def main(_):
experiment_string = utils.get_experiment_string(
FLAGS.dataset,
vec=FLAGS.vec,
dim_red=FLAGS.dim_red,
features=FLAGS.features,
problem=FLAGS.problem,
alternate=FLAGS.alternate)
worker_dir = '{}/params/{}/worker_out'.format(FILE_PATH, experiment_string)
logging.info('\n' * 3)
logging.info('Parameter search search_idx=%d for %s and method=%s',
FLAGS.search_idx, experiment_string, FLAGS.method)
logging.info('\n' * 3)
if FLAGS.debug:
logging.warn('Running in debug mode')
# setup methods
methods = parse_method_flag(FLAGS.method)
# setup datasets
assert FLAGS.problem in ['classification', 'regression']
if (FLAGS.dataset not in ['20news', 'sentiment_sentences'] and
FLAGS.vec != 'none'):
raise ValueError(
'Should not be using text vectorization with {} dataset'.format(
FLAGS.dataset))
datasets = []
if 'sim' in FLAGS.dataset:
d = utils.get_sim(
FLAGS.dataset,
problem=FLAGS.problem,
features=FLAGS.features,
alternate=FLAGS.alternate)
for _ in range(FLAGS.num_dataset):
d.reset()
# must use get() over generate() for consistency in random sampling calls
x_train, y_train, _, _ = d.get()
if FLAGS.debug: # use smaller subset
x_train, y_train = shuffle_coordinately(x_train, y_train)
x_train, y_train = x_train[:500, :250], y_train[:500]
datasets.append((x_train, y_train))
else:
assert FLAGS.num_dataset == 1
x_train, y_train, _, _ = utils.load_nonsim_data(
FLAGS.dataset, vec=FLAGS.vec, dim_red=FLAGS.dim_red)
if FLAGS.debug: # use smaller subset
x_train, y_train = shuffle_coordinately(x_train, y_train)
x_train, y_train = x_train[:500, :250], y_train[:500]
datasets.append((x_train, y_train))
for method in methods:
# define methods and parameter grids here
if method == 'l1_linear' and FLAGS.problem == 'regression':
submodule = linear
param_grid = LINEAR_REGR_PARAM_GRID.copy()
param_grid['penalty'] = ['l1']
elif method == 'l1_linear':
submodule = linear
param_grid = LINEAR_CLF_PARAM_GRID.copy()
param_grid['penalty'] = ['l1']
elif method == 'l2_linear' and FLAGS.problem == 'regression':
submodule = linear
param_grid = LINEAR_REGR_PARAM_GRID.copy()
param_grid['penalty'] = ['l2']
elif method == 'l2_linear':
submodule = linear
param_grid = LINEAR_CLF_PARAM_GRID.copy()
param_grid['penalty'] = ['l2']
elif method == 'random_forest':
submodule = random_forest
param_grid = RF_PARAM_GRID.copy()
elif method == 'l1_gbdt':
submodule = gbdt
param_grid = GBDT_PARAM_GRID.copy()
param_grid['reg_alpha'] = [0.0, 0.5, 1.0, 2.0, 4.0, 10.]
elif method == 'l2_gbdt':
submodule = gbdt
param_grid = GBDT_PARAM_GRID.copy()
param_grid['reg_lambda'] = [0.0, 0.5, 1.0, 2.0, 4.0, 10.]
