'''Loss3: Simplified Professor forcing loss'''
loss3 = criterion(hids1.view(args.batch_size,-1), hids2.view(args.batch_size,-1).detach())
'''Total loss = Loss1+Loss2+Loss3'''
loss = loss1+loss2+loss3
total_loss += loss.item()
return total_loss / (nbatch+1)
# Loop over epochs.
if args.resume or args.pretrained:
print("=> loading checkpoint ")
checkpoint = torch.load(Path('save', args.data, 'checkpoint', args.filename).with_suffix('.pth'))
args, start_epoch, best_val_loss = model.load_checkpoint(args,checkpoint,feature_dim)
optimizer.load_state_dict((checkpoint['optimizer']))
del checkpoint
epoch = start_epoch
print("=> loaded checkpoint")
else:
epoch = 1
start_epoch = 1
best_val_loss = 0
print("=> Start training from scratch")
print('-' * 89)
print(args)
print('-' * 89)
if not args.pretrained:
# At any point you can hit Ctrl + C to break out of training early.
hids2.view(args.batch_size, -1).detach())
'''Total loss = Loss1+Loss2+Loss3'''
loss = loss1 + loss2 + loss3
total_loss += loss.item()
return total_loss / (nbatch + 1)
# Loop over epochs.
if args.resume or args.pretrained:
print("=> loading checkpoint ")
checkpoint = torch.load(
Path(args.path_save + '/save', args.data, 'checkpoint',
args.filename).with_suffix('.pth'))
args, start_epoch, best_val_loss = model.load_checkpoint(
args, checkpoint, feature_dim)
optimizer.load_state_dict((checkpoint['optimizer']))
del checkpoint
epoch = start_epoch
print("=> loaded checkpoint")
else:
epoch = 1
start_epoch = 1
best_val_loss = float('inf')
print("=> Start training from scratch")
print('-' * 89)
print(args)
print('-' * 89)
if not args.pretrained:
# At any point you can hit Ctrl + C to break out of training early.
def main():
"""Run training"""
from model import model
parser = argparse.ArgumentParser(
description='PyTorch RNN Prediction Model on Time-series Dataset')
parser.add_argument(
'--data',
type=str,
default='ecg',
help=
'type of the dataset (ecg, gesture, power_demand, space_shuttle, respiration, nyc_taxi'
)
parser.add_argument('--filename',
type=str,
default='chfdb_chf13_45590.pkl',
help='filename of the dataset')
parser.add_argument(
'--model',
type=str,
default='LSTM',
help='type of recurrent net (RNN_TANH, RNN_RELU, LSTM, GRU, SRU)')
parser.add_argument('--augment', type=bool, default=True, help='augment')
parser.add_argument('--emsize',
type=int,
default=32,
help='size of rnn input features')
parser.add_argument('--nhid',
type=int,
default=32,
help='number of hidden units per layer')
parser.add_argument('--nlayers',
type=int,
default=2,
help='number of layers')
parser.add_argument('--res_connection',
action='store_true',
help='residual connection')
parser.add_argument('--lr',
type=float,
default=0.0002,
help='initial learning rate')
parser.add_argument('--weight_decay',
type=float,
default=1e-4,
help='weight decay')
parser.add_argument('--clip',
type=float,
default=10,
help='gradient clipping')
parser.add_argument('--epochs',
type=int,
default=400,
help='upper epoch limit')
parser.add_argument('--batch_size',
type=int,
default=64,
metavar='N',
help='batch size')
parser.add_argument('--eval_batch_size',
type=int,
default=64,
metavar='N',
help='eval_batch size')
parser.add_argument('--bptt', type=int, default=50, help='sequence length')
parser.add_argument('--teacher_forcing_ratio',
type=float,
default=0.7,
help='teacher forcing ratio (deprecated)')
parser.add_argument('--dropout',
type=float,
default=0.2,
help='dropout applied to layers (0 = no dropout)')
parser.add_argument(
'--tied',
action='store_true',
help='tie the word embedding and softmax weights (deprecated)')
parser.add_argument('--seed', type=int, default=1111, help='random seed')
parser.add_argument('--device',
type=str,
default='cuda',
help='cuda or cpu')
parser.add_argument('--log_interval',
type=int,
default=10,
metavar='N',
help='report interval')
parser.add_argument('--save_interval',
type=int,
default=10,
metavar='N',
help='save interval')
parser.add_argument('--save_fig', action='store_true', help='save figure')
parser.add_argument(
'--resume',
'-r',
help=
'use checkpoint model parameters as initial parameters (default: False)',
action="store_true")
parser.add_argument(
'--pretrained',
'-p',
help=
'use checkpoint model parameters and do not train anymore (default: False)',
action="store_true")
parser.add_argument('--prediction_window_size',
type=int,
default=10,
help='prediction_window_size')
args = parser.parse_args()
