def getema(self, period=14, label="ema"):
tag = "ema:{}".format(period)
ema = self.analyzer.getIndicator(tag)
if not ema:
ema = EMA(self.csdata, {"period": period, "label": label})
self.analyzer.saveIndicator(tag, ema)
return ema
def train(save_pth, use_mixup, mixup_alpha):
model, criteria = set_model()
ema = EMA(model, ema_alpha)
optim, lr_sheduler = set_optimizer(model)
dltrain = get_train_loader(batch_size=batchsize,
num_workers=n_workers,
dataset=ds_name,
pin_memory=False)
for e in range(n_epochs):
tic = time.time()
loss_avg = train_one_epoch(model, criteria, dltrain, optim, ema,
use_mixup, mixup_alpha)
lr_sheduler.step()
acc = evaluate(model, verbose=False)
ema.apply_shadow()
acc_ema = evaluate(model, verbose=False)
ema.restore()
toc = time.time()
msg = 'epoch: {}, loss: {:.4f}, lr: {:.4f}, acc: {:.4f}, acc_ema: {:.4f}, time: {:.2f}'.format(
e, loss_avg,
list(optim.param_groups)[0]['lr'], acc, acc_ema, toc - tic)
print(msg)
save_model(model, save_pth)
print('done')
return model
def MACD(df,t1=12,t2=26):
if t1 > t2:
tmp = t1
t1 = t2
t2 = tmp
sma1 = SMA(df,t1)
sma2 = SMA(df,t2)
temp = pd.Series(sma1-sma2,index = df.index)
signal = EMA(temp[t2:],9)
return temp, signal
def getema(self, period=14, label="ema", metric="closed"):
tag = "ema:{}:{}".format(period, metric)
ema = self.analyzer.getIndicator(tag)
if not ema:
ema = EMA(self.csdata, {
"period": period,
"label": label,
"metric": metric
})
self.analyzer.saveIndicator(tag, ema)
return ema
def __init__(self,
net,
dataloader=None,
params=None,
update_fn=None,
eval_loader=None,
test_loader=None,
has_cuda=True):
if has_cuda:
device = torch.device("cuda:0")
else:
device = torch.device('cpu')
self.net = net.to(device)
self.loader = dataloader
self.eval_loader = eval_loader
self.test_loader = test_loader
self.params = params
self.device = device
# self.net.to(device)
if params is not None:
n_data, num_classes = params['n_data'], params['num_classes']
n_eval_data, batch_size = params['n_eval_data'], params[
'batch_size']
self.ensemble_pred = torch.zeros((n_data, num_classes),
device=device)
self.target_pred = torch.zeros((n_data, num_classes),
device=device)
t_one = torch.ones(())
self.epoch_pred = t_one.new_empty((n_data, num_classes),
dtype=torch.float32,
device=device)
self.epoch_mask = t_one.new_empty((n_data),
dtype=torch.float32,
device=device)
self.train_epoch_loss = \
t_one.new_empty((n_data // batch_size, 4),
dtype=torch.float32, device=device)
self.train_epoch_acc = \
t_one.new_empty((n_data // batch_size), dtype=torch.float32,
device=device)
self.eval_epoch_loss = \
t_one.new_empty((n_eval_data // batch_size, 2),
dtype=torch.float32, device=device)
self.eval_epoch_acc = \
t_one.new_empty((n_eval_data // batch_size, 2),
dtype=torch.float32, device=device)
self.optimizer = opt.Adam(self.net.parameters())
self.update_fn = update_fn
self.ema = EMA(params['polyak_decay'], self.net, has_cuda)
self.unsup_weight = 0.0
def test(model, ema, args, data):
device = torch.device(
f"cuda:{args.gpu}" if torch.cuda.is_available() else "cpu")
criterion = nn.CrossEntropyLoss()
loss = 0
answers = dict()
model.eval()
backup_params = EMA(0)
for name, param in model.named_parameters():
if param.requires_grad:
backup_params.register(name, param.data)
param.data.copy_(ema.get(name))
with torch.set_grad_enabled(False):
for batch in iter(data.dev_iter):
p1, p2 = model(batch)
batch_loss = criterion(p1, batch.s_idx) + criterion(
p2, batch.e_idx)
loss += batch_loss.item()
# (batch, c_len, c_len)
batch_size, c_len = p1.size()
ls = nn.LogSoftmax(dim=1)
mask = (torch.ones(c_len, c_len) *
float('-inf')).to(device).tril(-1).unsqueeze(0).expand(
batch_size, -1, -1)
score = (ls(p1).unsqueeze(2) + ls(p2).unsqueeze(1)) + mask
score, s_idx = score.max(dim=1)
score, e_idx = score.max(dim=1)
s_idx = torch.gather(s_idx, 1, e_idx.view(-1, 1)).squeeze()
for i in range(batch_size):
id = batch.id[i]
answer = batch.c_word[0][i][s_idx[i]:e_idx[i] + 1]
answer = ' '.join(
[data.WORD.vocab.itos[idx] for idx in answer])
answers[id] = answer
for name, param in model.named_parameters():
if param.requires_grad:
param.data.copy_(backup_params.get(name))
with open(args.prediction_file, 'w', encoding='utf-8') as f:
print(json.dumps(answers), file=f)
results = evaluate.main(args)
return loss, results['exact_match'], results['f1']
def train():
model, criteria_x, criteria_u = set_model()
n_iters_per_epoch = n_imgs_per_epoch // batchsize
dltrain_x, dltrain_u = get_train_loader(
batchsize, n_iters_per_epoch, L=250, K=n_guesses
)
lb_guessor = LabelGuessor(model, T=temperature)
mixuper = MixUp(mixup_alpha)
ema = EMA(model, ema_alpha)
optim = torch.optim.Adam(model.parameters(), lr=lr)
n_iters_per_epoch = n_imgs_per_epoch // batchsize
lam_u_epoch = float(lam_u) / n_epoches
lam_u_once = lam_u_epoch / n_iters_per_epoch
train_args = dict(
model=model,
criteria_x=criteria_x,
criteria_u=criteria_u,
optim=optim,
ema=ema,
wd = 1 - weight_decay * lr,
dltrain_x=dltrain_x,
dltrain_u=dltrain_u,
lb_guessor=lb_guessor,
mixuper=mixuper,
lambda_u=0,
lambda_u_once=lam_u_once,
)
best_acc = -1
print('start to train')
for e in range(n_epoches):
model.train()
print('epoch: {}'.format(e))
train_args['lambda_u'] = e * lam_u_epoch
train_one_epoch(**train_args)
torch.cuda.empty_cache()
acc = evaluate(ema)
best_acc = acc if best_acc < acc else best_acc
log_msg = [
'epoch: {}'.format(e),
'acc: {:.4f}'.format(acc),
'best_acc: {:.4f}'.format(best_acc)]
print(', '.join(log_msg))
def __testEMA(self, strDateTime, strType='O'):
targetIdx = self.dicDatetime2Idx.get(strDateTime, -1)
assert not (targetIdx == -1), "Incorrect input datetime."
assert not (targetIdx not in self.dicTempResultMA_CPU
), "Target datetime not in current temp result."
