def new_noise(args: TrainArgs, logger: Logger = None) -> List[float]:
"""
Trains a model and returns test scores on the model checkpoint with the highest validation score.
:param args: Arguments.
:param logger: Logger.
:return: A list of ensemble scores for each task.
"""
debug = info = print
# 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()
# Split data
debug(f'Splitting data with seed {args.seed}')
train_data, val_data, test_data = split_data(data=data,
split_type=args.split_type,
sizes=args.split_sizes,
seed=args.seed,
args=args,
logger=logger)
if args.features_scaling:
features_scaler = train_data.normalize_features(replace_nan_token=0)
val_data.normalize_features(features_scaler)
test_data.normalize_features(features_scaler)
else:
features_scaler = None
args.train_data_size = len(train_data)
# Initialize scaler and scale training targets by subtracting mean and dividing standard deviation (regression only)
if args.dataset_type == 'regression':
debug('Fitting scaler')
train_smiles, train_targets = train_data.smiles(), train_data.targets()
scaler = StandardScaler().fit(train_targets)
scaled_targets = scaler.transform(train_targets).tolist()
train_data.set_targets(scaled_targets)
else:
scaler = None
# Get loss and metric functions
loss_func = neg_log_like
metric_func = get_metric_func(metric=args.metric)
# Set up test set evaluation
test_smiles, test_targets = test_data.smiles(), test_data.targets()
sum_test_preds = np.zeros((len(test_smiles), args.num_tasks))
# Automatically determine whether to cache
if len(data) <= args.cache_cutoff:
cache = True
num_workers = 0
else:
cache = False
num_workers = args.num_workers
# Create data loaders
train_data_loader = MoleculeDataLoader(dataset=train_data,
batch_size=args.batch_size,
num_workers=num_workers,
cache=cache)
val_data_loader = MoleculeDataLoader(dataset=val_data,
batch_size=args.batch_size,
num_workers=num_workers,
cache=cache)
test_data_loader = MoleculeDataLoader(dataset=test_data,
batch_size=args.batch_size,
num_workers=num_workers,
cache=cache)
###########################################
########## Outer loop over ensemble members
###########################################
for model_idx in range(args.ensemble_start_idx,
args.ensemble_start_idx + args.ensemble_size):
# load the model
if (args.method == 'map') or (args.method == 'swag') or (args.method
== 'sgld'):
model = load_checkpoint(args.checkpoint_path +
f'/model_{model_idx}/model.pt',
device=args.device,
logger=logger)
if args.method == 'gp':
args.num_inducing_points = 1200
fake_model = MoleculeModel(args)
fake_model.featurizer = True
feature_extractor = fake_model
inducing_points = initial_inducing_points(train_data_loader,
feature_extractor, args)
gp_layer = GPLayer(inducing_points, args.num_tasks)
model = load_checkpoint(
args.checkpoint_path + f'/model_{model_idx}/DKN_model.pt',
device=args.device,
logger=None,
template=DKLMoleculeModel(MoleculeModel(args, featurizer=True),
gp_layer))
if args.method == 'dropR' or args.method == 'dropA':
model = load_checkpoint(args.checkpoint_path +
f'/model_{model_idx}/model.pt',
device=args.device,
logger=logger)
if args.method == 'bbp':
template = MoleculeModelBBP(args)
for layer in template.children():
if isinstance(layer, BayesLinear):
layer.init_rho(args.rho_min_bbp, args.rho_max_bbp)
for layer in template.encoder.encoder.children():
if isinstance(layer, BayesLinear):
layer.init_rho(args.rho_min_bbp, args.rho_max_bbp)
model = load_checkpoint(args.checkpoint_path +
f'/model_{model_idx}/model_bbp.pt',
device=args.device,
logger=None,
template=template)
if args.method == 'dun':
args.prior_sig_dun = 0.05
args.depth_min = 1
args.depth_max = 5
args.rho_min_dun = -5.5
args.rho_max_dun = -5
args.log_cat_init = 0
template = MoleculeModelDUN(args)
for layer in template.children():
if isinstance(layer, BayesLinear):
layer.init_rho(args.rho_min_dun, args.rho_max_dun)
for layer in template.encoder.encoder.children():
if isinstance(layer, BayesLinear):
layer.init_rho(args.rho_min_dun, args.rho_max_dun)
template.create_log_cat(args)
model = load_checkpoint(args.checkpoint_path +
f'/model_{model_idx}/model_dun.pt',
device=args.device,
logger=None,
template=template)
# make results_dir
results_dir = os.path.join(args.results_dir, f'model_{model_idx}')
makedirs(results_dir)
# train_preds, train_targets
train_preds = predict(model=model,
data_loader=train_data_loader,
args=args,
scaler=scaler,
test_data=False,
bbp_sample=False)
train_preds = np.array(train_preds)
train_targets = np.array(train_targets)
# compute tstats
tstats = np.ones((12, 3))
for task in range(12):
resid = train_preds[:, task] - train_targets[:, task]
tstats[task] = np.array(stats.t.fit(resid, floc=0.0))
##################################
########## Inner loop over samples
##################################
for sample_idx in range(args.samples):
# save down
np.savez(os.path.join(results_dir, f'tstats_{sample_idx}'), tstats)
print('done one')
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)
