def prepare_model(args): args.output_size = args.num_tasks inv_model = MoleculeModel( classification=args.dataset_type == 'classification', multiclass=args.dataset_type == 'multiclass') inv_model.create_encoder( args) # phi(x), shared across source and target domain inv_model.create_ffn(args) # source function inv_model.src_ffn = inv_model.ffn inv_model.create_ffn(args) # target function initialize_weights(inv_model) return inv_model.cuda()
def pdts(args: TrainArgs, model_idx): """ preliminary experiment with PDTS (approximate BO) we use a data set size of 50k and run until we have trained with 15k data points our batch size is 50 we initialise with 1000 data points """ ######## set up all logging ######## logger = None # make save_dir save_dir = os.path.join(args.save_dir, f'model_{model_idx}') makedirs(save_dir) # make results_dir results_dir = args.results_dir makedirs(results_dir) # initialise wandb #os.environ['WANDB_MODE'] = 'dryrun' wandb.init(name=args.wandb_name + '_' + str(model_idx), project=args.wandb_proj, reinit=True) #print('WANDB directory is:') #print(wandb.run.dir) #################################### ########## get data args.task_names = args.target_columns or get_task_names(args.data_path) data = get_data(path=args.data_path, args=args, logger=logger) args.num_tasks = data.num_tasks() args.features_size = data.features_size() ########## SMILES of top 1% top1p = np.array(MoleculeDataset(data).targets()) top1p_idx = np.argsort(-top1p[:, 0])[:int(args.max_data_size * 0.01)] SMILES = np.array(MoleculeDataset(data).smiles())[top1p_idx] ########## initial data splits args.seed = args.data_seeds[model_idx] data.shuffle(seed=args.seed) sizes = args.split_sizes train_size = int(sizes[0] * len(data)) train_orig = data[:train_size] test_orig = data[train_size:] train_data, test_data = copy.deepcopy( MoleculeDataset(train_orig)), copy.deepcopy(MoleculeDataset(test_orig)) args.train_data_size = len(train_data) ########## standardising # features (train and test) features_scaler = train_data.normalize_features(replace_nan_token=0) test_data.normalize_features(features_scaler) # targets (train) train_targets = train_data.targets() test_targets = test_data.targets() scaler = StandardScaler().fit(train_targets) scaled_targets = scaler.transform(train_targets).tolist() train_data.set_targets(scaled_targets) ########## loss, metric functions loss_func = neg_log_like metric_func = get_metric_func(metric=args.metric) ########## data loaders if len(data) <= args.cache_cutoff: cache = True num_workers = 0 else: cache = False num_workers = args.num_workers train_data_loader = MoleculeDataLoader(dataset=train_data, batch_size=args.batch_size, num_workers=num_workers, cache=cache, class_balance=args.class_balance, shuffle=True, seed=args.seed) test_data_loader = MoleculeDataLoader(dataset=test_data, batch_size=args.batch_size, num_workers=num_workers, cache=cache) ########## instantiating model, optimiser, scheduler (MAP) # set pytorch seed for random initial weights torch.manual_seed(args.pytorch_seeds[model_idx]) # build model print(f'Building model {model_idx}') model = MoleculeModel(args) print(model) print(f'Number of parameters = {param_count(model):,}') if args.cuda: print('Moving model to cuda') model = model.to(args.device) # optimizer optimizer = Adam([{ 'params': model.encoder.parameters() }, { 'params': model.ffn.parameters() }, { 'params': model.log_noise, 'weight_decay': 0 }], lr=args.lr, weight_decay=args.weight_decay) # learning rate scheduler scheduler = scheduler_const([args.lr]) #################################################################### #################################################################### # FIRST THOMPSON ITERATION ### scores array ptds_scores = np.ones(args.pdts_batches + 1) batch_no = 0 ### fill for batch 0 SMILES_train = np.array(train_data.smiles()) SMILES_stack = np.hstack((SMILES, SMILES_train)) overlap = len(SMILES_stack) - len(np.unique(SMILES_stack)) prop = overlap / len(SMILES) ptds_scores[batch_no] = prop wandb.log({ "Proportion of top 1%": prop, "batch_no": batch_no }, commit=False) ### train MAP posterior gp_switch = False likelihood = None bbp_switch = None n_iter = 0 for epoch in range(args.epochs_init_map): n_iter = train(model=model, data_loader=train_data_loader, loss_func=loss_func, optimizer=optimizer, scheduler=scheduler, args=args, n_iter=n_iter, bbp_switch=bbp_switch) # save to save_dir #if epoch == args.epochs_init_map - 1: #save_checkpoint(os.path.join(save_dir, f'model_{batch_no}.pt'), model, scaler, features_scaler, args) # if