strTypeForRaw = self.__convertTypeToRawType(strType)
lstMA = []
lstPrice = []
for idx in xrange(targetIdx - self.timespan + 1, targetIdx + 1):
lstMA.append(self.dicTempResultMA_CPU[idx][strType])
lstPrice.append(float(self.dicRawData[idx][strTypeForRaw]))
from ema import EMA
ema = EMA(lstMA, lstPrice, self.timespan)
ema.calculate()
ema.show()
def main():
opts = load_option()
print(opts)
train_dataset, test_dataset = load_cifar10(opts, unlabeled_label=opts.unlabeled_label)
model = ConvLarge(opts.num_classes + 1)
center = EMA((len(train_dataset), opts.num_classes + 1), opts.alpha)
if opts.cuda:
model.to('cuda')
center.to('cuda')
trainer = Trainer(model, center, train_dataset, test_dataset, opts)
trainer.validate()
for epoch in range(opts.max_epoch):
trainer.train()
trainer.validate()
def train():
n_iters_per_epoch = args.n_imgs_per_epoch // args.batchsize
n_iters_all = n_iters_per_epoch * args.n_epochs
model, criteria_x, criteria_u = set_model()
dltrain_x, dltrain_u = get_train_loader(args.batchsize,
args.mu,
n_iters_per_epoch,
L=args.n_labeled,
seed=args.seed)
lb_guessor = LabelGuessor(thresh=args.thr)
ema = EMA(model, args.ema_alpha)
wd_params, non_wd_params = [], []
for param in model.parameters():
if len(param.size()) == 1:
non_wd_params.append(param)
else:
wd_params.append(param)
param_list = [{
'params': wd_params
}, {
'params': non_wd_params,
'weight_decay': 0
}]
optim = torch.optim.SGD(param_list,
lr=args.lr,
weight_decay=args.weight_decay,
momentum=args.momentum,
nesterov=True)
lr_schdlr = WarmupCosineLrScheduler(optim,
max_iter=n_iters_all,
warmup_iter=0)
train_args = dict(
model=model,
criteria_x=criteria_x,
criteria_u=criteria_u,
optim=optim,
lr_schdlr=lr_schdlr,
ema=ema,
dltrain_x=dltrain_x,
dltrain_u=dltrain_u,
lb_guessor=lb_guessor,
lambda_u=args.lam_u,
lambda_c=args.lam_c,
n_iters=n_iters_per_epoch,
)
best_acc = -1
print('start to train')
for e in range(args.n_epochs):
model.train()
print('epoch: {}'.format(e + 1))
train_one_epoch(**train_args)
torch.cuda.empty_cache()
acc = evaluate(ema)
best_acc = acc if best_acc < acc else best_acc
log_msg = [
'epoch: {}'.format(e), 'acc: {:.4f}'.format(acc),
'best_acc: {:.4f}'.format(best_acc)
]
print(', '.join(log_msg))
sort_unlabeled(ema)
def main():
parser = argparse.ArgumentParser()
parser.add_argument('--data', default='mimic3.npz', help='data file')
parser.add_argument('--seed',
type=int,
default=None,
help='random seed. Randomly set if not specified.')
# training options
parser.add_argument('--nz',
type=int,
default=32,
help='dimension of latent variable')
parser.add_argument('--epoch',
type=int,
default=200,
help='number of training epochs')
parser.add_argument('--batch-size',
type=int,
default=64,
help='batch size')
# Use smaller test batch size to accommodate more importance samples
parser.add_argument('--test-batch-size',
type=int,
default=32,
help='batch size for validation and test set')
parser.add_argument('--train-k',
type=int,
default=8,
help='number of importance weights for training')
parser.add_argument('--test-k',
type=int,
default=50,
help='number of importance weights for evaluation')
parser.add_argument('--flow',
type=int,
default=2,
help='number of IAF layers')
parser.add_argument('--lr',
type=float,
default=2e-4,
help='global learning rate')
parser.add_argument('--enc-lr',
type=float,
default=1e-4,
help='encoder learning rate')
parser.add_argument('--dec-lr',
type=float,
default=1e-4,
help='decoder learning rate')
parser.add_argument('--min-lr',
type=float,
default=-1,
help='min learning rate for LR scheduler. '
'-1 to disable annealing')
parser.add_argument('--wd', type=float, default=1e-3, help='weight decay')
parser.add_argument('--overlap',
type=float,
default=.5,
help='kernel overlap')
parser.add_argument('--cls',
type=float,
default=200,
help='classification weight')
parser.add_argument('--clsdep',
type=int,
default=1,
help='number of layers for classifier')
parser.add_argument('--ts',
type=float,
default=1,
help='log-likelihood weight for ELBO')
parser.add_argument('--kl',
type=float,
default=.1,
help='KL weight for ELBO')
parser.add_argument('--eval-interval',
type=int,
default=1,
help='AUC evaluation interval. '
'0 to disable evaluation.')
parser.add_argument('--save-interval',
type=int,
default=0,
help='interval to save models. 0 to disable saving.')
parser.add_argument('--prefix',
default='pvae',
help='prefix of output directory')
parser.add_argument('--comp',
type=int,
default=7,
help='continuous convolution kernel size')
parser.add_argument('--sigma',
type=float,
default=.2,
help='standard deviation for Gaussian likelihood')
parser.add_argument('--dec-ch',
default='8-16-16',
help='decoder architecture')
parser.add_argument('--enc-ch',
default='64-32-32-16',
help='encoder architecture')
parser.add_argument('--rescale',
dest='rescale',
action='store_const',
const=True,
default=True,
help='if set, rescale time to [-1, 1]')
parser.add_argument('--no-rescale',
dest='rescale',
action='store_const',
const=False)
parser.add_argument('--cconvnorm',
dest='cconv_norm',
action='store_const',
const=True,
default=True,
help='if set, normalize continuous convolutional '
'layer using mean pooling')
parser.add_argument('--no-cconvnorm',
dest='cconv_norm',
action='store_const',
const=False)
parser.add_argument('--cconv-ref',
type=int,
default=98,
help='number of evenly-spaced reference locations '
'for continuous convolutional layer')
parser.add_argument('--dec-ref',
type=int,
default=128,
help='number of evenly-spaced reference locations '
'for decoder')
parser.add_argument('--ema',
dest='ema',
type=int,
default=0,
help='start epoch of exponential moving average '
'(EMA). -1 to disable EMA')
parser.add_argument('--ema-decay',
type=float,
default=.9999,
help='EMA decay')
args = parser.parse_args()
nz = args.nz
epochs = args.epoch
eval_interval = args.eval_interval
save_interval = args.save_interval
if args.seed is None:
rnd = np.random.RandomState(None)
random_seed = rnd.randint(np.iinfo(np.uint32).max)
else:
random_seed = args.seed
rnd = np.random.RandomState(random_seed)
np.random.seed(random_seed)
torch.manual_seed(random_seed)
max_time = 5
cconv_ref = args.cconv_ref
overlap = args.overlap
train_dataset, val_dataset, test_dataset = time_series.split_data(
args.data, rnd, max_time, cconv_ref, overlap, device, args.rescale)
train_loader = DataLoader(train_dataset,
batch_size=args.batch_size,
shuffle=True,
drop_last=True,
collate_fn=train_dataset.collate_fn)
n_train_batch = len(train_loader)
val_loader = DataLoader(val_dataset,
batch_size=args.test_batch_size,
shuffle=False,
collate_fn=val_dataset.collate_fn)
test_loader = DataLoader(test_dataset,
batch_size=args.test_batch_size,
shuffle=False,
collate_fn=test_dataset.collate_fn)
in_channels, seq_len = train_dataset.data.shape[1:]
dec_channels = [int(c) for c in args.dec_ch.split('-')] + [in_channels]
enc_channels = [int(c) for c in args.enc_ch.split('-')]
out_channels = enc_channels[0]
squash = torch.sigmoid
if args.rescale:
squash = torch.tanh
dec_ch_up = 2**(len(dec_channels) - 2)
assert args.dec_ref % dec_ch_up == 0, (
f'--dec-ref={args.dec_ref} is not divided by {dec_ch_up}.')
