start_time = time.time()
print('Run file: final_toy_lgssm.py')
print(time.strftime("%c"))
# get correct computing device
if torch.cuda.is_available():
device = torch.device('cuda')
else:
device = torch.device('cpu')
print('Device: {}'.format(device))
# get the options
options['dataset_options'] = dynsys_params.get_dataset_options(
options['dataset'])
options['model_options'] = model_params.get_model_options(
options['model'], options['dataset'], options['dataset_options'])
options['train_options'] = train_params.get_train_options(
options['dataset'])
options['test_options'] = train_params.get_test_options()
# optimal model parameters
options['model_options'].h_dim = options['optValue']['h_opt']
options['model_options'].z_dim = options['optValue']['z_opt']
options['model_options'].n_layers = options['optValue']['n_opt']
# save the options
save_options(options, path_general, 'options.txt')
# allocation
rmse_all = np.zeros([options['MCsamples']])
vaf_all = np.zeros([options['MCsamples']])
def run_main_single(options, path_general, file_name_general):
start_time = time.time()
print('Run file: main_single.py')
print(time.strftime("%c"))
# get correct computing device
if torch.cuda.is_available():
device = torch.device('cuda')
else:
device = torch.device('cpu')
print('Device: {}'.format(device))
# get the options
options['device'] = device
options['dataset_options'] = dynsys_params.get_dataset_options(
options['dataset'])
options['model_options'] = model_params.get_model_options(
options['model'], options['dataset'], options['dataset_options'])
options['train_options'] = train_params.get_train_options(
options['dataset'])
options['test_options'] = train_params.get_test_options()
# print model type and dynamic system type
print('\n\tModel Type: {}'.format(options['model']))
print('\tDynamic System: {}\n'.format(options['dataset']))
file_name_general = file_name_general + '_h{}_z{}_n{}'.format(
options['model_options'].h_dim, options['model_options'].z_dim,
options['model_options'].n_layers)
path = path_general + 'data/'
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# set logger
set_redirects(path, file_name_general)
# Specifying datasets
loaders = loader.load_dataset(
dataset=options["dataset"],
dataset_options=options["dataset_options"],
train_batch_size=options["train_options"].batch_size,
test_batch_size=options["test_options"].batch_size,
)
# Compute normalizers
if options["normalize"]:
normalizer_input, normalizer_output = compute_normalizer(
loaders['train'])
else:
normalizer_input = normalizer_output = None
# Define model
modelstate = ModelState(seed=options["seed"],
nu=loaders["train"].nu,
ny=loaders["train"].ny,
model=options["model"],
options=options,
normalizer_input=normalizer_input,
normalizer_output=normalizer_output)
modelstate.model.to(options['device'])
# save the options
save_options(options, path_general, 'options.txt')
# allocation
df = {}
if options['do_train']:
# train the model
df = training.run_train(modelstate=modelstate,
loader_train=loaders['train'],
loader_valid=loaders['valid'],
options=options,
dataframe=df,
path_general=path_general,
file_name_general=file_name_general)
if options['do_test']:
# test the model
df = testing.run_test(options, loaders, df, path_general,
file_name_general)
# save data
# get saving path
path = path_general + 'data/'
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# to pandas
df = pd.DataFrame(df)
# filename
file_name = file_name_general + '.csv'
# save data
df.to_csv(path + file_name)
# time output
time_el = time.time() - start_time
hours = time_el // 3600
min = time_el // 60 - hours * 60
sec = time_el - min * 60 - hours * 3600
print('Total ime of file execution: {}:{:2.0f}:{:2.0f} [h:min:sec]'.format(
hours, min, sec))
print(time.strftime("%c"))
def run_main_ndata(options, vary_data, path_general, file_name_general,
params):
print('Run file: main_ndata.py')
start_time = time.time()
# get correct computing device
if torch.cuda.is_available():
device = torch.device('cuda')
else:
device = torch.device('cpu')
print('Device: {}'.format(device))
# get the options
options['device'] = device
options['dataset_options'] = dynsys_params.get_dataset_options(
options['dataset'])
options['model_options'] = model_params.get_model_options(
options['model'], options['dataset'], options['dataset_options'])
options['train_options'] = train_params.get_train_options(
