-
Notifications
You must be signed in to change notification settings - Fork 0
/
Copy pathcombine_main.py
380 lines (313 loc) · 16.8 KB
/
combine_main.py
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
import argparse
import torch
from accelerate import Accelerator, DeepSpeedPlugin
from accelerate import DistributedDataParallelKwargs
from torch import nn, optim
from torch.optim import lr_scheduler
from tqdm import tqdm
from models import Autoformer, DLinear, TimeMamba, TimeLLM
from data_provider.data_factory import data_provider
import time
import random
import numpy as np
import os
import pandas as pd
from utils.metrics import metric
import wandb
from torchsummary import summary
os.environ['CURL_CA_BUNDLE'] = ''
os.environ["PYTORCH_CUDA_ALLOC_CONF"] = "max_split_size_mb:64"
from utils.tools import del_files, EarlyStopping, adjust_learning_rate, vali, load_content
parser = argparse.ArgumentParser(description='Time-LLM')
fix_seed = 2021
random.seed(fix_seed)
torch.manual_seed(fix_seed)
np.random.seed(fix_seed)
# basic config
parser.add_argument('--task_name', type=str, required=True, default='long_term_forecast',
help='task name, options:[long_term_forecast, short_term_forecast, imputation, classification, anomaly_detection]')
parser.add_argument('--is_training', type=int, required=True, default=1, help='status')
parser.add_argument('--model_id', type=str, required=True, default='test', help='model id')
parser.add_argument('--model_comment', type=str, required=True, default='none', help='prefix when saving test results')
parser.add_argument('--model', type=str, required=True, default='Autoformer',
help='model name, options: [Autoformer, DLinear]')
parser.add_argument('--seed', type=int, default=2021, help='random seed')
# data loader
parser.add_argument('--data', type=str, required=True, default='ETTm1', help='dataset type')
parser.add_argument('--root_path', type=str, default='./dataset', help='root path of the data file')
parser.add_argument('--data_path', type=str, default='ETTh1.csv', help='data file')
parser.add_argument('--features', type=str, default='M',
help='forecasting task, options:[M, S, MS]; '
'M:multivariate predict multivariate, S: univariate predict univariate, '
'MS:multivariate predict univariate')
parser.add_argument('--target', type=str, default='OT', help='target feature in S or MS task')
parser.add_argument('--loader', type=str, default='modal', help='dataset type')
parser.add_argument('--freq', type=str, default='h',
help='freq for time features encoding, '
'options:[s:secondly, t:minutely, h:hourly, d:daily, b:business days, w:weekly, m:monthly], '
'you can also use more detailed freq like 15min or 3h')
parser.add_argument('--checkpoints', type=str, default='./checkpoints/', help='location of model checkpoints')
# forecasting task
parser.add_argument('--seq_len', type=int, default=96, help='input sequence length')
parser.add_argument('--label_len', type=int, default=48, help='start token length')
parser.add_argument('--pred_len', type=int, default=96, help='prediction sequence length')
parser.add_argument('--seasonal_patterns', type=str, default='Monthly', help='subset for M4')
# model define
parser.add_argument('--enc_in', type=int, default=7, help='encoder input size')
parser.add_argument('--dec_in', type=int, default=7, help='decoder input size')
parser.add_argument('--c_out', type=int, default=7, help='output size')
parser.add_argument('--d_model', type=int, default=16, help='dimension of model')
parser.add_argument('--n_heads', type=int, default=8, help='num of heads')
parser.add_argument('--e_layers', type=int, default=2, help='num of encoder layers')
parser.add_argument('--d_layers', type=int, default=1, help='num of decoder layers')