dec_len0 = args.dec_ref // dec_ch_up
grid_decoder = GridDecoder(nz, dec_channels, dec_len0, squash)
decoder = Decoder(grid_decoder, max_time=max_time,
dec_ref=args.dec_ref).to(device)
cconv = ContinuousConv1D(in_channels,
out_channels,
max_time,
cconv_ref,
overlap_rate=overlap,
kernel_size=args.comp,
norm=args.cconv_norm).to(device)
encoder = Encoder(cconv, nz, enc_channels, args.flow).to(device)
classifier = Classifier(nz, args.clsdep).to(device)
pvae = PVAE(encoder, decoder, classifier, args.sigma, args.cls).to(device)
ema = None
if args.ema >= 0:
ema = EMA(pvae, args.ema_decay, args.ema)
other_params = [
param for name, param in pvae.named_parameters()
if not (name.startswith('decoder.grid_decoder')
or name.startswith('encoder.grid_encoder'))
]
params = [
{
'params': decoder.grid_decoder.parameters(),
'lr': args.dec_lr
},
{
'params': encoder.grid_encoder.parameters(),
'lr': args.enc_lr
},
{
'params': other_params
},
]
optimizer = optim.Adam(params, lr=args.lr, weight_decay=args.wd)
scheduler = make_scheduler(optimizer, args.lr, args.min_lr, epochs)
path = '{}_{}'.format(args.prefix, datetime.now().strftime('%m%d.%H%M%S'))
output_dir = Path('results') / 'mimic3-pvae' / path
print(output_dir)
log_dir = mkdir(output_dir / 'log')
model_dir = mkdir(output_dir / 'model')
start_epoch = 0
with (log_dir / 'seed.txt').open('w') as f:
print(random_seed, file=f)
with (log_dir / 'gpu.txt').open('a') as f:
print(torch.cuda.device_count(), start_epoch, file=f)
with (log_dir / 'args.txt').open('w') as f:
for key, val in sorted(vars(args).items()):
print(f'{key}: {val}', file=f)
with (log_dir / 'params.txt').open('w') as f:
def print_params_count(module, name):
try: # sum counts if module is a list
params_count = sum(count_parameters(m) for m in module)
except TypeError:
params_count = count_parameters(module)
print(f'{name} {params_count}', file=f)
print_params_count(grid_decoder, 'grid_decoder')
print_params_count(decoder, 'decoder')
print_params_count(cconv, 'cconv')
print_params_count(encoder, 'encoder')
print_params_count(classifier, 'classifier')
print_params_count(pvae, 'pvae')
print_params_count(pvae, 'total')
tracker = Tracker(log_dir, n_train_batch)
evaluator = Evaluator(pvae,
val_loader,
test_loader,
log_dir,
eval_args={'iw_samples': args.test_k})
start = time.time()
epoch_start = start
for epoch in range(start_epoch, epochs):
loss_breakdown = defaultdict(float)
epoch_start = time.time()
for (val, idx, mask, y, _, cconv_graph) in train_loader:
optimizer.zero_grad()
loss, _, _, loss_info = pvae(val, idx, mask, y, cconv_graph,
args.train_k, args.ts, args.kl)
loss.backward()
optimizer.step()
if ema:
ema.update()
for loss_name, loss_val in loss_info.items():
loss_breakdown[loss_name] += loss_val
if scheduler:
scheduler.step()
cur_time = time.time()
tracker.log(epoch, loss_breakdown, cur_time - epoch_start,
cur_time - start)
if eval_interval > 0 and (epoch + 1) % eval_interval == 0:
if ema:
ema.apply()
evaluator.evaluate(epoch)
ema.restore()
else:
evaluator.evaluate(epoch)
model_dict = {
'pvae': pvae.state_dict(),
'ema': ema.state_dict() if ema else None,
'epoch': epoch + 1,
'args': args,
}
torch.save(model_dict, str(log_dir / 'model.pth'))
if save_interval > 0 and (epoch + 1) % save_interval == 0:
torch.save(model_dict, str(model_dir / f'{epoch:04d}.pth'))
print(output_dir)
def train_bidaf(args, data):
device = torch.device(
f"cuda:{args.gpu}" if torch.cuda.is_available() else "cpu")
model = BiDAF(args, data.WORD.vocab.vectors).to(device)
ema = EMA(args.exp_decay_rate)
for name, param in model.named_parameters():
if param.requires_grad:
ema.register(name, param.data)
parameters = filter(lambda p: p.requires_grad, model.parameters())
optimizer = optim.Adadelta(parameters, lr=args.learning_rate)
criterion = nn.CrossEntropyLoss()
writer = SummaryWriter(logdir='runs/' + args.model_time)
model.train()
loss, last_epoch = 0, -1
max_dev_exact, max_dev_f1 = -1, -1
iterator = data.train_iter
for i, batch in tqdm(enumerate(iterator)):
present_epoch = int(iterator.epoch)
if present_epoch == args.epoch:
break
if present_epoch > last_epoch:
print('epoch:', present_epoch + 1)
last_epoch = present_epoch
p1, p2 = model(batch)
optimizer.zero_grad()
# print(p1, batch.s_idx)
# print(p2, batch.e_idx)
batch_loss = criterion(p1, batch.s_idx) + criterion(p2, batch.e_idx)
# print('p1', p1.shape, p1)
# print('batch.s_idx', batch.s_idx.shape, batch.s_idx.shape)
# print(loss, batch_loss.item())
loss += batch_loss.item()
# print(loss)
# print(batch_loss.item())
batch_loss.backward()
optimizer.step()
for name, param in model.named_parameters():
if param.requires_grad:
ema.update(name, param.data)
if (i + 1) % args.print_freq == 0:
dev_loss, dev_exact, dev_f1 = test(model, ema, args, data)
c = (i + 1) // args.print_freq
writer.add_scalar('loss/train', loss, c)
writer.add_scalar('loss/dev', dev_loss, c)
writer.add_scalar('exact_match/dev', dev_exact, c)
writer.add_scalar('f1/dev', dev_f1, c)
print(f'train loss: {loss:.3f} / dev loss: {dev_loss:.3f}'
f' / dev EM: {dev_exact:.3f} / dev F1: {dev_f1:.3f}')
if dev_f1 > max_dev_f1:
max_dev_f1 = dev_f1
max_dev_exact = dev_exact
best_model = copy.deepcopy(model)
loss = 0
model.train()
writer.close()
print(f'max dev EM: {max_dev_exact:.3f} / max dev F1: {max_dev_f1:.3f}')
return best_model
def run(p_seed=0, p_epochs=150, p_kernel_size=5, p_logdir="temp"):
# random number generator seed ------------------------------------------------#
SEED = p_seed
torch.backends.cudnn.deterministic = True
torch.backends.cudnn.benchmark = False
torch.manual_seed(SEED)
torch.cuda.manual_seed_all(SEED)
np.random.seed(SEED)
# kernel size of model --------------------------------------------------------#
KERNEL_SIZE = p_kernel_size
# number of epochs ------------------------------------------------------------#
NUM_EPOCHS = p_epochs
# file names ------------------------------------------------------------------#
if not os.path.exists("../logs/%s" % p_logdir):
os.makedirs("../logs/%s" % p_logdir)
OUTPUT_FILE = str("../logs/%s/log%03d.out" % (p_logdir, SEED))
MODEL_FILE = str("../logs/%s/model%03d.pth" % (p_logdir, SEED))
# enable GPU usage ------------------------------------------------------------#
use_cuda = torch.cuda.is_available()
device = torch.device("cuda" if use_cuda else "cpu")
if use_cuda == False:
print("WARNING: CPU will be used for training.")