X load from checkpoint path if args.bbp or args.gp or args.swag or args.sgld: model = load_checkpoint(args.checkpoint_path + f'/model_{model_idx}/model_{batch_no}.pt', device=args.device, logger=None) ########## BBP if args.bbp: model_bbp = MoleculeModelBBP( args) # instantiate with bayesian linear layers for (_, param_bbp), (_, param_pre) in zip(model_bbp.named_parameters(), model.named_parameters()): param_bbp.data = copy.deepcopy( param_pre.data.T) # copy over parameters # instantiate rhos for layer in model_bbp.children(): if isinstance(layer, BayesLinear): layer.init_rho(args.rho_min_bbp, args.rho_max_bbp) for layer in model_bbp.encoder.encoder.children(): if isinstance(layer, BayesLinear): layer.init_rho(args.rho_min_bbp, args.rho_max_bbp) model = model_bbp # name back # move to cuda if args.cuda: print('Moving bbp model to cuda') model = model.to(args.device) # optimiser and scheduler optimizer = torch.optim.Adam(model.parameters(), lr=args.lr) scheduler = scheduler_const([args.lr]) bbp_switch = 2 n_iter = 0 for epoch in range(args.epochs_init): n_iter = train(model=model, data_loader=train_data_loader, loss_func=loss_func, optimizer=optimizer, scheduler=scheduler, args=args, n_iter=n_iter, bbp_switch=bbp_switch) ########## GP if args.gp: # feature_extractor model.featurizer = True feature_extractor = model # inducing points inducing_points = initial_inducing_points(train_data_loader, feature_extractor, args) # GP layer gp_layer = GPLayer(inducing_points, args.num_tasks) # full DKL model model = copy.deepcopy(DKLMoleculeModel(feature_extractor, gp_layer)) # likelihood (rank 0 restricts to diagonal matrix) likelihood = gpytorch.likelihoods.MultitaskGaussianLikelihood( num_tasks=12, rank=0) # model and likelihood to CUDA if args.cuda: model.cuda() likelihood.cuda() # loss object loss_func = gpytorch.mlls.VariationalELBO( likelihood, model.gp_layer, num_data=args.train_data_size) # optimiser and scheduler params_list = [ { 'params': model.feature_extractor.parameters(), 'weight_decay': args.weight_decay_gp }, { 'params': model.gp_layer.hyperparameters() }, { 'params': model.gp_layer.variational_parameters() }, { 'params': likelihood.parameters() }, ] optimizer = torch.optim.Adam(params_list, lr=args.lr) scheduler = scheduler_const([args.lr]) gp_switch = True n_iter = 0 for epoch in range(args.epochs_init): n_iter = train(model=model, data_loader=train_data_loader, loss_func=loss_func, optimizer=optimizer, scheduler=scheduler, args=args, n_iter=n_iter, gp_switch=gp_switch, likelihood=likelihood) ########## SWAG if args.swag: model_core = copy.deepcopy(model) model = train_swag_pdts(model_core, train_data_loader, loss_func, scaler, features_scaler, args, save_dir, batch_no) ########## SGLD if args.sgld: model = train_sgld_pdts(model, train_data_loader, loss_func, scaler, features_scaler, args, save_dir, batch_no) ### find top_idx top_idx = [] # need for thom sum_test_preds = np.zeros( (len(test_orig), args.num_tasks)) # need for greedy for sample in range(args.samples): # draw model from SWAG posterior if args.swag: model.sample(scale=1.0, cov=args.cov_mat, block=args.block) # retrieve sgld sample if args.sgld: model = load_checkpoint( args.save_dir + f'/model_{model_idx}/model_{batch_no}/model_{sample}.pt', device=args.device, logger=logger) test_preds = predict(model=model, data_loader=test_data_loader, args=args, scaler=scaler, test_data=True, gp_sample=args.thompson, bbp_sample=True) test_preds = np.array(test_preds) # thompson bit rank = 0 # base length if args.sgld: base_length = 5 * sample + 4 else: base_length = sample while args.thompson and (len(top_idx) <= base_length): top_unique_molecule = np.argsort(-test_preds[:, 0])[rank] rank += 1 if top_unique_molecule not in top_idx: top_idx.append(top_unique_molecule) # add to sum_test_preds sum_test_preds += test_preds # print print('done sample ' + str(sample)) # final top_idx if args.thompson: top_idx = np.array(top_idx) else: sum_test_preds /= args.samples top_idx = np.argsort(-sum_test_preds[:, 0])[:50] ### transfer from test to train top_idx = -np.sort(-top_idx) for idx in top_idx: train_orig.append(test_orig.pop(idx)) train_data, test_data = copy.deepcopy( MoleculeDataset(train_orig)), copy.deepcopy(MoleculeDataset(test_orig)) args.train_data_size = len(train_data) if args.gp: loss_func = gpytorch.mlls.VariationalELBO( likelihood, model.gp_layer, num_data=args.train_data_size) print(args.train_data_size) ### standardise features (train and