elif method == 'l1_dnn':
submodule = dnn
param_grid = DNN_PARAM_GRID.copy()
param_grid['l1'] = [0.0, 1e-3, 1e-2, 1e-1]
elif method == 'l2_dnn':
submodule = dnn
param_grid = DNN_PARAM_GRID.copy()
param_grid['l2'] = [0.0, 1e-3, 1e-2, 1e-1]
else:
raise ValueError('Unknown learning method: {}'.format(method))
params = generate_param_configs(
param_grid, num_iteration=FLAGS.num_search, seed=SEED)
if FLAGS.search_idx >= len(params): # less configs than number of searches
continue
param_dict = params[FLAGS.search_idx]
for dataset_idx, (x_train, y_train) in enumerate(datasets):
# recursively make parent directory
save_dir = '{}/dataset_idx={}_{}/{}'.format(worker_dir, dataset_idx,
FLAGS.num_dataset, method)
tf.gfile.MakeDirs(save_dir)
# skip search if already performed
save_path = '{}/search_idx={}_{}.out'.format(save_dir, FLAGS.search_idx,
FLAGS.num_search)
if tf.gfile.Exists(save_path) and not FLAGS.overwrite and not FLAGS.debug:
logging.info('Parameter search already completed for %s, dataset %d/%d',
method, dataset_idx, FLAGS.num_dataset)
continue
# k-fold cross-validation
start = time.time()
tuning_scores = []
kf = KFold(n_splits=FLAGS.k, shuffle=True, random_state=SEED)
for cv_train_idx, cv_test_idx in kf.split(x_train):
x_train_cv, y_train_cv = x_train[cv_train_idx], y_train[cv_train_idx]
x_test_cv, y_test_cv = x_train[cv_test_idx], y_train[cv_test_idx]
_, metrics = submodule.pipeline(
x_train_cv,
y_train_cv,
x_test_cv,
y_test_cv,
param_dict,
problem=FLAGS.problem)
# assume that we maximize the score
if FLAGS.problem == 'regression':
tuning_scores.append(-metrics['test_mse'])
else:
tuning_scores.append(metrics['test_acc'])
if method == 'dnn':
dnn.clear_keras_session()
mean_score = np.mean(tuning_scores)
logging.info(
'Worker result for method=%s, search %d/%d, dataset %d/%d '
'(%.3f s)', method, FLAGS.search_idx, FLAGS.num_search, dataset_idx,
FLAGS.num_dataset,
time.time() - start)
logging.info(param_dict)
logging.info('%.4f', mean_score)
logging.info('\n' * 2)
if not FLAGS.debug:
# save parameters and worker results to file
with tf.gfile.GFile(save_path, 'w') as f:
s = ','.join(['{}={}'.format(k, v) for k, v in param_dict.items()])
f.write(s)
f.write('\n')
f.write('{:.8f}'.format(mean_score))
logging.info('Saved results to %s', save_path)
logging.info('\n\n')
def main(_):
experiment_string = utils.get_experiment_string(
FLAGS.dataset,
vec=FLAGS.vec,
dim_red=FLAGS.dim_red,
which_features=FLAGS.which_features,
problem=FLAGS.problem,
alternate=FLAGS.alternate)
file_path = os.path.expanduser(FILE_PATH)
logging.info('DIRECTORY USED %s', file_path)
param_dir = '{}/params/{}'.format(file_path, experiment_string)
save_dir = '{}/logs/{}'.format(file_path, experiment_string)
tf.gfile.MakeDirs(save_dir)
logging.info('\n' * 3)
logging.info('Experiment %s and method=%s', experiment_string,
FLAGS.method)
logging.info('\n' * 3)
if FLAGS.debug:
logging.warn('Running in debug mode')
# setup methods
methods = parse_method_flag(FLAGS.method)
# setup datasets
assert FLAGS.problem in ['classification', 'regression']
if (FLAGS.dataset not in ['20news', 'sentiment_sentences']
and FLAGS.vec != 'none'):
raise ValueError(
'Should not be using text vectorization with {} dataset'.format(
FLAGS.dataset))
datasets = []
if 'sim' in FLAGS.dataset:
oracle_preds = []
d = utils.get_sim(FLAGS.dataset,
problem=FLAGS.problem,
which_features=FLAGS.which_features,
alternate=FLAGS.alternate)
try:
num_inf_feature = d._num_inf_feature # pylint: disable=protected-access
except: # pylint: disable=bare-except
num_inf_feature = None
for _ in range(FLAGS.num_dataset):
d.reset()
# must use get() over generate() for consistency in random sampling calls
x_train, y_train, x_test, y_test = d.get()
if FLAGS.debug: # use smaller subset
x_train, y_train = shuffle_coordinately(x_train, y_train)
x_train, y_train = x_train[:500, :], y_train[:500]
x_test, y_test = shuffle_coordinately(x_test, y_test)
x_test, y_test = x_test[:500, :], y_test[:500]
datasets.append((x_train, y_train, x_test, y_test))
oracle_preds.append(
(d.oracle_predict(x_train), d.oracle_predict(x_test)))
else:
x_train, y_train, x_test, y_test = utils.load_nonsim_data(
FLAGS.dataset, vec=FLAGS.vec, dim_red=FLAGS.dim_red)
if FLAGS.debug: # use smaller subset
x_train, y_train = shuffle_coordinately(x_train, y_train)
