target_ph = placeholder(
dtype=float32,
shape=(None, self.policy.dist_params.shape[1]),
name="dist_param_label_ph")
self.pre_training_loss = mean_squared_error(
self.dist_param_target_ph, self.policy.dist_params)
pre_training_optimizer = GradientDescentOptimizer(
learning_rate=self.pre_training_learning_rate_ph)
self.pre_training_op = pre_training_optimizer.minimize(
self.pre_training_loss)
"""utility nodes"""
# inspect model weights
self.trainable_variables = trainable_variables()
# saviour
self.saver = Saver()
# tensorboard summaries
self.summary = merge([
histogram("values", self.value),
histogram("advantages", standardized_adv),
histogram("actions", self.clipped_action),
histogram("det_actions",
replace_nan(self.policy.det_action, 0.0)),
histogram("value_targets", self.value_target_ph),
scalar("policy_loss", self.policy_loss),
scalar("value_loss", self.value_loss),
scalar("entropy_loss", self.entropy_loss)
])
self.pre_summary = merge([
histogram("pretraining_actions", self.clipped_action),
scalar("pretraining_loss", self.pre_training_loss)
])
# initialization
init = global_variables_initializer()
self.sess.run(init)
class PpoGraph:
"""
Proximal Policy Implementation in tensorflow. https://arxiv.org/abs/1707.06347 ("Proximal Policy Optimization Algorithms", J. Schulman et al, 2017)
This class encapsulates all tensorflow interactions
"""
def __init__(self, observation_size, net_arch, initializer, activation,
clip_range, value_coef, entropy_coef, learning_rate,
pre_training_learning_rate, action_bounds, policy):
"""
:param observation_size:
:param net_arch:
:param initializer:
:param activation:
:param clip_range:
:param value_coef:
:param entropy_coef:
:param learning_rate:
:param pre_training_learning_rate:
:param action_bounds:
:param policy:
"""
"""Set class constants"""
self.observation_size = observation_size
self.net_arch = net_arch
self.initializer = initializer
self.activation = activation
self.clip_range = clip_range
self.value_coef = value_coef
self.entropy_coef = entropy_coef
if action_bounds is None:
action_bounds = [0.0, 1.5]
self.action_bounds = action_bounds
self.learning_rate = learning_rate
self.pre_training_learning_rate = pre_training_learning_rate
if policy is None:
policy = GaussFull()
self.policy = policy
"""Set up the tensorflow graph"""
self.graph = Graph()
with self.graph.as_default():
self.sess = Session(graph=self.graph)
""" core """
# place holders
self.observation_string_ph = placeholder(
shape=(None, 1), dtype=string, name="observation_string_ph")
self.action_ph = placeholder(dtype=float32,
shape=(None, 1),
name="action_ph")
self.old_neg_logits = placeholder(dtype=float32,
shape=(None, 1),
name="old_neg_logits")
self.advantage_ph = placeholder(dtype=float32,
shape=(None, 1),
name="advantage_ph")
self.value_target_ph = placeholder(dtype=float32,
shape=(None, 1),
name="value_target_ph")
# learning rate tensors
self.learning_rate_ph = placeholder_with_default(
input=self.learning_rate, shape=())
self.pre_training_learning_rate_ph = placeholder_with_default(
input=self.pre_training_learning_rate, shape=())
# observation tensor
replaced1 = regex_replace(self.observation_string_ph, "/", "_")
replaced2 = regex_replace(replaced1, r"\+", "-")
byte_tensor = decode_base64(replaced2)
decoded = decode_raw(byte_tensor, out_type=float32)
squeezed = squeeze(decoded, axis=1)
self.observation_input = ensure_shape(
squeezed,
shape=(None, self.observation_size),
name="observation_input")
# policy net
latent_policy = net_core(self.observation_input, self.net_arch,
self.initializer, self.activation)
self.policy.construct(latent_policy=latent_policy)
self.clipped_action = clip_by_value(
cast(self.policy.action, float32), self.action_bounds[0],
self.action_bounds[1], "clipped_action")
# value net
latent_value = net_core(self.observation_input, self.net_arch,
self.initializer, self.activation)
self.value = identity(
input=Dense(units=1,
activation=None,
kernel_initializer=self.initializer)(latent_value),
name="value")
"""loss calculation"""
# policy loss
self.neg_logits = self.policy.neg_logits_from_actions(
self.action_ph)
ratio = exp(self.old_neg_logits - self.neg_logits)