parser.add_argument('--d_ff', type=int, default=32, help='dimension of fcn')
parser.add_argument('--moving_avg', type=int, default=25, help='window size of moving average')
parser.add_argument('--factor', type=int, default=1, help='attn factor')
parser.add_argument('--dropout', type=float, default=0.1, help='dropout')
parser.add_argument('--embed', type=str, default='timeF',
help='time features encoding, options:[timeF, fixed, learned]')
parser.add_argument('--activation', type=str, default='gelu', help='activation')
parser.add_argument('--output_attention', action='store_true', help='whether to output attention in encoder')
parser.add_argument('--patch_len', type=int, default=16, help='patch length')
parser.add_argument('--stride', type=int, default=8, help='stride')
parser.add_argument('--prompt_domain', type=int, default=0, help='')
parser.add_argument('--llm_model', type=str, default='Mamba', help='LLM model') # LLAMA, GPT2, BERT, Mamba
parser.add_argument('--llm_dim', type=int, default='2560', help='LLM model dimension')#Mamba:768 LLama7b:4096; GPT2-small:768; BERT-base:768
parser.add_argument('--num_params', type=str, default='130m', help='string of our param size to append to huggingface')
# optimization
parser.add_argument('--num_workers', type=int, default=10, help='data loader num workers')
parser.add_argument('--itr', type=int, default=1, help='experiments times')
parser.add_argument('--train_epochs', type=int, default=10, help='train epochs')
parser.add_argument('--align_epochs', type=int, default=10, help='alignment epochs')
parser.add_argument('--batch_size', type=int, default=32, help='batch size of train input data')
parser.add_argument('--eval_batch_size', type=int, default=8, help='batch size of model evaluation')
parser.add_argument('--patience', type=int, default=10, help='early stopping patience')
parser.add_argument('--learning_rate', type=float, default=0.0001, help='optimizer learning rate')
parser.add_argument('--des', type=str, default='test', help='exp description')
parser.add_argument('--loss', type=str, default='MSE', help='loss function')
parser.add_argument('--lradj', type=str, default='type1', help='adjust learning rate')
parser.add_argument('--pct_start', type=float, default=0.2, help='pct_start')
parser.add_argument('--use_amp', action='store_true', help='use automatic mixed precision training', default=False)
parser.add_argument('--llm_layers', type=int, default=6)
parser.add_argument('--percent', type=int, default=100)
parser.add_argument('--use_wandb', type=bool, default=True)
#parser.add_argument('--saveName',type=str,default="NULL",help='for smooth pipelining')
parser.add_argument('--early_break', type=int, default=0)
parser.add_argument('--save_checkpoints', type=int, default=0)
args = parser.parse_args()
ddp_kwargs = DistributedDataParallelKwargs(find_unused_parameters=True)
deepspeed_plugin = DeepSpeedPlugin(hf_ds_config='./ds_config_zero2.json')
accelerator = Accelerator(kwargs_handlers=[ddp_kwargs], deepspeed_plugin=deepspeed_plugin)
if args.use_wandb:
wandb.init(project = 'TimeMamba')
#log the hyperparameters
wandb.config.update({
'layer count': args.llm_layers,
'd_model': args.d_model,
'train epochs': args.train_epochs,
'model id': args.model_id,
'model' : args.model,
'LLM used': args.llm_model
})
for ii in range(args.itr):
# setting record of experiments
setting = '{}_{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_fc{}_eb{}_{}_{}'.format(
args.task_name,
args.model_id,
args.model,
args.data,
args.features,
args.seq_len,
args.label_len,
args.pred_len,
args.d_model,
args.n_heads,
args.e_layers,
args.d_layers,
args.d_ff,
args.factor,
args.embed,
args.des, ii)