options['dataset'])
options['test_options'] = train_params.get_test_options()
# set new values in options
options['model_options'].h_dim = params['h_best']
options['model_options'].z_dim = params['z_best']
options['model_options'].n_layers = params['n_best']
# print model type and dynamic system type
print('\n\tModel Type: {}'.format(options['model']))
print('\tDynamic System: {}\n'.format(options['dataset']))
path = path_general + 'data/'
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# set logger
set_redirects(path, file_name_general + '_runlog')
# values of evaluation
k_max_train_values = vary_data['k_max_train_values']
k_max_val_values = vary_data['k_max_val_values']
k_max_test_values = vary_data['k_max_test_values']
# print number of evaluations
print('Total number of data point sets: {}'.format(
len(k_max_train_values)))
# allocation
all_vaf = torch.zeros([len(k_max_train_values)])
all_rmse = torch.zeros([len(k_max_train_values)])
all_likelihood = torch.zeros([len(k_max_train_values)])
all_df = {}
for i, _ in enumerate(k_max_train_values):
# output current choice
print('\nCurrent run: k_max_train={}\n'.format(k_max_train_values[i]))
# get current file name
file_name = file_name_general + '_kmaxtrain_{}'.format(
k_max_train_values[i])
# select parameters
kwargs = {
"k_max_train": k_max_train_values[i],
"k_max_val": k_max_val_values[i],
"k_max_test": k_max_test_values[i]
}
# Specifying datasets
loaders = loader.load_dataset(
dataset=options["dataset"],
dataset_options=options["dataset_options"],
train_batch_size=options["train_options"].batch_size,
test_batch_size=options["test_options"].batch_size,
**kwargs)
# Compute normalizers
if options["normalize"]:
normalizer_input, normalizer_output = compute_normalizer(
loaders['train'])
else:
normalizer_input = normalizer_output = None
# Define model
modelstate = ModelState(seed=options["seed"],
nu=loaders["train"].nu,
ny=loaders["train"].ny,
model=options["model"],
options=options,
normalizer_input=normalizer_input,
normalizer_output=normalizer_output)
modelstate.model.to(options['device'])
# allocation
df = {}
if options['do_train']:
# train the model
df = training.run_train(
modelstate=modelstate,
loader_train=loaders['train'],
loader_valid=loaders['valid'],
options=options,
dataframe=df,
path_general=path_general,
file_name_general=file_name,
)
if options['do_test']:
# test the model
df = testing.run_test(options, loaders, df, path_general,
file_name)
# store values
all_df[i] = df
# save performance values
all_vaf[i] = df['vaf']
all_rmse[i] = df['rmse'][0]
all_likelihood[i] = df['marginal_likeli'].item()
# save data
# get saving path
path = path_general + 'data/'
# to pandas
all_df = pd.DataFrame(all_df)
# filename
file_name = file_name_general + '_gridsearch.csv'
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# save data
all_df.to_csv(path_general + file_name)
# save performance values
torch.save(all_vaf, path_general + 'data/' + 'all_vaf.pt')
torch.save(all_rmse, path_general + 'data/' + 'all_rmse.pt')
torch.save(all_likelihood, path_general + 'data/' + 'all_likelihood.pt')
# plot performance
dv.plot_perf_ndata(k_max_train_values, all_vaf, all_rmse, all_likelihood,
options, path_general)
# time output
time_el = time.time() - start_time
hours = time_el // 3600
min = time_el // 60 - hours * 60
sec = time_el - min * 60 - hours * 3600
print('Total ime of file execution: {}:{:2.0f}:{:2.0f} [h:min:sec]'.format(
hours, min, sec))
def get_perf_results(path_general, model_name):
options = {
'dataset': 'wiener_hammerstein',
'model': model_name,
'logdir': 'final',
'normalize': True,
'seed': 1234,
'optim': 'Adam',
'showfig': False,
'savefig': False,
'MCsamples': 20,
'gridvalues': {
'h_values': [30, 40, 50, 60, 70],
'z_values': [3],
'n_values': [3],
},
'train_set': 'small',
}
h_values = options['gridvalues']['h_values']
z_values = options['gridvalues']['z_values']
n_values = options['gridvalues']['n_values']
# options
# get the options
options['device'] = torch.device('cpu')
options['dataset_options'] = dynsys_params.get_dataset_options(
options['dataset'])
options['model_options'] = model_params.get_model_options(
options['model'], options['dataset'], options['dataset_options'])
options['train_options'] = train_params.get_train_options(
options['dataset'])
options['test_options'] = train_params.get_test_options()
# file name
file_name_general = dataset