standardized_adv = (self.advantage_ph - reduce_mean(
self.advantage_ph)) / (reduce_std(self.advantage_ph) + 1e-8)
raw_policy_loss = -standardized_adv * ratio
clipped_policy_loss = -standardized_adv * clip_by_value(
ratio, 1 - self.clip_range, 1 + self.clip_range)
self.policy_loss = reduce_mean(
maximum(raw_policy_loss, clipped_policy_loss))
self.value_loss = mean_squared_error(self.value_target_ph,
self.value)
# entropy loss
self.entropy_loss = -reduce_mean(self.policy.entropy)
# total loss
self.total_loss = self.policy_loss + self.value_coef * self.value_loss + self.entropy_coef * self.entropy_loss
# optimizer
optimizer = AdamOptimizer(learning_rate=self.learning_rate_ph)
# training ops
self.training_op = optimizer.minimize(self.total_loss)
# pre training
self.dist_param_target_ph = placeholder(
dtype=float32,
shape=(None, self.policy.dist_params.shape[1]),
name="dist_param_label_ph")
self.pre_training_loss = mean_squared_error(
self.dist_param_target_ph, self.policy.dist_params)
pre_training_optimizer = GradientDescentOptimizer(
learning_rate=self.pre_training_learning_rate_ph)
self.pre_training_op = pre_training_optimizer.minimize(
self.pre_training_loss)
"""utility nodes"""
# inspect model weights
self.trainable_variables = trainable_variables()
# saviour
self.saver = Saver()
# tensorboard summaries
self.summary = merge([
histogram("values", self.value),
histogram("advantages", standardized_adv),
histogram("actions", self.clipped_action),
histogram("det_actions",
replace_nan(self.policy.det_action, 0.0)),
histogram("value_targets", self.value_target_ph),
scalar("policy_loss", self.policy_loss),
scalar("value_loss", self.value_loss),
scalar("entropy_loss", self.entropy_loss)
])
self.pre_summary = merge([
histogram("pretraining_actions", self.clipped_action),
scalar("pretraining_loss", self.pre_training_loss)
])
# initialization
init = global_variables_initializer()
self.sess.run(init)
def predict(self, observation):
"""
:param observation: input environment state
:return: action, deterministic action (mode), negative log dist value, value prediction
"""
fetches = [
self.clipped_action, self.policy.dist_params,
self.policy.neg_logits, self.value
]
action, dist_params, neg_logit, value = self.sess.run(
fetches, {self.observation_input: observation})
return action, dist_params, neg_logit, value
def train_step(self,
observations,
actions,
old_neg_logits,
value_targets,
advantages,
obs_as_string=False,
learning_rate=None,
additional_fetches=None):
fetches = [self.training_op, self.summary] + (
[] if additional_fetches is None else additional_fetches)
obs_tensor = self.observation_string_ph if obs_as_string else self.observation_input
feed_dict = {
obs_tensor: observations,
self.action_ph: actions,
self.old_neg_logits: old_neg_logits,
self.value_target_ph: value_targets,
self.advantage_ph: advantages
}
if learning_rate is not None:
feed_dict.update({self.learning_rate_ph: learning_rate})
return self.sess.run(fetches, feed_dict)
def pre_train_step(self,
observations,
dist_param_targets,
obs_as_string=False,
learning_rate=None,
additional_fetches=None):
fetches = [self.pre_training_op, self.pre_summary] + (
[] if additional_fetches is None else additional_fetches)
obs_tensor = self.observation_string_ph if obs_as_string else self.observation_input
feed_dict = {
obs_tensor: observations,
self.dist_param_target_ph: dist_param_targets
}
if learning_rate is not None:
feed_dict.update(
{self.pre_training_learning_rate_ph: learning_rate})
return self.sess.run(fetches, feed_dict)
def simple_save(self, path):
with self.graph.as_default():
simple_save(self.sess,
path,
inputs={"obs": self.observation_input},
outputs={"action": self.clipped_action})
def save(self, path):
with self.graph.as_default():
self.saver.save(sess=self.sess, save_path=path)
def restore(self, path):
with self.graph.as_default():
self.saver.restore(sess=self.sess, save_path=path)
def close_session(self):
self.sess.close()
def get_trainable_variables(self):
return self.sess.run(self.trainable_variables)
class SPModel:
"""
Represents a single team's model which encapsulates network.
Handles data preparation and its formatting, and manages the network.