test; using original features_scaler) train_data.normalize_features(features_scaler) test_data.normalize_features(features_scaler) ### standardise targets (train only; using original scaler) train_targets = train_data.targets() scaled_targets_tr = scaler.transform(train_targets).tolist() train_data.set_targets(scaled_targets_tr) ### create data loaders train_data_loader = MoleculeDataLoader(dataset=train_data, batch_size=args.batch_size, num_workers=num_workers, cache=cache, class_balance=args.class_balance, shuffle=True, seed=args.seed) test_data_loader = MoleculeDataLoader(dataset=test_data, batch_size=args.batch_size, num_workers=num_workers, cache=cache) #################################################################### #################################################################### ################################## ########## thompson sampling loop ################################## for batch_no in range(1, args.pdts_batches + 1): ### fill in ptds_scores SMILES_train = np.array(train_data.smiles()) SMILES_stack = np.hstack((SMILES, SMILES_train)) overlap = len(SMILES_stack) - len(np.unique(SMILES_stack)) prop = overlap / len(SMILES) ptds_scores[batch_no] = prop wandb.log({ "Proportion of top 1%": prop, "batch_no": batch_no }, commit=False) ### train posterior n_iter = 0 for epoch in range(args.epochs): n_iter = train(model=model, data_loader=train_data_loader, loss_func=loss_func, optimizer=optimizer, scheduler=scheduler, args=args, n_iter=n_iter, gp_switch=gp_switch, likelihood=likelihood, bbp_switch=bbp_switch) # save to save_dir #if epoch == args.epochs - 1: #save_checkpoint(os.path.join(save_dir, f'model_{batch_no}.pt'), model, scaler, features_scaler, args) # if swag, load checkpoint if args.swag: model_core = load_checkpoint( args.checkpoint_path + f'/model_{model_idx}/model_{batch_no}.pt', device=args.device, logger=None) ########## SWAG if args.swag: model = train_swag_pdts(model_core, train_data_loader, loss_func, scaler, features_scaler, args, save_dir, batch_no) ########## SGLD if args.sgld: model = train_sgld_pdts(model, train_data_loader, loss_func, scaler, features_scaler, args, save_dir, batch_no) ### find top_idx top_idx = [] # need for thom sum_test_preds = np.zeros( (len(test_orig), args.num_tasks)) # need for greedy for sample in range(args.samples): # draw model from SWAG posterior if args.swag: model.sample(scale=1.0, cov=args.cov_mat, block=args.block) # retrieve sgld sample if args.sgld: model = load_checkpoint( args.save_dir + f'/model_{model_idx}/model_{batch_no}/model_{sample}.pt', device=args.device, logger=logger) test_preds = predict(model=model, data_loader=test_data_loader, args=args, scaler=scaler, test_data=True, gp_sample=args.thompson, bbp_sample=True) test_preds = np.array(test_preds) # thompson bit rank = 0 # base length if args.sgld: base_length = 5 * sample + 4 else: base_length = sample while args.thompson and (len(top_idx) <= base_length): top_unique_molecule = np.argsort(-test_preds[:, 0])[rank] rank += 1 if top_unique_molecule not in top_idx: top_idx.append(top_unique_molecule) # add to sum_test_preds sum_test_preds += test_preds # print print('done sample ' + str(sample)) # final top_idx if args.thompson: top_idx = np.array(top_idx) else: sum_test_preds /= args.samples top_idx = np.argsort(-sum_test_preds[:, 0])[:50] ### transfer from test to train top_idx = -np.sort(-top_idx) for idx in top_idx: train_orig.append(test_orig.pop(idx)) train_data, test_data = copy.deepcopy( MoleculeDataset(train_orig)), copy.deepcopy( MoleculeDataset(test_orig)) args.train_data_size = len(train_data) if args.gp: loss_func = gpytorch.mlls.VariationalELBO( likelihood, model.gp_layer, num_data=args.train_data_size) print(args.train_data_size) ### standardise features (train and test; using original features_scaler) train_data.normalize_features(features_scaler) test_data.normalize_features(features_scaler) ### standardise targets (train only; using original scaler) train_targets = train_data.targets() scaled_targets_tr = scaler.transform(train_targets).tolist() train_data.set_targets(scaled_targets_tr) ### create data loaders train_data_loader = MoleculeDataLoader( dataset=train_data, batch_size=args.batch_size, num_workers=num_workers, cache=cache, class_balance=args.class_balance, shuffle=True, seed=args.seed) test_data_loader = MoleculeDataLoader(dataset=test_data, batch_size=args.batch_size, num_workers=num_workers, cache=cache) # save scores np.savez(os.path.join(results_dir, f'ptds_{model_idx}'), ptds_scores)