# allocation
vaf_all_multisine = torch.zeros(
[options['MCsamples'],
len(h_values),
len(z_values),
len(n_values)])
rmse_all_multisine = torch.zeros(
[options['MCsamples'],
len(h_values),
len(z_values),
len(n_values)])
likelihood_all_multisine = torch.zeros(
[options['MCsamples'],
len(h_values),
len(z_values),
len(n_values)])
vaf_all_sweptsine = torch.zeros(
[options['MCsamples'],
len(h_values),
len(z_values),
len(n_values)])
rmse_all_sweptsine = torch.zeros(
[options['MCsamples'],
len(h_values),
len(z_values),
len(n_values)])
likelihood_all_sweptsine = torch.zeros(
[options['MCsamples'],
len(h_values),
len(z_values),
len(n_values)])
for mcIter in range(options['MCsamples']):
print('\n#####################')
print('MC ITERATION: {}/{}'.format(mcIter + 1, options['MCsamples']))
print('#####################\n')
for i1, h_sel in enumerate(h_values):
for i2, z_sel in enumerate(z_values):
for i3, n_sel in enumerate(n_values):
# output current choice
print('\nCurrent run: h={}, z={}, n={}\n'.format(
h_sel, z_sel, n_sel))
# get curren file names
file_name = file_name_general + '_h{}_z{}_n{}_MC{}'.format(
h_sel, z_sel, n_sel, mcIter)
# set new values in options
options['model_options'].h_dim = h_sel
options['model_options'].z_dim = z_sel
options['model_options'].n_layers = n_sel
# Specifying datasets (only matters for testing
kwargs = {
'test_set': 'multisine',
'MCiter': mcIter,
'train_set': options['train_set']
}
loaders_multisine = loader.load_dataset(
dataset=options["dataset"],
dataset_options=options["dataset_options"],
train_batch_size=options["train_options"].batch_size,
test_batch_size=options["test_options"].batch_size,
**kwargs)
kwargs = {'test_set': 'sweptsine', 'MCiter': mcIter}
loaders_sweptsine = loader.load_dataset(
dataset=options["dataset"],
dataset_options=options["dataset_options"],
train_batch_size=options["train_options"].batch_size,
test_batch_size=options["test_options"].batch_size,
**kwargs)
# Compute normalizers
if options["normalize"]:
normalizer_input, normalizer_output = compute_normalizer(
loaders_multisine['train'])
else:
normalizer_input = normalizer_output = None
# Define model
modelstate = ModelState(
seed=options["seed"],
nu=loaders_multisine["train"].nu,
ny=loaders_multisine["train"].ny,
model=options["model"],
options=options,
normalizer_input=normalizer_input,
normalizer_output=normalizer_output)
modelstate.model.to(options['device'])
# allocation
df = {}
# test the model
print('\nTest: Multisine')
kwargs = {'file_name_add': 'Multisine_'}
df_multisine = df
df_multisine = testing.run_test(options, loaders_multisine,
df_multisine, path_general,
file_name, **kwargs)
print('\nTest: Sweptsine')
kwargs = {'file_name_add': 'Sweptsine_'}
df_sweptsine = {}
df_sweptsine = testing.run_test(options, loaders_sweptsine,
df_sweptsine, path_general,
file_name, **kwargs)
# save performance values
vaf_all_multisine[mcIter, i1, i2, i3] = df_multisine['vaf']
rmse_all_multisine[mcIter, i1, i2,
i3] = df_multisine['rmse'][0]
likelihood_all_multisine[
mcIter, i1, i2,
i3] = df_multisine['marginal_likeli'].item()
vaf_all_sweptsine[mcIter, i1, i2, i3] = df_sweptsine['vaf']
rmse_all_sweptsine[mcIter, i1, i2,
i3] = df_sweptsine['rmse'][0]
likelihood_all_sweptsine[
mcIter, i1, i2,
i3] = df_sweptsine['marginal_likeli'].item()
# save data
datasaver = {
'all_vaf_multisine': vaf_all_multisine,
'all_rmse_multisine': rmse_all_multisine,
'all_likelihood_multisine': likelihood_all_multisine,
'all_vaf_sweptsine': vaf_all_sweptsine,
'all_rmse_sweptsine': rmse_all_sweptsine,
'all_likelihood_sweptsine': likelihood_all_sweptsine
}
# get saving path
path = path_general + 'data/'
# filename
file_name = '{}.pt'.format(options['dataset'])
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# save data
torch.save(datasaver, path + file_name)
print('\n')
print('# ' * 20)
print('Performance computation for model {}: DONE'.format(model_name))
print('# ' * 20)
print('\n')
def run_main_gridsearch(options, kwargs, gridvalues, path_general, file_name_general):
print('Run file: main_gridsearch.py')
start_time = time.time()
# get correct computing device
if torch.cuda.is_available():
device = torch.device('cuda')
else:
device = torch.device('cpu')
print('Device: {}'.format(device))
# get the options
options['device'] = device
options['dataset_options'] = dynsys_params.get_dataset_options(options['dataset'])