Attributes:
class_weights: Class weights for training.
matches_data: Contains prepared input data to network for each dataset. Index is pointing
to current data that will be used. The index is incremented after every
match (and is individual for each dataset).
states_after_training: Contains copy of the best states of the main head right after training
(before testing).
"""
def __init__(self, team_name: str, test_teams: List[str], lenc_bitlen: int,
folder_prefix: str) -> None:
"""
:param team_name: Current model's team name.
:param test_teams: Teams that participate in test dataset.
:param lenc_bitlen: Bitlength required to encode teams names.
:param folder_prefix: Current output folder prefix.
"""
config = SPConfig()
self._team_name = team_name
self._lenc_bitlen = lenc_bitlen
self._lr_decay = config.lrdecay
self._lr_patience = config.lrpatience
self._verbose = config.verbose
self._target_variable = TargetVariable.FutureWD
self._timesteps = config.timesteps
self._features = FEATURES_COMMON + FEATURES_WD
self._target_team = team_name in test_teams
self.class_weights = {}
self.states_after_training = None
self.matches_data = {d: {"idx": 0, "data": {}} for d in Dataset}
# Tracks best stats
self.epochs_since_improvement = 0
self.best_epoch = None
self.best_loss = float("inf")
self.best_acc = float("-inf")
self.best_params = {}
# Create model's own session and graph
self.graph = Graph()
if FORCE_SINGLE_THREADS:
with self.graph.as_default():
set_random_seed(config.seed)
if FORCE_SINGLE_CPU:
cp = ConfigProto(intra_op_parallelism_threads=1,
inter_op_parallelism_threads=1,
device_count={"CPU": 1})
else:
cp = ConfigProto(intra_op_parallelism_threads=1,
inter_op_parallelism_threads=1)
self.session = Session(graph=self.graph, config=cp)
else:
with self.graph.as_default():
set_random_seed(config.seed)
self.session = Session(graph=self.graph)
self.tensorboard = SPTensorboard(self._team_name, self._target_team,
self.session, folder_prefix)
self.network = SPNetwork(self._team_name, self._target_team,
self.session, lenc_bitlen)
self.snapshot = SPSnapshot()
def build_model(self) -> None:
"""
Builds model individually.
"""
self.network.build()
self.best_params = self.network.get_main_head_params(
include_optimizer=False)
def build_model_from(self, team2_model: "SPModel") -> None:
"""
Builds model based on another model.
Copies params from the second model into the current one.
Useful for initializing both models with same weights and states.
Should be used only during init if we do not resume training.
Optimizer does not need to be copied during first run because all models
should be compiled identically anyway.
:param team2_model: Model to copy from.
"""
self.network.build()
params = team2_model.network.get_main_head_params(
include_optimizer=False)
self.network.set_main_head_params(params, include_optimizer=False)
self.best_params = params
def update_performance(
self, stats: pd.DataFrame, best_stats: pd.DataFrame, epoch: int,
metrics: Dict[str, np.ndarray]) -> Tuple[pd.DataFrame, bool]:
"""
Checks whether performance of the model improved at the end of current epoch.
Either accuracy must increase, or loss must decrease without accuracy decreasing to
acknowledge that model has improved.
If there are no improvements for more epochs than threshold given by lrpatience then
model's learning rate is decreased (multiplied by 0.95 by default).
Further, no tracking of performance is made for first few initial epochs until model's
accuracy and loss settle down a bit - depending on initialization there can be some
high accuracy spikes at the beggining which would be logged and model would not be able
to improve later.
:param stats: Df with train or test stats.
:param best_stats: Df with best train or test stats.
:param epoch: Current epoch.
:param metrics: Current metrics.
:return Modified best stats and whether model improved.
"""
# Default values
loss = metrics["loss"]
acc = metrics["acc"]
improved = True
# Wait a few epochs until the loss/acc settles down a bit
if epoch < TRACK_PERF_FROM_EPOCH:
self._record_new_best_epoch(stats, epoch, metrics)
# Loss or acc improved
elif (acc > self.best_acc) or (np.isclose(acc, self.best_acc)
and loss < self.best_loss):
self._record_new_best_epoch(stats, epoch, metrics)
# No improvement to loss nor acc
else:
self.epochs_since_improvement += 1
# Set loss and acc to nan
loss = np.nan
acc = np.nan
improved = False
# Decay learning rate after every nth epoch if there was no improvement for given
# patience threshold
if self._lr_patience and (self.epochs_since_improvement %
self._lr_patience) == 0:
self.network.decay_learning_rate()
best_stats.loc[epoch, (self._team_name, "loss")] = loss
best_stats.loc[epoch, (self._team_name, "acc")] = acc
return best_stats, improved
def _record_new_best_epoch(self, stats: pd.DataFrame, epoch: int,
metrics: Dict[str, np.ndarray]) -> None:
"""
Records new best epoch.