#print("arg tim starts")
#startTime = time.time()
train_data, train_loader = data_provider(args, 'train')
vali_data, vali_loader = data_provider(args, 'val')
test_data, test_loader = data_provider(args, 'test')
print("Using Framework: ", args.model)
if args.model == 'TimeLLM':
model = TimeLLM.Model(args).float()
elif args.model == 'Autoformer':
model = Autoformer.Model(args).float()
elif args.model == 'DLinear':
model = DLinear.Model(args).float()
path = os.path.join(args.checkpoints,
setting + '-' + args.model_comment) # unique checkpoint saving path
path = args.model_comment
args.content = load_content(args)
if not os.path.exists(path) and accelerator.is_local_main_process:
os.makedirs(path)
'''
#this is to allow for repeat trials without overwriting old stuff
else:
i = 1
while os.path.exists(path):
path = path + f'{i}'
i+=1
print("path already exists! making path at ", path)
os.makedirs(path)
'''
time_now = time.time()
#train_loader = train_loader[0:120]#try this to shorten
train_steps = len(train_loader)
#train_steps = 120
early_stopping = EarlyStopping(accelerator=accelerator, patience=args.patience)
trained_parameters = []
for p in model.parameters():
if p.requires_grad is True:
trained_parameters.append(p)
model_optim = optim.Adam(trained_parameters, lr=args.learning_rate)
earlyUnwrap = accelerator.unwrap_model(model)
print(f'Total number of parameters: {sum(p.numel() for p in earlyUnwrap.parameters())}')
#summary(earlyUnwrap, ((1,2),(3,4),(5,6),(7,8)))
if args.lradj == 'COS':
scheduler = torch.optim.lr_scheduler.CosineAnnealingLR(model_optim, T_max=20, eta_min=1e-8)
else:
scheduler = lr_scheduler.OneCycleLR(optimizer=model_optim,
steps_per_epoch=train_steps,
pct_start=args.pct_start,
epochs=args.train_epochs,
max_lr=args.learning_rate)
criterion = nn.MSELoss()
mae_metric = nn.L1Loss()
train_loader, vali_loader, test_loader, model, model_optim, scheduler = accelerator.prepare(
train_loader, vali_loader, test_loader, model, model_optim, scheduler)
if args.use_amp:
scaler = torch.cuda.amp.GradScaler()
for epoch in range(args.train_epochs):
#epochStartTime = time.time()
iter_count = 0
train_loss = []
model.train()
epoch_time = time.time()
for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in tqdm(enumerate(train_loader)):
#for testing purposes
if args.early_break!=0 and iter_count > args.early_break:
break
iter_count += 1
model_optim.zero_grad()
batch_x = batch_x.float().to(accelerator.device)
batch_y = batch_y.float().to(accelerator.device)
batch_x_mark = batch_x_mark.float().to(accelerator.device)
batch_y_mark = batch_y_mark.float().to(accelerator.device)
# decoder input
dec_inp = torch.zeros_like(batch_y[:, -args.pred_len:, :]).float().to(
accelerator.device)
dec_inp = torch.cat([batch_y[:, :args.label_len, :], dec_inp], dim=1).float().to(
accelerator.device)
# encoder - decoder
if args.use_amp:
#print("using amp")
with torch.cuda.amp.autocast():
if args.output_attention:
outputs = model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0]
else:
outputs = model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
f_dim = -1 if args.features == 'MS' else 0
outputs = outputs[:, -args.pred_len:, f_dim:]
batch_y = batch_y[:, -args.pred_len:, f_dim:].to(accelerator.device)
loss = criterion(outputs, batch_y)
train_loss.append(loss.item())
else:
#print("no amp")
if args.output_attention:
outputs = model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0]
else:
outputs = model(batch_x, batch_x_mark, dec_inp, batch_y_mark)
f_dim = -1 if args.features == 'MS' else 0
outputs = outputs[:, -args.pred_len:, f_dim:]
batch_y = batch_y[:, -args.pred_len:, f_dim:]
loss = criterion(outputs, batch_y)
train_loss.append(loss.item())
'''