options['model_options'] = model_params.get_model_options(options['model'], options['dataset'],
options['dataset_options'])
options['train_options'] = train_params.get_train_options(options['dataset'])
options['test_options'] = train_params.get_test_options()
# print model type and dynamic system type
print('\n\tModel Type: {}'.format(options['model']))
print('\tDynamic System: {}\n'.format(options['dataset']))
path = path_general + 'data/'
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# set logger
set_redirects(path, file_name_general+'_runlog')
h_values = gridvalues['h_values']
z_values = gridvalues['z_values']
n_values = gridvalues['n_values']
# print number of searches
temp = len(h_values) * len(z_values) * len(n_values)
print('Total number of search points: {}'.format(temp))
# allocation
all_vaf = torch.zeros([len(h_values), len(z_values), len(n_values)])
all_rmse = torch.zeros([len(h_values), len(z_values), len(n_values)])
all_likelihood = torch.zeros([len(h_values), len(z_values), len(n_values)])
all_df = {}
for i1, h_sel in enumerate(h_values):
for i2, z_sel in enumerate(z_values):
for i3, n_sel in enumerate(n_values):
# output current choice
print('\nCurrent run: h={}, z={}, n={}\n'.format(h_sel, z_sel, n_sel))
# get current file names
file_name = file_name_general + '_h{}_z{}_n{}'.format(h_sel, z_sel, n_sel)
# set new values in options
options['model_options'].h_dim = h_sel
options['model_options'].z_dim = z_sel
options['model_options'].n_layers = n_sel
# Specifying datasets
loaders = loader.load_dataset(dataset=options["dataset"],
dataset_options=options["dataset_options"],
train_batch_size=options["train_options"].batch_size,
test_batch_size=options["test_options"].batch_size,
**kwargs)
# Compute normalizers
if options["normalize"]:
normalizer_input, normalizer_output = compute_normalizer(loaders['train'])
else:
normalizer_input = normalizer_output = None
# Define model
modelstate = ModelState(seed=options["seed"],
nu=loaders["train"].nu, ny=loaders["train"].ny,
model=options["model"],
options=options,
normalizer_input=normalizer_input,
normalizer_output=normalizer_output)
modelstate.model.to(options['device'])
# allocation
df = {}
if options['do_train']:
# train the model
df = training.run_train(modelstate=modelstate,
loader_train=loaders['train'],
loader_valid=loaders['valid'],
options=options,
dataframe=df,
path_general=path_general,
file_name_general=file_name)
if options['do_test']:
# test the model
df = testing.run_test(options, loaders, df, path_general, file_name)
# store values
all_df[(i1, i2, i3)] = df
# save performance values
all_vaf[i1, i2, i3] = df['vaf']
all_rmse[i1, i2, i3] = df['rmse'][0]
all_likelihood[i1, i2, i3] = df['marginal_likeli'].item()
# save data
# get saving path
path = path_general + 'data/'
# to pandas
all_df = pd.DataFrame(all_df)
# filename
file_name = '{}_gridsearch.csv'.format(options['dataset'])
# check if path exists and create otherwise
if not os.path.exists(path):
os.makedirs(path)
# save data
all_df.to_csv(path_general + file_name)
# save performance values
torch.save(all_vaf, path_general + 'data/' + 'all_vaf.pt')
torch.save(all_rmse, path_general + 'data/' + 'all_rmse.pt')
torch.save(all_likelihood, path_general + 'data/' + 'all_likelihood.pt')
# output best parameters
all_vaf = all_vaf.numpy()
i, j, k = np.unravel_index(all_vaf.argmax(), all_vaf.shape)
print('Best Parameters max vaf={}, h={}, z={}, n={}, ind(h,z,n)=({},{},{})'.format(all_vaf[i, j, k],
h_values[i],
z_values[j],
n_values[k], i, j, k))
all_rmse = all_rmse.numpy()
i, j, k = np.unravel_index(all_rmse.argmin(), all_rmse.shape)
print('Best Parameters min rmse={}, h={}, z={}, n={}, ind(h,z,n)=({},{},{})'.format(all_rmse[i, j, k],
h_values[i],
z_values[j],
n_values[k], i, j, k))
all_likelihood = all_likelihood.numpy()
i, j, k = np.unravel_index(all_likelihood.argmax(), all_likelihood.shape)
print('Best Parameters max likelihood={}, h={}, z={}, n={}, ind(h,z,n)=({},{},{})'.format(all_likelihood[i, j, k],
h_values[i],
z_values[j],
n_values[k], i, j, k))
# plot results
dv.plot_perf_gridsearch(all_vaf, all_rmse, all_likelihood, z_values, h_values, path_general, options)
# time output
time_el = time.time() - start_time
hours = time_el // 3600
min = time_el // 60 - hours * 60
sec = time_el - min * 60 - hours * 3600
print('Total ime of file execution: {:2.0f}:{:2.0f}:{:2.0f} [h:min:sec]'.format(hours, min, sec))