exit(0)
# data augmentation methods ---------------------------------------------------#
transform = transforms.Compose([
RandomRotation(20, seed=SEED),
transforms.RandomAffine(0, translate=(0.2, 0.2)),
])
# data loader -----------------------------------------------------------------#
train_dataset = MnistDataset(training=True, transform=transform)
test_dataset = MnistDataset(training=False, transform=None)
train_loader = torch.utils.data.DataLoader(train_dataset,
batch_size=120,
shuffle=True)
test_loader = torch.utils.data.DataLoader(test_dataset,
batch_size=100,
shuffle=False)
# model selection -------------------------------------------------------------#
if (KERNEL_SIZE == 3):
model = ModelM3().to(device)
elif (KERNEL_SIZE == 5):
model = ModelM5().to(device)
elif (KERNEL_SIZE == 7):
model = ModelM7().to(device)
summary(model, (1, 28, 28))
# hyperparameter selection ----------------------------------------------------#
ema = EMA(model, decay=0.999)
optimizer = optim.Adam(model.parameters(), lr=0.001)
lr_scheduler = torch.optim.lr_scheduler.ExponentialLR(optimizer,
gamma=0.98)
# delete result file ----------------------------------------------------------#
f = open(OUTPUT_FILE, 'w')
f.close()
# global variables ------------------------------------------------------------#
g_step = 0
max_correct = 0
# training and evaluation loop ------------------------------------------------#
for epoch in range(NUM_EPOCHS):
#--------------------------------------------------------------------------#
# train process #
#--------------------------------------------------------------------------#
model.train()
train_loss = 0
train_corr = 0
for batch_idx, (data, target) in enumerate(train_loader):
data, target = data.to(device), target.to(device)
optimizer.zero_grad()
output = model(data)
loss = F.nll_loss(output, target)
train_pred = output.argmax(dim=1, keepdim=True)
train_corr += train_pred.eq(
target.view_as(train_pred)).sum().item()
train_loss += F.nll_loss(output, target, reduction='sum').item()
loss.backward()
optimizer.step()
g_step += 1
ema(model, g_step)
if batch_idx % 100 == 0:
print('Train Epoch: {} [{:05d}/{} ({:.0f}%)]\tLoss: {:.6f}'.
format(epoch, batch_idx * len(data),
len(train_loader.dataset),
100. * batch_idx / len(train_loader),
loss.item()))
train_loss /= len(train_loader.dataset)
train_accuracy = 100 * train_corr / len(train_loader.dataset)
#--------------------------------------------------------------------------#
# test process #
#--------------------------------------------------------------------------#
model.eval()
ema.assign(model)
test_loss = 0
correct = 0
total_pred = np.zeros(0)
total_target = np.zeros(0)
with torch.no_grad():
for data, target in test_loader:
data, target = data.to(device), target.to(device)
output = model(data)
test_loss += F.nll_loss(output, target, reduction='sum').item()
pred = output.argmax(dim=1, keepdim=True)
total_pred = np.append(total_pred, pred.cpu().numpy())
total_target = np.append(total_target, target.cpu().numpy())
correct += pred.eq(target.view_as(pred)).sum().item()
if (max_correct < correct):
torch.save(model.state_dict(), MODEL_FILE)
max_correct = correct
print("Best accuracy! correct images: %5d" % correct)
ema.resume(model)
#--------------------------------------------------------------------------#
# output #
#--------------------------------------------------------------------------#
test_loss /= len(test_loader.dataset)
test_accuracy = 100 * correct / len(test_loader.dataset)
best_test_accuracy = 100 * max_correct / len(test_loader.dataset)
print(
'\nTest set: Average loss: {:.4f}, Accuracy: {}/{} ({:.2f}%) (best: {:.2f}%)\n'
.format(test_loss, correct, len(test_loader.dataset),
test_accuracy, best_test_accuracy))
f = open(OUTPUT_FILE, 'a')
f.write(" %3d %12.6f %9.3f %12.6f %9.3f %9.3f\n" %
(epoch, train_loss, train_accuracy, test_loss, test_accuracy,
best_test_accuracy))
f.close()
#--------------------------------------------------------------------------#
# update learning rate scheduler #
#--------------------------------------------------------------------------#
lr_scheduler.step()
def train_val_model(pipeline_cfg, model_cfg, train_cfg):
data_pipeline = DataPipeline(**pipeline_cfg)
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
if model_cfg['cxt_emb_pretrained'] is not None:
model_cfg['cxt_emb_pretrained'] = torch.load(
model_cfg['cxt_emb_pretrained'])
bidaf = BiDAF(word_emb=data_pipeline.word_type.vocab.vectors, **model_cfg)
ema = EMA(train_cfg['exp_decay_rate'])
for name, param in bidaf.named_parameters():
if param.requires_grad:
ema.register(name, param.data)
parameters = filter(lambda p: p.requires_grad, bidaf.parameters())
optimizer = optim.Adadelta(parameters, lr=train_cfg['lr'])
criterion = nn.CrossEntropyLoss()
result = {'best_f1': 0.0, 'best_model': None}
num_epochs = train_cfg['num_epochs']
for epoch in range(1, num_epochs + 1):
print('Epoch {}/{}'.format(epoch, num_epochs))
print('-' * 10)
for phase in ['train', 'val']:
val_answers = dict()
val_f1 = 0
val_em = 0
val_cnt = 0
val_r = 0
if phase == 'train':
bidaf.train()
else:
bidaf.eval()
backup_params = EMA(0)
for name, param in bidaf.named_parameters():
if param.requires_grad:
backup_params.register(name, param.data)
param.data.copy_(ema.get(name))
with torch.set_grad_enabled(phase == 'train'):
for batch_num, batch in enumerate(
data_pipeline.data_iterators[phase]):
optimizer.zero_grad()
p1, p2 = bidaf(batch)
loss = criterion(p1, batch.s_idx) + criterion(
p2, batch.e_idx)
if phase == 'train':
loss.backward()
optimizer.step()
for name, param in bidaf.named_parameters():
if param.requires_grad:
ema.update(name, param.data)
if batch_num % train_cfg['batch_per_disp'] == 0:
batch_loss = loss.item()
print('batch %d: loss %.3f' %
(batch_num, batch_loss))
if phase == 'val':
batch_size, c_len = p1.size()
val_cnt += batch_size
ls = nn.LogSoftmax(dim=1)
mask = (torch.ones(c_len, c_len) * float('-inf')).to(device).tril(-1). \
unsqueeze(0).expand(batch_size, -1, -1)
score = (ls(p1).unsqueeze(2) +
ls(p2).unsqueeze(1)) + mask
score, s_idx = score.max(dim=1)
score, e_idx = score.max(dim=1)
s_idx = torch.gather(s_idx, 1,
e_idx.view(-1, 1)).squeeze()
for i in range(batch_size):
answer = (s_idx[i], e_idx[i])
gt = (batch.s_idx[i], batch.e_idx[i])
val_f1 += f1_score(answer, gt)
val_em += exact_match_score(answer, gt)
val_r += r_score(answer, gt)
if phase == 'val':
val_f1 = val_f1 * 100 / val_cnt
val_em = val_em * 100 / val_cnt
val_r = val_r * 100 / val_cnt
print('Epoch %d: %s f1 %.3f | %s em %.3f | %s rouge %.3f' %
(epoch, phase, val_f1, phase, val_em, phase, val_r))
if val_f1 > result['best_f1']:
result['best_f1'] = val_f1
result['best_em'] = val_em
result['best_model'] = copy.deepcopy(bidaf.state_dict())
torch.save(result, train_cfg['ckpoint_file'])
# with open(train_cfg['val_answers'], 'w', encoding='utf-8') as f:
# print(json.dumps(val_answers), file=f)
for name, param in bidaf.named_parameters():
if param.requires_grad:
param.data.copy_(backup_params.get(name))
images_grid = unnormalize(images_grid)
save_grid(images_grid)
writer.add_image('input_images', images_grid, 0)
############################# Model ####################################
'''
Classification model is initialized here, along with exponential
moving average (EMA) module:
- model is pushed to gpu if its available.