if iter_count == 1:
print("batch_x [0]", batch_x[0][0])
print("outputs[0]: ", outputs[0][0])
print("loss: ", loss.item())
'''
if (i + 1) % 100 == 0:
#accelerator.print("\ttime taken for ",n," iters: ",iterStartTime)
accelerator.print(
"\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item()))
speed = (time.time() - time_now) / iter_count
left_time = speed * ((args.train_epochs - epoch) * train_steps - i)
accelerator.print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time))
iter_count = 0
if args.use_amp:
scaler.scale(loss).backward()
scaler.step(model_optim)
scaler.update()
else:
accelerator.backward(loss)
model_optim.step()
if args.lradj == 'TST':
adjust_learning_rate(accelerator, model_optim, scheduler, epoch + 1, args, printout=False)
scheduler.step()
accelerator.print("Epoch: {} cost time: {}".format(epoch + 1, time.time() - epoch_time))
train_loss = np.average(train_loss)
print("calculating vali loss")
vali_loss, vali_mae_loss = vali(args, accelerator, model, vali_data, vali_loader, criterion, mae_metric)
print("calculating test loss")
test_loss, test_mae_loss = vali(args, accelerator, model, test_data, test_loader, criterion, mae_metric)
accelerator.print(
"Epoch: {0} | Train Loss: {1:.7f} Vali Loss: {2:.7f} Test Loss: {3:.7f} MAE Loss: {4:.7f}".format(
epoch + 1, train_loss, vali_loss, test_loss, test_mae_loss))
wandb.log({"train loss":train_loss, "vali loss": vali_loss, "test loss": test_loss, "MAE loss": test_mae_loss})
#for param_tensor in model.state_dict():
# print(param_tensor, "\n", model.state_dict()[param_tensor].size())
early_stopping(vali_loss, model, path)
if early_stopping.early_stop:
accelerator.print("Early stopping")
break
if args.lradj != 'TST':
if args.lradj == 'COS':
scheduler.step()
accelerator.print("lr = {:.10f}".format(model_optim.param_groups[0]['lr']))
else:
if epoch == 0:
args.learning_rate = model_optim.param_groups[0]['lr']
accelerator.print("lr = {:.10f}".format(model_optim.param_groups[0]['lr']))
adjust_learning_rate(accelerator, model_optim, scheduler, epoch + 1, args, printout=True)
else:
accelerator.print('Updating learning rate to {}'.format(scheduler.get_last_lr()[0]))
accelerator.wait_for_everyone()
best_model_path = path + '/' + 'checkpoint'
accelerator.wait_for_everyone()
unwrapped_model = accelerator.unwrap_model(model)
torch.cuda.synchronize()
torch.cuda.empty_cache()
unwrapped_model.load_state_dict(torch.load(best_model_path, map_location=lambda storage, loc: storage))
print(f'Total number of parameters: {sum(p.numel() for p in unwrapped_model.parameters())}')
unwrapped_model.eval()
with torch.no_grad():
iter_count = 0
train_loss = []
#vali_loss, vali_mae_loss = vali(args, accelerator, unwrapped_model, vali_data, vali_loader, criterion, mae_metric)
test_loss, test_mae_loss = vali(args, accelerator, unwrapped_model, test_data, test_loader, criterion, mae_metric,path)
file = path+'/valiResults/'
# Read the CSV file into a pandas DataFrame for predictions
predictions_df = pd.read_csv(file+'forecasts.csv')
# Convert DataFrame to a NumPy array and discard the first row
predictions_array = predictions_df.iloc[1:, 1:].to_numpy().astype(float)
# Read the CSV file into a pandas DataFrame for test set
test_df = pd.read_csv(file+'trues.csv')
# Convert DataFrame to a NumPy array and discard the first row
test_array = test_df.iloc[1:, 1:].to_numpy().astype(float)
metrics = metric(predictions_array, test_array)
print("metrics: ", metrics)
accelerator.wait_for_everyone()
if accelerator.is_local_main_process:
path = './checkpoints' # unique checkpoint saving path
if args.save_checkpoints == 0:
del_files(path) # delete checkpoint files
accelerator.print('success delete checkpoints')
accelerator.print('done!')