# Set the random seed manually for reproducibility.
torch.manual_seed(args.seed)
torch.cuda.manual_seed(args.seed)
###############################################################################
# Load data
###############################################################################
TimeseriesData = preprocess_data.PickleDataLoad(
data_type=args.data,
filename=args.filename,
augment_test_data=args.augment)
train_dataset = TimeseriesData.batchify(args, TimeseriesData.trainData,
args.batch_size)
test_dataset = TimeseriesData.batchify(args, TimeseriesData.testData,
args.eval_batch_size)
gen_dataset = TimeseriesData.batchify(args, TimeseriesData.testData, 1)
###############################################################################
# Build the model
###############################################################################
feature_dim = TimeseriesData.trainData.size(1)
model = model.RNNPredictor(rnn_type=args.model,
enc_inp_size=feature_dim,
rnn_inp_size=args.emsize,
rnn_hid_size=args.nhid,
dec_out_size=feature_dim,
nlayers=args.nlayers,
dropout=args.dropout,
tie_weights=args.tied,
res_connection=args.res_connection).to(
args.device)
optimizer = optim.Adam(model.parameters(),
lr=args.lr,
weight_decay=args.weight_decay)
criterion = nn.MSELoss()
###############################################################################
# Training code
###############################################################################
def get_batch(args, source, i):
seq_len = min(args.bptt, len(source) - 1 - i)
data = source[i:i + seq_len] # [ seq_len * batch_size * feature_size ]
target = source[i + 1:i + 1 +
seq_len] # [ (seq_len x batch_size x feature_size) ]
return data, target
def generate_output(args,
epoch,
model,
gen_dataset,
disp_uncertainty=True,
startPoint=500,
endPoint=3500):
if args.save_fig:
# Turn on evaluation mode which disables dropout.
model.eval()
hidden = model.init_hidden(1)
outSeq = []
upperlim95 = []
lowerlim95 = []
with torch.no_grad():
for i in range(endPoint):
if i >= startPoint:
# if disp_uncertainty and epoch > 40:
# outs = []
# model.train()
# for i in range(20):
# out_, hidden_ = model.forward(out+0.01*Variable(torch.randn(out.size())).cuda(),hidden,noise=True)
# outs.append(out_)
# model.eval()
# outs = torch.cat(outs,dim=0)
# out_mean = torch.mean(outs,dim=0) # [bsz * feature_dim]
# out_std = torch.std(outs,dim=0) # [bsz * feature_dim]
# upperlim95.append(out_mean + 2.58*out_std/np.sqrt(20))
# lowerlim95.append(out_mean - 2.58*out_std/np.sqrt(20))
out, hidden = model.forward(out, hidden)
#print(out_mean,out)
else:
out, hidden = model.forward(
gen_dataset[i].unsqueeze(0), hidden)
outSeq.append(out.data.cpu()[0][0].unsqueeze(0))
outSeq = torch.cat(outSeq, dim=0) # [seqLength * feature_dim]
target = preprocess_data.reconstruct(gen_dataset.cpu(),
TimeseriesData.mean,
TimeseriesData.std)
outSeq = preprocess_data.reconstruct(outSeq, TimeseriesData.mean,
TimeseriesData.std)
# if epoch>40:
# upperlim95 = torch.cat(upperlim95, dim=0)
# lowerlim95 = torch.cat(lowerlim95, dim=0)
# upperlim95 = preprocess_data.reconstruct(upperlim95.data.cpu().numpy(),TimeseriesData.mean,TimeseriesData.std)
# lowerlim95 = preprocess_data.reconstruct(lowerlim95.data.cpu().numpy(),TimeseriesData.mean,TimeseriesData.std)
plt.figure(figsize=(15, 5))
for i in range(target.size(-1)):
plt.plot(target[:, :, i].numpy(),
label='Target' + str(i),
color='black',
marker='.',
linestyle='--',
markersize=1,
linewidth=0.5)
plt.plot(range(startPoint),
outSeq[:startPoint, i].numpy(),
label='1-step predictions for target' + str(i),
color='green',
marker='.',
linestyle='--',
markersize=1.5,
linewidth=1)