'''
net = Wide_ResNet(28, 2, 0.3, 10) # VanillaNet()
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
net.to(device)
ema = EMA(net, decay=0.9999)
############################## Utils ###################################
'''
Training utils are initialized here, including:
- CrossEntropyLoss - supervised loss.
- KLDivLoss - unsupervised consistency loss
- SGD optimizer
- CosineAnnealingLR scheduler
- Evaluation function
'''
criterion_sup = torch.nn.CrossEntropyLoss()
criterion_unsup = torch.nn.KLDivLoss(reduction='none')
optimizer = torch.optim.SGD(
def train():
n_iters_per_epoch = args.n_imgs_per_epoch // args.batchsize
n_iters_all = n_iters_per_epoch * args.n_epochs #/ args.mu_c
epsilon = 0.000001
model, criteria_x, criteria_u = set_model()
lb_guessor = LabelGuessor(thresh=args.thr)
ema = EMA(model, args.ema_alpha)
wd_params, non_wd_params = [], []
for param in model.parameters():
if len(param.size()) == 1:
non_wd_params.append(param)
else:
wd_params.append(param)
param_list = [{'params': wd_params}, {'params': non_wd_params, 'weight_decay': 0}]
optim = torch.optim.SGD(param_list, lr=args.lr, weight_decay=args.weight_decay, momentum=args.momentum, nesterov=True)
lr_schdlr = WarmupCosineLrScheduler(optim, max_iter=n_iters_all, warmup_iter=0)
dltrain_x, dltrain_u, dltrain_all = get_train_loader(args.batchsize, args.mu, args.mu_c, n_iters_per_epoch,
L=args.n_labeled, seed=args.seed)
train_args = dict(
model=model,
criteria_x=criteria_x,
criteria_u=criteria_u,
optim=optim,
lr_schdlr=lr_schdlr,
ema=ema,
dltrain_x=dltrain_x,
dltrain_u=dltrain_u,
dltrain_all=dltrain_all,
lb_guessor=lb_guessor,
)
n_labeled = int(args.n_labeled / args.n_classes)
best_acc, top1 = -1, -1
results = {'top 1 acc': [], 'best_acc': []}
b_schedule = [args.n_epochs/2, 3*args.n_epochs/4]
if args.boot_schedule == 1:
step = int(args.n_epochs/3)
b_schedule = [step, 2*step]
elif args.boot_schedule == 2:
step = int(args.n_epochs/4)
b_schedule = [step, 2*step, 3*step]
for e in range(args.n_epochs):
if args.bootstrap > 1 and (e in b_schedule):
seed = 99
n_labeled *= args.bootstrap
name = sort_unlabeled(ema, n_labeled)
print("Bootstrap at epoch ", e," Name = ",name)
dltrain_x, dltrain_u, dltrain_all = get_train_loader(args.batchsize, args.mu, args.mu_c, n_iters_per_epoch,
L=10*n_labeled, seed=seed, name=name)
train_args = dict(
model=model,
criteria_x=criteria_x,
criteria_u=criteria_u,
optim=optim,
lr_schdlr=lr_schdlr,
ema=ema,
dltrain_x=dltrain_x,
dltrain_u=dltrain_u,
dltrain_all=dltrain_all,
lb_guessor=lb_guessor,
)
model.train()
train_one_epoch(**train_args)
torch.cuda.empty_cache()
if args.test == 0 or args.lam_clr < epsilon:
top1 = evaluate(ema) * 100
elif args.test == 1:
memory_data = utils.CIFAR10Pair(root='dataset', train=True, transform=utils.test_transform, download=False)
memory_data_loader = DataLoader(memory_data, batch_size=args.batchsize, shuffle=False, num_workers=16, pin_memory=True)
test_data = utils.CIFAR10Pair(root='dataset', train=False, transform=utils.test_transform, download=False)
test_data_loader = DataLoader(test_data, batch_size=args.batchsize, shuffle=False, num_workers=16, pin_memory=True)
c = len(memory_data.classes) #10
top1 = test(model, memory_data_loader, test_data_loader, c, e)
best_acc = top1 if best_acc < top1 else best_acc
results['top 1 acc'].append('{:.4f}'.format(top1))
results['best_acc'].append('{:.4f}'.format(best_acc))
data_frame = pd.DataFrame(data=results)
data_frame.to_csv(result_dir + '/' + save_name_pre + '.accuracy.csv', index_label='epoch')
log_msg = [
'epoch: {}'.format(e + 1),
'top 1 acc: {:.4f}'.format(top1),
'best_acc: {:.4f}'.format(best_acc)]
print(', '.join(log_msg))
def main():
parser = argparse.ArgumentParser()
default_dataset = 'toy-data.npz'
parser.add_argument('--data', default=default_dataset, help='data file')
parser.add_argument('--seed',
type=int,
default=None,
help='random seed. Randomly set if not specified.')
