This commit is contained in:
D-X-Y 2021-05-26 01:53:44 -07:00
parent 30fb8fad67
commit 299c8a085b
12 changed files with 137 additions and 115 deletions

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@ -1,14 +1,18 @@
#####################################################
# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2021.04 #
#####################################################
# python exps/LFNA/basic-prev.py --env_version v1 --prev_time 5 --hidden_dim 16 --epochs 500 --init_lr 0.1
# python exps/LFNA/basic-prev.py --env_version v2 --hidden_dim 16 --epochs 1000 --init_lr 0.05
# python exps/GeMOSA/basic-prev.py --env_version v1 --prev_time 5 --hidden_dim 16 --epochs 500 --init_lr 0.1
# python exps/GeMOSA/basic-prev.py --env_version v2 --hidden_dim 16 --epochs 1000 --init_lr 0.05
#####################################################
import sys, time, copy, torch, random, argparse
from tqdm import tqdm
from copy import deepcopy
from pathlib import Path
lib_dir = (Path(__file__).parent / ".." / "..").resolve()
if str(lib_dir) not in sys.path:
sys.path.insert(0, str(lib_dir))
from xautodl.procedures import (
prepare_seed,
prepare_logger,
@ -38,9 +42,9 @@ def subsample(historical_x, historical_y, maxn=10000):
def main(args):
logger, env_info, model_kwargs = lfna_setup(args)
logger, model_kwargs = lfna_setup(args)
w_container_per_epoch = dict()
w_containers = dict()
per_timestamp_time, start_time = AverageMeter(), time.time()
for idx in range(args.prev_time, env_info["total"]):
@ -111,7 +115,7 @@ def main(args):
save_path = logger.path(None) / "{:04d}-{:04d}.pth".format(
idx, env_info["total"]
)
w_container_per_epoch[idx] = model.get_w_container().no_grad_clone()
w_containers[idx] = model.get_w_container().no_grad_clone()
save_checkpoint(
{
"model_state_dict": model.state_dict(),
@ -127,7 +131,7 @@ def main(args):
start_time = time.time()
save_checkpoint(
{"w_container_per_epoch": w_container_per_epoch},
{"w_containers": w_containers},
logger.path(None) / "final-ckp.pth",
logger,
)

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@ -68,6 +68,8 @@ def main(args):
# build model
model = get_model(**model_kwargs)
model = model.to(args.device)
if idx == 0:
print(model)
# build optimizer
optimizer = torch.optim.Adam(model.parameters(), lr=args.init_lr, amsgrad=True)
criterion = torch.nn.MSELoss()

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@ -16,7 +16,7 @@ def lfna_setup(args):
input_dim=1,
output_dim=1,
hidden_dims=[args.hidden_dim] * 2,
act_cls="gelu",
act_cls="relu",
norm_cls="layer_norm_1d",
)
return logger, model_kwargs

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@ -23,10 +23,12 @@ if str(lib_dir) not in sys.path:
import qlib
from qlib import config as qconfig
from qlib.workflow import R
qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN)
qlib.init(provider_uri="~/.qlib/qlib_data/cn_data", region=qconfig.REG_CN)
from utils.qlib_utils import QResult
def filter_finished(recorders):
returned_recorders = dict()
not_finished = 0
@ -44,6 +46,7 @@ def add_to_dict(xdict, timestamp, value):
raise ValueError("This date [{:}] is already in the dict".format(date))
xdict[date] = value
def query_info(save_dir, verbose, name_filter, key_map):
if isinstance(save_dir, list):
results = []
@ -61,7 +64,10 @@ def query_info(save_dir, verbose, name_filter, key_map):
for idx, (key, experiment) in enumerate(experiments.items()):
if experiment.id == "0":
continue
if name_filter is not None and re.fullmatch(name_filter, experiment.name) is None:
if (
name_filter is not None
and re.fullmatch(name_filter, experiment.name) is None
):
continue
recorders = experiment.list_recorders()
recorders, not_finished = filter_finished(recorders)
@ -77,10 +83,10 @@ def query_info(save_dir, verbose, name_filter, key_map):
)
result = QResult(experiment.name)
for recorder_id, recorder in recorders.items():
file_names = ['results-train.pkl', 'results-valid.pkl', 'results-test.pkl']
file_names = ["results-train.pkl", "results-valid.pkl", "results-test.pkl"]
date2IC = OrderedDict()
for file_name in file_names:
xtemp = recorder.load_object(file_name)['all-IC']
xtemp = recorder.load_object(file_name)["all-IC"]
timestamps, values = xtemp.index.tolist(), xtemp.tolist()
for timestamp, value in zip(timestamps, values):
add_to_dict(date2IC, timestamp, value)
@ -104,7 +110,7 @@ def query_info(save_dir, verbose, name_filter, key_map):
##
paths = [root_dir / 'outputs' / 'qlib-baselines-csi300']
paths = [root_dir / "outputs" / "qlib-baselines-csi300"]
paths = [path.resolve() for path in paths]
print(paths)
@ -112,12 +118,12 @@ key_map = dict()
for xset in ("train", "valid", "test"):
key_map["{:}-mean-IC".format(xset)] = "IC ({:})".format(xset)
key_map["{:}-mean-ICIR".format(xset)] = "ICIR ({:})".format(xset)
qresults = query_info(paths, False, 'TSF-2x24-drop0_0s.*-.*-01', key_map)
print('Find {:} results'.format(len(qresults)))
qresults = query_info(paths, False, "TSF-2x24-drop0_0s.*-.*-01", key_map)
print("Find {:} results".format(len(qresults)))
times = []
for qresult in qresults:
times.append(qresult.name.split('0_0s')[-1])
times.append(qresult.name.split("0_0s")[-1])
print(times)
save_path = os.path.join(note_dir, 'temp-time-x.pth')
save_path = os.path.join(note_dir, "temp-time-x.pth")
torch.save(qresults, save_path)
print(save_path)