# if epoch>40:
# plt.plot(range(startPoint, endPoint), upperlim95[:,i].numpy(), label='upperlim'+str(i),
# color='skyblue', marker='.', linestyle='--', markersize=1.5, linewidth=1)
# plt.plot(range(startPoint, endPoint), lowerlim95[:,i].numpy(), label='lowerlim'+str(i),
# color='skyblue', marker='.', linestyle='--', markersize=1.5, linewidth=1)
plt.plot(range(startPoint, endPoint),
outSeq[startPoint:, i].numpy(),
label='Recursive predictions for target' + str(i),
color='blue',
marker='.',
linestyle='--',
markersize=1.5,
linewidth=1)
plt.xlim([startPoint - 500, endPoint])
plt.xlabel('Index', fontsize=15)
plt.ylabel('Value', fontsize=15)
plt.title('Time-series Prediction on ' + args.data + ' Dataset',
fontsize=18,
fontweight='bold')
plt.legend()
plt.tight_layout()
plt.text(startPoint - 500 + 10,
target.min(),
'Epoch: ' + str(epoch),
fontsize=15)
save_dir = Path(
'result', args.data,
args.filename).with_suffix('').joinpath('fig_prediction')
save_dir.mkdir(parents=True, exist_ok=True)
plt.savefig(
save_dir.joinpath('fig_epoch' +
str(epoch)).with_suffix('.png'))
#plt.show()
plt.close()
return outSeq
else:
pass
def evaluate_1step_pred(args, model, test_dataset):
# Turn on evaluation mode which disables dropout.
model.eval()
total_loss = 0
with torch.no_grad():
hidden = model.init_hidden(args.eval_batch_size)
for nbatch, i in enumerate(
range(0,
test_dataset.size(0) - 1, args.bptt)):
inputSeq, targetSeq = get_batch(args, test_dataset, i)
outSeq, hidden = model.forward(inputSeq, hidden)
loss = criterion(outSeq.view(args.batch_size, -1),
targetSeq.view(args.batch_size, -1))
hidden = model.repackage_hidden(hidden)
total_loss += loss.item()
return total_loss / nbatch
def train(args, model, train_dataset, epoch):
with torch.enable_grad():
# Turn on training mode which enables dropout.
model.train()
total_loss = 0
start_time = time.time()
hidden = model.init_hidden(args.batch_size)
for batch, i in enumerate(
range(0,
train_dataset.size(0) - 1, args.bptt)):
inputSeq, targetSeq = get_batch(args, train_dataset, i)
# inputSeq: [ seq_len * batch_size * feature_size ]
# targetSeq: [ seq_len * batch_size * feature_size ]
# Starting each batch, we detach the hidden state from how it was previously produced.
# If we didn't, the model would try backpropagating all the way to start of the dataset.
hidden = model.repackage_hidden(hidden)
hidden_ = model.repackage_hidden(hidden)
optimizer.zero_grad()
'''Loss1: Free running loss'''
outVal = inputSeq[0].unsqueeze(0)
outVals = []
hids1 = []
for i in range(inputSeq.size(0)):
outVal, hidden_, hid = model.forward(outVal,
hidden_,
return_hiddens=True)
outVals.append(outVal)
hids1.append(hid)
outSeq1 = torch.cat(outVals, dim=0)
hids1 = torch.cat(hids1, dim=0)
loss1 = criterion(
outSeq1.contiguous().view(args.batch_size, -1),
targetSeq.contiguous().view(args.batch_size, -1))
'''Loss2: Teacher forcing loss'''
outSeq2, hidden, hids2 = model.forward(inputSeq,
hidden,
return_hiddens=True)
loss2 = criterion(
outSeq2.contiguous().view(args.batch_size, -1),
targetSeq.contiguous().view(args.batch_size, -1))
'''Loss3: Simplified Professor forcing loss'''
loss3 = criterion(hids1.view(args.batch_size, -1),
hids2.view(args.batch_size, -1).detach())
'''Total loss = Loss1+Loss2+Loss3'''
loss = loss1 + loss2 + loss3
loss.backward()
# `clip_grad_norm` helps prevent the exploding gradient problem in RNNs / LSTMs.
torch.nn.utils.clip_grad_norm_(model.parameters(), args.clip)
optimizer.step()
total_loss += loss.item()
if batch % args.log_interval == 0 and batch > 0:
cur_loss = total_loss / args.log_interval
elapsed = time.time() - start_time
print(
'| epoch {:3d} | {:5d}/{:5d} batches | ms/batch {:5.4f} | '
'loss {:5.2f} '.format(
epoch, batch,
len(train_dataset) // args.bptt,
elapsed * 1000 / args.log_interval, cur_loss))
total_loss = 0
start_time = time.time()
def evaluate(args, model, test_dataset):