# training options
parser.add_argument('--nz',
type=int,
default=32,
help='dimension of latent variable')
parser.add_argument('--epoch',
type=int,
default=1000,
help='number of training epochs')
parser.add_argument('--batch-size',
type=int,
default=128,
help='batch size')
parser.add_argument('--lr',
type=float,
default=8e-5,
help='encoder/decoder learning rate')
parser.add_argument('--dis-lr',
type=float,
default=1e-4,
help='discriminator learning rate')
parser.add_argument('--min-lr',
type=float,
default=5e-5,
help='min encoder/decoder learning rate for LR '
'scheduler. -1 to disable annealing')
parser.add_argument('--min-dis-lr',
type=float,
default=7e-5,
help='min discriminator learning rate for LR '
'scheduler. -1 to disable annealing')
parser.add_argument('--wd', type=float, default=0, help='weight decay')
parser.add_argument('--overlap',
type=float,
default=.5,
help='kernel overlap')
parser.add_argument('--no-norm-trans',
action='store_true',
help='if set, use Gaussian posterior without '
'transformation')
parser.add_argument('--plot-interval',
type=int,
default=1,
help='plot interval. 0 to disable plotting.')
parser.add_argument('--save-interval',
type=int,
default=0,
help='interval to save models. 0 to disable saving.')
parser.add_argument('--prefix',
default='pbigan',
help='prefix of output directory')
parser.add_argument('--comp',
type=int,
default=7,
help='continuous convolution kernel size')
parser.add_argument('--ae',
type=float,
default=.2,
help='autoencoding regularization strength')
parser.add_argument('--aeloss',
default='smooth_l1',
help='autoencoding loss. (options: mse, smooth_l1)')
parser.add_argument('--ema',
dest='ema',
type=int,
default=-1,
help='start epoch of exponential moving average '
'(EMA). -1 to disable EMA')
parser.add_argument('--ema-decay',
type=float,
default=.9999,
help='EMA decay')
parser.add_argument('--mmd',
type=float,
default=1,
help='MMD strength for latent variable')
# squash is off when rescale is off
parser.add_argument('--squash',
dest='squash',
action='store_const',
const=True,
default=True,
help='bound the generated time series value '
'using tanh')
parser.add_argument('--no-squash',
dest='squash',
action='store_const',
const=False)
# rescale to [-1, 1]
parser.add_argument('--rescale',
dest='rescale',
action='store_const',
const=True,
default=True,
help='if set, rescale time to [-1, 1]')
parser.add_argument('--no-rescale',
dest='rescale',
action='store_const',
const=False)
args = parser.parse_args()
batch_size = args.batch_size
nz = args.nz
epochs = args.epoch
plot_interval = args.plot_interval
save_interval = args.save_interval
try:
npz = np.load(args.data)
train_data = npz['data']
train_time = npz['time']
train_mask = npz['mask']
except FileNotFoundError:
if args.data != default_dataset:
raise
# Generate the default toy dataset from scratch
train_data, train_time, train_mask, _, _ = gen_data(
n_samples=10000,
seq_len=200,
max_time=1,
poisson_rate=50,
obs_span_rate=.25,
save_file=default_dataset)
_, in_channels, seq_len = train_data.shape
train_time *= train_mask
if args.seed is None:
rnd = np.random.RandomState(None)
random_seed = rnd.randint(np.iinfo(np.uint32).max)
else:
random_seed = args.seed
rnd = np.random.RandomState(random_seed)
np.random.seed(random_seed)
torch.manual_seed(random_seed)
# Scale time
max_time = 5
train_time *= max_time
squash = None
rescaler = None
if args.rescale:
rescaler = Rescaler(train_data)
train_data = rescaler.rescale(train_data)
if args.squash:
squash = torch.tanh
out_channels = 64
cconv_ref = 98
train_dataset = TimeSeries(train_data,
train_time,
train_mask,
label=None,
max_time=max_time,
cconv_ref=cconv_ref,
overlap_rate=args.overlap,
device=device)
train_loader = DataLoader(train_dataset,
batch_size=batch_size,
shuffle=True,
drop_last=True,
collate_fn=train_dataset.collate_fn)
n_train_batch = len(train_loader)
time_loader = DataLoader(train_dataset,
batch_size=batch_size,
shuffle=True,
drop_last=True,
collate_fn=train_dataset.collate_fn)
test_loader = DataLoader(train_dataset,
batch_size=batch_size,
collate_fn=train_dataset.collate_fn)
grid_decoder = SeqGeneratorDiscrete(in_channels, nz, squash)
decoder = Decoder(grid_decoder, max_time=max_time).to(device)
cconv = ContinuousConv1D(in_channels,
out_channels,
max_time,
cconv_ref,
overlap_rate=args.overlap,
kernel_size=args.comp,
norm=True).to(device)
encoder = Encoder(cconv, nz, not args.no_norm_trans).to(device)
pbigan = PBiGAN(encoder, decoder, args.aeloss).to(device)
critic_cconv = ContinuousConv1D(in_channels,
out_channels,
max_time,
cconv_ref,
overlap_rate=args.overlap,
kernel_size=args.comp,
norm=True).to(device)
critic = ConvCritic(critic_cconv, nz).to(device)
ema = None
if args.ema >= 0:
ema = EMA(pbigan, args.ema_decay, args.ema)
optimizer = optim.Adam(pbigan.parameters(),
lr=args.lr,
weight_decay=args.wd)
critic_optimizer = optim.Adam(critic.parameters(),
lr=args.dis_lr,
weight_decay=args.wd)
scheduler = make_scheduler(optimizer, args.lr, args.min_lr, epochs)
dis_scheduler = make_scheduler(critic_optimizer, args.dis_lr,
args.min_dis_lr, epochs)
path = '{}_{}'.format(args.prefix, datetime.now().strftime('%m%d.%H%M%S'))
output_dir = Path('results') / 'toy-pbigan' / path
print(output_dir)
log_dir = mkdir(output_dir / 'log')
model_dir = mkdir(output_dir / 'model')
start_epoch = 0
with (log_dir / 'seed.txt').open('w') as f:
print(random_seed, file=f)
with (log_dir / 'gpu.txt').open('a') as f:
print(torch.cuda.device_count(), start_epoch, file=f)
with (log_dir / 'args.txt').open('w') as f:
for key, val in sorted(vars(args).items()):
print(f'{key}: {val}', file=f)
tracker = Tracker(log_dir, n_train_batch)
visualizer = Visualizer(encoder, decoder, batch_size, max_time,
test_loader, rescaler, output_dir, device)
start = time.time()
epoch_start = start
for epoch in range(start_epoch, epochs):
loss_breakdown = defaultdict(float)
for ((val, idx, mask, _, cconv_graph),
(_, idx_t, mask_t, index, _)) in zip(train_loader, time_loader):
z_enc, x_recon, z_gen, x_gen, ae_loss = pbigan(
val, idx, mask, cconv_graph, idx_t, mask_t)
cconv_graph_gen = train_dataset.make_graph(x_gen, idx_t, mask_t,
index)
real = critic(cconv_graph, batch_size, z_enc)
fake = critic(cconv_graph_gen, batch_size, z_gen)
D_loss = gan_loss(real, fake, 1, 0)
critic_optimizer.zero_grad()
D_loss.backward(retain_graph=True)
critic_optimizer.step()
G_loss = gan_loss(real, fake, 0, 1)
mmd_loss = mmd(z_enc, z_gen)
loss = G_loss + ae_loss * args.ae + mmd_loss * args.mmd
optimizer.zero_grad()
loss.backward()
optimizer.step()
if ema:
ema.update()
loss_breakdown['D'] += D_loss.item()
loss_breakdown['G'] += G_loss.item()
loss_breakdown['AE'] += ae_loss.item()
loss_breakdown['MMD'] += mmd_loss.item()
loss_breakdown['total'] += loss.item()
if scheduler:
scheduler.step()
if dis_scheduler:
dis_scheduler.step()
cur_time = time.time()
tracker.log(epoch, loss_breakdown, cur_time - epoch_start,
cur_time - start)
if plot_interval > 0 and (epoch + 1) % plot_interval == 0:
if ema:
ema.apply()
visualizer.plot(epoch)
ema.restore()
else:
visualizer.plot(epoch)
model_dict = {
'pbigan': pbigan.state_dict(),
'critic': critic.state_dict(),
'ema': ema.state_dict() if ema else None,
'epoch': epoch + 1,
'args': args,
}
torch.save(model_dict, str(log_dir / 'model.pth'))
if save_interval > 0 and (epoch + 1) % save_interval == 0:
torch.save(model_dict, str(model_dir / f'{epoch:04d}.pth'))
print(output_dir)
filter(lambda p: p.requires_grad, model.parameters()))
# optimizer = torch.optim.Adamax(filter(lambda p: p.requires_grad, model.parameters()))
if os.path.isfile(args.resume):
print("=> loading checkpoint '{}'".format(args.resume))
checkpoint = torch.load(args.resume)
args.start_epoch = checkpoint['epoch']
# best_prec1 = checkpoint['best_prec1']
model.load_state_dict(checkpoint['state_dict'])
optimizer.load_state_dict(checkpoint['optimizer']) # TODO ?