:param stats: Train or test stats.
:param epoch: Current epoch.
:param metrics: Current metrics.
"""
if self._target_team:
self.tensorboard.notify_best_test(self.best_epoch, epoch, stats)
else:
self.tensorboard.notify_best_train(self.best_epoch, epoch, stats)
self.epochs_since_improvement = 0
self.best_epoch = epoch
self.best_loss = metrics["loss"]
self.best_acc = metrics["acc"]
# Store current weights as new best
self.restore_states_after_training()
self.best_params = self.network.get_main_head_params(
include_optimizer=True)
def train_on_batch(
self, x_input: Dict[str, np.ndarray],
y_input: Dict[str, np.ndarray]) -> Tuple[np.ndarray, np.ndarray]:
"""
Wrapper for network train_on_batch.
:param x_input: X input values.
:param y_input: Y target value.
:return: Training loss and acc metrics.
"""
return self.network.train_on_batch(x_input, y_input,
self.class_weights)
def test_on_batch(
self, x_input: Dict[str, np.ndarray],
y_input: Dict[str, np.ndarray]) -> Tuple[np.ndarray, np.ndarray]:
"""
Wrapper for network test_on_batch.
:param x_input: X input values.
:param y_input: Y target value.
:return: Test loss and acc metrics.
"""
return self.network.test_on_batch(x_input, y_input)
def predict_on_batch(self, x_input: Dict[str, np.ndarray]) -> np.ndarray:
"""
Wrapper for network predict_on_batch.
:param x_input: X input values.
:return: Predictions probabilities.
"""
return self.network.predict_on_batch(x_input)
def warm_up(self) -> None:
"""
Warms up model before loading weights from file to properly initialize optimizer
weights. This must be done in order to restore optimizer.
Warming up is done by training on a single batch with arbitrary weights because they will
be overwritten with the weights from file anyway.
"""
x_input, y_input = self.form_input(Dataset.Train, team2_model=self)
self.network.train_on_batch(x_input, y_input, self.class_weights)
def save_states_after_training(self) -> None:
"""
Saves states of the main head after training.
"""
self.states_after_training = self.network.get_main_head_states()
def restore_states_after_training(self) -> None:
"""
Restores previously saved states of the main head after training.
"""
self.network.set_main_head_states(self.states_after_training)
def revert_to_best_params(self, include_optimizer: bool) -> None:
"""
Restores params of the main head back to best params.
:param include_optimizer: Whether to restore optimizer.
"""
self.network.set_main_head_params(self.best_params, include_optimizer)
def set_network_head2_params(self, team: str) -> None:
"""
Sets head2 params with given team's params from snapshot.
:param team: Team params to be set.
"""
self.network.set_head2_params(self.snapshot.params[team])
def store_network_head2_states(self, team2: str) -> None:
"""
Saves head2 states of given team's model in snapshot.
:param team2: Team params to be saved.
"""
states = self.network.get_head2_states()
self.snapshot.update_states(team2, states)
def prepare_matches_data(self, dataset: Dataset,
matches_data: pd.DataFrame) -> None:
"""
Loops over given dataset to create timestep-sized windows of data.
Data are properly formed (reshaped, encoded) to be ready to be passed as input to model.
The datasets are quite small so they can be prepared this way before particular chunk of data is
actually needed. This is helpful in order to avoid preparing data every time when looping
over datasets.
:param dataset: Dataset to prepare matches for.
:param matches_data: Df of matches data for current team.