# Turn on evaluation mode which disables dropout.
model.eval()
with torch.no_grad():
total_loss = 0
hidden = model.init_hidden(args.eval_batch_size)
nbatch = 1
for nbatch, i in enumerate(
range(0,
test_dataset.size(0) - 1, args.bptt)):
inputSeq, targetSeq = get_batch(args, test_dataset, i)
# inputSeq: [ seq_len * batch_size * feature_size ]
# targetSeq: [ seq_len * batch_size * feature_size ]
hidden_ = model.repackage_hidden(hidden)
'''Loss1: Free running loss'''
outVal = inputSeq[0].unsqueeze(0)
outVals = []
hids1 = []
for i in range(inputSeq.size(0)):
outVal, hidden_, hid = model.forward(outVal,
hidden_,
return_hiddens=True)
outVals.append(outVal)
hids1.append(hid)
outSeq1 = torch.cat(outVals, dim=0)
hids1 = torch.cat(hids1, dim=0)
loss1 = criterion(
outSeq1.contiguous().view(args.batch_size, -1),
targetSeq.contiguous().view(args.batch_size, -1))
'''Loss2: Teacher forcing loss'''
outSeq2, hidden, hids2 = model.forward(inputSeq,
hidden,
return_hiddens=True)
loss2 = criterion(
outSeq2.contiguous().view(args.batch_size, -1),
targetSeq.contiguous().view(args.batch_size, -1))
'''Loss3: Simplified Professor forcing loss'''
loss3 = criterion(hids1.view(args.batch_size, -1),
hids2.view(args.batch_size, -1).detach())
'''Total loss = Loss1+Loss2+Loss3'''
loss = loss1 + loss2 + loss3
total_loss += loss.item()
return total_loss / (nbatch + 1)
# Loop over epochs.
if args.resume or args.pretrained:
print("=> loading checkpoint ")
checkpoint = torch.load(
Path('save', args.data, 'checkpoint',
args.filename).with_suffix('.pth'))
args, start_epoch, best_val_loss = model.load_checkpoint(
args, checkpoint, feature_dim)
optimizer.load_state_dict((checkpoint['optimizer']))
del checkpoint
epoch = start_epoch
print("=> loaded checkpoint")
else:
epoch = 1
start_epoch = 1
best_val_loss = float('inf')
print("=> Start training from scratch")
print('-' * 89)
print(args)
print('-' * 89)
if not args.pretrained:
# At any point you can hit Ctrl + C to break out of training early.
try:
for epoch in range(start_epoch, args.epochs + 1):
epoch_start_time = time.time()
train(args, model, train_dataset, epoch)
val_loss = evaluate(args, model, test_dataset)
print('-' * 89)
print(
'| end of epoch {:3d} | time: {:5.2f}s | valid loss {:5.4f} | '
.format(epoch, (time.time() - epoch_start_time), val_loss))
print('-' * 89)
generate_output(args,
epoch,
model,
gen_dataset,
startPoint=1500)
if epoch % args.save_interval == 0:
# Save the model if the validation loss is the best we've seen so far.
is_best = val_loss < best_val_loss
best_val_loss = min(val_loss, best_val_loss)
model_dictionary = {
'epoch': epoch,
'best_loss': best_val_loss,
'state_dict': model.state_dict(),
'optimizer': optimizer.state_dict(),
'args': args
}
model.save_checkpoint(model_dictionary, is_best)
except KeyboardInterrupt:
print('-' * 89)
print('Exiting from training early')
# Calculate mean and covariance for each channel's prediction errors, and save them with the trained model
print('=> calculating mean and covariance')
means, covs = list(), list()
train_dataset = TimeseriesData.batchify(args,
TimeseriesData.trainData,
bsz=1)
for channel_idx in range(model.enc_input_size):
mean, cov = fit_norm_distribution_param(
args, model, train_dataset[:TimeseriesData.length], channel_idx)
means.append(mean), covs.append(cov)
model_dictionary = {
'epoch': max(epoch, start_epoch),
'best_loss': best_val_loss,
'state_dict': model.state_dict(),
'optimizer': optimizer.state_dict(),
'args': args,
'means': means,
'covs': covs
}
model.save_checkpoint(model_dictionary, True)
print('-' * 89)