print("=> loaded checkpoint '{}' (epoch {})".format(
args.resume, checkpoint['epoch']))
else:
print("=> no checkpoint found at '{}'".format(args.resume))
ema = EMA(0.999)
for name, param in model.named_parameters():
if param.requires_grad:
ema.register(name, param.data)
print(model)
print('parameters-----')
for name, param in model.named_parameters():
if param.requires_grad:
print(name, param.data.size())
if args.test == 1:
print('Test mode')
test(model, test_data)
else:
print('Train mode')
def __init__(self, period):
self.value = None
self.last = None
self.ema_u = EMA(period)
self.ema_d = EMA(period)
self.tbl = None
def main():
parser = argparse.ArgumentParser()
parser.add_argument('--data', default='mimic3.npz', help='data file')
parser.add_argument('--seed',
type=int,
default=None,
help='random seed. Randomly set if not specified.')
# training options
parser.add_argument('--nz',
type=int,
default=32,
help='dimension of latent variable')
parser.add_argument('--epoch',
type=int,
default=500,
help='number of training epochs')
parser.add_argument('--batch-size',
type=int,
default=64,
help='batch size')
# Use smaller test batch size to accommodate more importance samples
parser.add_argument('--test-batch-size',
type=int,
default=32,
help='batch size for validation and test set')
parser.add_argument('--lr',
type=float,
default=2e-4,
help='encoder/decoder learning rate')
parser.add_argument('--dis-lr',
type=float,
default=3e-4,
help='discriminator learning rate')
parser.add_argument('--min-lr',
type=float,
default=1e-4,
help='min encoder/decoder learning rate for LR '
'scheduler. -1 to disable annealing')
parser.add_argument('--min-dis-lr',
type=float,
default=1.5e-4,
help='min discriminator learning rate for LR '
'scheduler. -1 to disable annealing')
parser.add_argument('--wd', type=float, default=1e-4, help='weight decay')
parser.add_argument('--overlap',
type=float,
default=.5,
help='kernel overlap')
parser.add_argument('--cls',
type=float,
default=1,
help='classification weight')
parser.add_argument('--clsdep',
type=int,
default=1,
help='number of layers for classifier')
parser.add_argument('--eval-interval',
type=int,
default=1,
help='AUC evaluation interval. '
'0 to disable evaluation.')
parser.add_argument('--save-interval',
type=int,
default=0,
help='interval to save models. 0 to disable saving.')
parser.add_argument('--prefix',
default='pbigan',
help='prefix of output directory')
parser.add_argument('--comp',
type=int,
default=7,
help='continuous convolution kernel size')
parser.add_argument('--ae',
type=float,
default=1,
help='autoencoding regularization strength')
parser.add_argument('--aeloss',
default='mse',
help='autoencoding loss. (options: mse, smooth_l1)')
parser.add_argument('--dec-ch',
default='8-16-16',
help='decoder architecture')
parser.add_argument('--enc-ch',
default='64-32-32-16',
help='encoder architecture')
parser.add_argument('--dis-ch',
default=None,
help='discriminator architecture. Use encoder '
'architecture if unspecified.')
parser.add_argument('--rescale',
dest='rescale',
action='store_const',
const=True,
default=True,
help='if set, rescale time to [-1, 1]')
parser.add_argument('--no-rescale',
dest='rescale',
action='store_const',
const=False)
parser.add_argument('--cconvnorm',
dest='cconv_norm',
action='store_const',
const=True,
default=True,
help='if set, normalize continuous convolutional '
'layer using mean pooling')
parser.add_argument('--no-cconvnorm',
dest='cconv_norm',
action='store_const',
const=False)
parser.add_argument('--cconv-ref',
type=int,
default=98,
help='number of evenly-spaced reference locations '
'for continuous convolutional layer')
parser.add_argument('--dec-ref',
type=int,
default=128,
help='number of evenly-spaced reference locations '
'for decoder')
parser.add_argument('--trans',
type=int,
default=2,
help='number of encoder layers')
parser.add_argument('--ema',
dest='ema',
type=int,
default=0,
help='start epoch of exponential moving average '
'(EMA). -1 to disable EMA')
parser.add_argument('--ema-decay',
type=float,
default=.9999,
help='EMA decay')
parser.add_argument('--mmd',
type=float,
default=1,
help='MMD strength for latent variable')
args = parser.parse_args()
nz = args.nz
epochs = args.epoch
eval_interval = args.eval_interval
save_interval = args.save_interval
if args.seed is None:
rnd = np.random.RandomState(None)
random_seed = rnd.randint(np.iinfo(np.uint32).max)
else:
random_seed = args.seed
rnd = np.random.RandomState(random_seed)
np.random.seed(random_seed)
torch.manual_seed(random_seed)
max_time = 5
cconv_ref = args.cconv_ref
overlap = args.overlap
train_dataset, val_dataset, test_dataset = time_series.split_data(
args.data, rnd, max_time, cconv_ref, overlap, device, args.rescale)
train_loader = DataLoader(train_dataset,
batch_size=args.batch_size,
shuffle=True,
drop_last=True,
collate_fn=train_dataset.collate_fn)
n_train_batch = len(train_loader)
time_loader = DataLoader(train_dataset,
batch_size=args.batch_size,
shuffle=True,
drop_last=True,
collate_fn=train_dataset.collate_fn)
val_loader = DataLoader(val_dataset,
batch_size=args.test_batch_size,
shuffle=False,
collate_fn=val_dataset.collate_fn)
test_loader = DataLoader(test_dataset,
batch_size=args.test_batch_size,
shuffle=False,
collate_fn=test_dataset.collate_fn)
in_channels, seq_len = train_dataset.data.shape[1:]
if args.dis_ch is None:
args.dis_ch = args.enc_ch
dec_channels = [int(c) for c in args.dec_ch.split('-')] + [in_channels]
enc_channels = [int(c) for c in args.enc_ch.split('-')]
dis_channels = [int(c) for c in args.dis_ch.split('-')]
out_channels = enc_channels[0]
squash = torch.sigmoid
if args.rescale:
squash = torch.tanh
dec_ch_up = 2**(len(dec_channels) - 2)
assert args.dec_ref % dec_ch_up == 0, (
f'--dec-ref={args.dec_ref} is not divided by {dec_ch_up}.')