x_train, y_train = x_train[:500, :250], y_train[:500]
x_test, y_test = shuffle_coordinately(x_test, y_test)
x_test, y_test = x_test[:500, :250], y_test[:500]
datasets.append((x_train, x_test, x_test, y_test))
# evaluate oracle if experiment involves a simulation dataset
if 'sim' in FLAGS.dataset:
if FLAGS.problem == 'regression':
oracle_metrics = {'train_mse': [], 'test_mse': []}
else:
oracle_metrics = {'train_acc': [], 'test_acc': []}
for ((_, y_train, _, y_test),
(y_train_pred, y_test_pred)) in zip(datasets, oracle_preds):
if FLAGS.problem == 'regression':
oracle_metrics['train_mse'].append(
mean_squared_error(y_train, y_train_pred))
oracle_metrics['test_mse'].append(
mean_squared_error(y_test, y_test_pred))
else:
oracle_metrics['train_acc'].append(
accuracy(y_train, y_train_pred))
oracle_metrics['test_acc'].append(accuracy(
y_test, y_test_pred))
logging.info('\n' * 3)
logging.info('oracle_results')
logging.info('---')
oracle_metrics = sorted(oracle_metrics.items(), key=lambda x: x[0])
print_out = '\n'.join([
'{}={:.6f}'.format(metric, np.mean(values))
for metric, values in oracle_metrics
])
print_out += '\n\n'
print_out += '\n'.join([
'{}_SE={:.6f}'.format(
metric,
np.true_divide(np.std(values), np.sqrt(FLAGS.num_dataset)))
for metric, values in oracle_metrics
])
logging.info(print_out)
if not FLAGS.debug and FLAGS.logtofile:
save_path = '{}/{}.log'.format(save_dir, 'oracle')
with tf.gfile.GFile(save_path, 'w') as f: # save logs to file
f.write(print_out)
logging.info('Saved oracle results to %s', save_path)
logging.info('\n' * 2)
# evaluate learning methods
for method in methods:
if method in ['l1_linear', 'l2_linear']:
submodule = linear
elif method == 'random_forest':
submodule = random_forest
elif method in ['l1_gbdt', 'l2_gbdt']:
submodule = gbdt
elif method in ['l1_dnn', 'l2_dnn']:
submodule = dnn
else:
raise ValueError('Unknown learning method: {}'.format(method))
start = time.time()
all_metrics = {}
other_info = {}
for d_idx, (x_train, y_train, x_test, y_test) in enumerate(datasets):
load_path = '{}/dataset_idx={}_{}/{}.param'.format(
param_dir, d_idx, FLAGS.num_dataset, method)
if tf.gfile.Exists(load_path):
with tf.gfile.GFile(
load_path, 'r') as f: # load best parameters from file
lines = f.read().splitlines()
param_str = lines[0]
param_dict = {
i.split('=')[0]: parse_value(i.split('=')[1])
for i in param_str.split(',')
}
else:
if FLAGS.fast:
logging.warn(
'No tuned parameters found (at %s), but using default '
'parameters since running in FAST mode.', load_path)
param_dict = None
else:
raise RuntimeError(
'{} does not exist on Colossus'.format(load_path))
model, metrics = submodule.pipeline(x_train,
y_train,
x_test,
y_test,
param_dict=param_dict,
problem=FLAGS.problem)
for k, v in metrics.items():
if k not in all_metrics:
all_metrics[k] = []
all_metrics[k].append(v)
if FLAGS.problem == 'classification':
if 'class_props' not in other_info:
other_info['class_props'] = []
class_prop = np.true_divide(np.sum(y_test), np.size(y_test, 0))
other_info['class_props'].append(class_prop)
if (num_inf_feature is not None and FLAGS.which_features == 'all'
and 'dnn' not in method):
if 'prop_inf_feat_importance' not in other_info:
other_info['prop_inf_feat_importance'] = []
other_info['prop_inf_feat_importance'].append(
get_prop_inf_feature_importance(method, model,
num_inf_feature))
if 'dnn' in method:
dnn.clear_keras_session()
logging.info('Experiment results for method=%s, (%d datasets, %.3f s)',
method, FLAGS.num_dataset,
time.time() - start)
logging.info('---')
all_metrics = sorted(all_metrics.items(), key=lambda x: x[0])
print_out = '\n'.join([
'{}={:.6f}'.format(metric, np.mean(values))
for metric, values in all_metrics
])
print_out += '\n\n'
print_out += '\n'.join([
'{}_SE={:.6f}'.format(
metric,
np.true_divide(np.std(values), np.sqrt(FLAGS.num_dataset)))
for metric, values in all_metrics
])
if other_info:
print_out += '\n\n'
other_info = sorted(other_info.items(), key=lambda x: x[0])
print_out += '\n'.join([
'{}={:.6f}'.format(metric, np.mean(values))
for metric, values in other_info
])
logging.info(print_out)
if not FLAGS.debug and FLAGS.logtofile:
save_path = '{}/{}.log'.format(save_dir, method)
with tf.gfile.GFile(save_path, 'w') as f: # save logs to file
f.write(print_out)
logging.info('Saved %s results to %s', method, save_path)
logging.info('\n' * 2)