"""
i = 0
while True:
iend = i + self._timesteps - 1
subset = matches_data.loc[i:iend]
if subset.empty:
break
# Default x, y values are none.
# If model encounters none values during training it will skip them
x_input = None
y_input = None
# Consider only chunks which length is equal to number of timesteps and which are not the
# last chunk of data in the dataset (the last chunk is skipped to properly align match sequences)
if len(subset) == self._timesteps and len(
matches_data.loc[i:iend + 1]) != self._timesteps:
x_input = {}
# Reshape features
for f in self._features:
# Teams names are stored as lists so they need to be stacked
if f in FEATURES_TO_LENC:
team1_names = np.vstack(
subset.loc[:, f].values).reshape(
(1, -1, self._lenc_bitlen))
x_input[f"input_team1_{f}"] = team1_names
else:
x_input[
f"input_team1_{f}"] = subset.loc[:,
f].values.reshape(
1, -1, 1)
# Get target variable from last row and ignore it if it is none
y = subset.loc[iend, self._target_variable.value]
if y is not None and not np.isnan(y):
y_input = {"output": y.reshape(-1, 1)}
self.matches_data[dataset]["data"][i] = {
"x_input": x_input,
"y_input": y_input
}
i += 1
def form_input(
self, dataset: Dataset, team2_model: "SPModel"
) -> Tuple[Optional[Dict[str, np.array]], Optional[Dict[str, np.array]]]:
"""
Selects current chunk of data for the model's input.
Names of input data from team2's model needs to be renamed from "team1" to "team2"
to correctly match team1's model second head inputs.
:param dataset: Dataset type.
:param team2_model: Second team's model.
:return: X and Y inputs for model.
"""
# Get current data chunk based on index position for both models
i = self.matches_data[dataset]["idx"]
d1 = self.matches_data[dataset]["data"][i]
j = team2_model.matches_data[dataset]["idx"]
d2 = team2_model.matches_data[dataset]["data"][j]
x_input = None
d2_as_team2 = {}
if d1["x_input"] and d2["x_input"]:
for k, v in d2["x_input"].items():
d2_as_team2[k.replace("team1", "team2")] = v
# Unpack both inputs into a single dict
x_input = {**d1["x_input"], **d2_as_team2}
return x_input, d1["y_input"]
def compute_class_weights(self,
team_matches_data: pd.DataFrame,
fixtures_ids: List[int],
verbose: bool = False) -> None:
"""
Computes class weights which will be used to handle imbalances in the target classes.
Usable for train set only.
:param team_matches_data: Team matches data to count class weights from.
:param fixtures_ids: Fixtures ids to select from the dataset.
:param verbose: Whether to print computed class weights.
"""
values = team_matches_data.loc[
team_matches_data["id"].isin(fixtures_ids),
self._target_variable.value].dropna().values
# Add a single class sample to values if there is none (usually should not happen)
if 0 not in values and not self.class_weights:
values = np.append(values, 0)
if 1 not in values and not self.class_weights:
values = np.append(values, 1)
cnt_total = {
int(k): v
for k, v in dict(sorted(Counter(values).items())).items()
}
cnt_ratio = {
k: v / sum(cnt_total.values())
for k, v in cnt_total.items()
}
class_weights = compute_class_weight("balanced", np.unique(values),
values)
class_weights = dict(enumerate(class_weights))
if verbose:
print(f"cnt_total: {cnt_total}")
print(f"cnt_ratio: {cnt_ratio}")
print(f"class_weights: {class_weights}")
if not self.class_weights:
self.class_weights = class_weights
def load_data_from_file(self, save_data: Dict[str, Any],
load_optimizer: bool) -> None:
"""
Loads previously saved model data.
:param save_data: Previously saved data.
:param load_optimizer: Whether to load optimzier state as well.
"""
self.snapshot.load_params_from_file(save_data["snapshot_params"],
save_data["snapshot_best_params"])
self.snapshot.load_states_from_file(
save_data["snapshot_states_after_training"])
self.network.set_main_head_params(save_data["current_params"],
include_optimizer=load_optimizer)
self.best_params = save_data["best_params"]
self.states_after_training = save_data["states_after_training"]
self.epochs_since_improvement = save_data["epochs_since_improvement"]
self.best_epoch = save_data["best_epoch"]
self.best_acc = save_data["best_acc"]
self.best_loss = save_data["best_loss"]
def get_save_data(self) -> Dict[str, Any]:
"""
Gathers data neeeded to properly save model.
:return: Model data to save.
"""
params, best_params = self.snapshot.serialize_params()
return {
"snapshot_params":
params,
"snapshot_best_params":
best_params,
"snapshot_states_after_training":
self.snapshot.serialize_states(),
"current_params":
self.network.get_main_head_params(include_optimizer=True),
"best_params":
self.best_params,
"states_after_training":
self.states_after_training,
"epochs_since_improvement":
self.epochs_since_improvement,
"best_epoch":
self.best_epoch,
"best_acc":
self.best_acc,
"best_loss":
self.best_loss,
}