dec_len0 = args.dec_ref // dec_ch_up
grid_decoder = GridDecoder(nz, dec_channels, dec_len0, squash)
decoder = Decoder(grid_decoder, max_time=max_time,
dec_ref=args.dec_ref).to(device)
cconv = ContinuousConv1D(in_channels,
out_channels,
max_time,
cconv_ref,
overlap_rate=overlap,
kernel_size=args.comp,
norm=args.cconv_norm).to(device)
encoder = Encoder(cconv, nz, enc_channels, args.trans).to(device)
classifier = Classifier(nz, args.clsdep).to(device)
pbigan = PBiGAN(encoder, decoder, classifier,
ae_loss=args.aeloss).to(device)
ema = None
if args.ema >= 0:
ema = EMA(pbigan, args.ema_decay, args.ema)
critic_cconv = ContinuousConv1D(in_channels,
out_channels,
max_time,
cconv_ref,
overlap_rate=overlap,
kernel_size=args.comp,
norm=args.cconv_norm).to(device)
critic_embed = 32
critic = ConvCritic(critic_cconv, nz, dis_channels,
critic_embed).to(device)
optimizer = optim.Adam(pbigan.parameters(),
lr=args.lr,
betas=(0, .999),
weight_decay=args.wd)
critic_optimizer = optim.Adam(critic.parameters(),
lr=args.dis_lr,
betas=(0, .999),
weight_decay=args.wd)
scheduler = make_scheduler(optimizer, args.lr, args.min_lr, epochs)
dis_scheduler = make_scheduler(critic_optimizer, args.dis_lr,
args.min_dis_lr, epochs)
path = '{}_{}'.format(args.prefix, datetime.now().strftime('%m%d.%H%M%S'))
output_dir = Path('results') / 'mimic3-pbigan' / path
print(output_dir)
log_dir = mkdir(output_dir / 'log')
model_dir = mkdir(output_dir / 'model')
start_epoch = 0
with (log_dir / 'seed.txt').open('w') as f:
print(random_seed, file=f)
with (log_dir / 'gpu.txt').open('a') as f:
print(torch.cuda.device_count(), start_epoch, file=f)
with (log_dir / 'args.txt').open('w') as f:
for key, val in sorted(vars(args).items()):
print(f'{key}: {val}', file=f)
with (log_dir / 'params.txt').open('w') as f:
def print_params_count(module, name):
try: # sum counts if module is a list
params_count = sum(count_parameters(m) for m in module)
except TypeError:
params_count = count_parameters(module)
print(f'{name} {params_count}', file=f)
print_params_count(grid_decoder, 'grid_decoder')
print_params_count(decoder, 'decoder')
print_params_count(cconv, 'cconv')
print_params_count(encoder, 'encoder')
print_params_count(classifier, 'classifier')
print_params_count(pbigan, 'pbigan')
print_params_count(critic, 'critic')
print_params_count([pbigan, critic], 'total')
tracker = Tracker(log_dir, n_train_batch)
evaluator = Evaluator(pbigan, val_loader, test_loader, log_dir)
start = time.time()
epoch_start = start
batch_size = args.batch_size
for epoch in range(start_epoch, epochs):
loss_breakdown = defaultdict(float)
epoch_start = time.time()
if epoch >= 40:
args.cls = 200
for ((val, idx, mask, y, _, cconv_graph),
(_, idx_t, mask_t, _, index, _)) in zip(train_loader,
time_loader):
z_enc, x_recon, z_gen, x_gen, ae_loss, cls_loss = pbigan(
val, idx, mask, y, cconv_graph, idx_t, mask_t)
cconv_graph_gen = train_dataset.make_graph(x_gen, idx_t, mask_t,
index)
# Don't need pbigan.requires_grad_(False);
# critic takes as input only the detached tensors.
real = critic(cconv_graph, batch_size, z_enc.detach())
detached_graph = [[cat_y.detach() for cat_y in x] if i == 2 else x
for i, x in enumerate(cconv_graph_gen)]
fake = critic(detached_graph, batch_size, z_gen.detach())
D_loss = gan_loss(real, fake, 1, 0)
critic_optimizer.zero_grad()
D_loss.backward()
critic_optimizer.step()
for p in critic.parameters():
p.requires_grad_(False)
real = critic(cconv_graph, batch_size, z_enc)
fake = critic(cconv_graph_gen, batch_size, z_gen)
G_loss = gan_loss(real, fake, 0, 1)
mmd_loss = mmd(z_enc, z_gen)
loss = (G_loss + ae_loss * args.ae + cls_loss * args.cls +
mmd_loss * args.mmd)
optimizer.zero_grad()
loss.backward()
optimizer.step()
for p in critic.parameters():
p.requires_grad_(True)
if ema:
ema.update()
loss_breakdown['D'] += D_loss.item()
loss_breakdown['G'] += G_loss.item()
loss_breakdown['AE'] += ae_loss.item()
loss_breakdown['MMD'] += mmd_loss.item()
loss_breakdown['CLS'] += cls_loss.item()
loss_breakdown['total'] += loss.item()
if scheduler:
scheduler.step()
if dis_scheduler:
dis_scheduler.step()
cur_time = time.time()
tracker.log(epoch, loss_breakdown, cur_time - epoch_start,
cur_time - start)
if eval_interval > 0 and (epoch + 1) % eval_interval == 0:
if ema:
ema.apply()
evaluator.evaluate(epoch)
ema.restore()
else:
evaluator.evaluate(epoch)
model_dict = {
'pbigan': pbigan.state_dict(),
'critic': critic.state_dict(),
'ema': ema.state_dict() if ema else None,
'epoch': epoch + 1,
'args': args,
}
torch.save(model_dict, str(log_dir / 'model.pth'))
if save_interval > 0 and (epoch + 1) % save_interval == 0:
torch.save(model_dict, str(model_dir / f'{epoch:04d}.pth'))
print(output_dir)
summ = np.vstack((summ, s))
rsi_returns = pd.DataFrame(
summ, columns=['Security', 'Return', 'Holding Period', 'Purchase Date'])
rsi_returns.to_csv(
r'Z:\School\Sem 4\Research Methodology\Paper\RSI_Returns.csv', index=False)
#EMA (suited for 13-34 days. For other periods, change the period_1 and period_2 attribute while creating EMA object.
for s in samples:
df = pd.read_csv(r'Z:\School\Sem 4\Research Methodology\Paper\Sample\\' +
s)
df['Date'] = pd.to_datetime(df['Date'])
df = df[df['Date'] >= start_date]
df = df[df['Date'] <= end_date]
ema_obj = EMA(period_1=13, period_2=34)
ema_obj.generate(df, calc_returns=True)
summ = ema_obj.get_summary()
summaries.append(
np.hstack(([[s[:-7]] for _ in range(summ.shape[0])], summ)))
summ = summaries[0]
for i, s in enumerate(summaries):
if i == 0:
continue
summ = np.vstack((summ, s))
ema_returns = pd.DataFrame(
summ, columns=['Security', 'Return', 'Holding Period', 'Purchase Date'])
ema_returns.to_csv(
r'Z:\School\Sem 4\Research Methodology\Paper\EMA_13_34_Returns.csv',