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@ -24,7 +24,7 @@ from qlib.model.base import Model
from qlib.data.dataset import DatasetH
from qlib.data.dataset.handler import DataHandlerLP
qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN)
qlib.init(provider_uri="~/.qlib/qlib_data/cn_data", region=qconfig.REG_CN)
dataset_config = {
"class": "DatasetH",
@ -72,4 +72,5 @@ label = labels[batch][mask]
loss = torch.nn.functional.mse_loss(pred, label)
from sklearn.metrics import mean_squared_error
mse_loss = mean_squared_error(pred.numpy(), label.numpy())

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@ -37,7 +37,9 @@ def read(fname="README.md"):
# What packages are required for this module to be executed?
REQUIRED = ["numpy>=1.16.5,<=1.19.5"]
packages = find_packages(exclude=("tests", "scripts", "scripts-search", "lib*", "exps*"))
packages = find_packages(
exclude=("tests", "scripts", "scripts-search", "lib*", "exps*")
)
print("packages: {:}".format(packages))
setup(

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@ -64,65 +64,29 @@ class ComposedSinFunc(FitFunc):
)
class ComposedSinFuncV2(FitFunc):
class ComposedCosFunc(FitFunc):
"""The composed sin function that outputs:
f(x) = amplitude-scale-of(x) * sin( period-phase-shift-of(x) )
- the amplitude scale is a quadratic function of x
- the period-phase-shift is another quadratic function of x
f(x) = a * cos( b*x ) + c
"""
def __init__(self, **kwargs):
super(ComposedSinFuncV2, self).__init__(0, None)
self.fit(**kwargs)
def __init__(self, params, xstr="x"):
super(ComposedCosFunc, self).__init__(3, None, params, xstr)
def __call__(self, x):
self.check_valid()
scale = self._params["amplitude_scale"](x)
period_phase = self._params["period_phase_shift"](x)
return scale * math.sin(period_phase)
def fit(self, **kwargs):
num_sin_phase = kwargs.get("num_sin_phase", 7)
sin_speed_use_power = kwargs.get("sin_speed_use_power", True)
min_amplitude = kwargs.get("min_amplitude", 1)
max_amplitude = kwargs.get("max_amplitude", 4)
phase_shift = kwargs.get("phase_shift", 0.0)
# create parameters
if kwargs.get("amplitude_scale", None) is None:
amplitude_scale = QuadraticFunc(
[(0, min_amplitude), (0.5, max_amplitude), (1, min_amplitude)]
)
else:
amplitude_scale = kwargs.get("amplitude_scale")
if kwargs.get("period_phase_shift", None) is None:
fitting_data = []
if sin_speed_use_power:
temp_max_scalar = 2 ** (num_sin_phase - 1)
else:
temp_max_scalar = num_sin_phase - 1
for i in range(num_sin_phase):
if sin_speed_use_power:
value = (2 ** i) / temp_max_scalar
next_value = (2 ** (i + 1)) / temp_max_scalar
else:
value = i / temp_max_scalar
next_value = (i + 1) / temp_max_scalar
for _phase in (0, 0.25, 0.5, 0.75):
inter_value = value + (next_value - value) * _phase
fitting_data.append((inter_value, math.pi * (2 * i + _phase)))
period_phase_shift = QuarticFunc(fitting_data)
else:
period_phase_shift = kwargs.get("period_phase_shift")
self.set(
dict(amplitude_scale=amplitude_scale, period_phase_shift=period_phase_shift)
)
a = self._params[0]
b = self._params[1]
c = self._params[2]
return a * math.cos(b * x) + c
def _getitem(self, x, weights):
raise NotImplementedError
def __repr__(self):
return "{name}({amplitude_scale} * sin({period_phase_shift}))".format(
return "{name}({a} * sin({b} * {x}) + {c})".format(
name=self.__class__.__name__,
amplitude_scale=self._params["amplitude_scale"],
period_phase_shift=self._params["period_phase_shift"],
a=self._params[0],
b=self._params[1],
c=self._params[2],
x=self.xstr,
)

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@ -5,5 +5,5 @@ from .math_base_funcs import LinearFunc, QuadraticFunc, CubicFunc, QuarticFunc
from .math_dynamic_funcs import DynamicLinearFunc
from .math_dynamic_funcs import DynamicQuadraticFunc
from .math_adv_funcs import ConstantFunc
from .math_adv_funcs import ComposedSinFunc
from .math_adv_funcs import ComposedSinFunc, ComposedCosFunc
from .math_dynamic_generator import GaussianDGenerator

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@ -4,7 +4,11 @@ from .synthetic_env import SyntheticDEnv
from .math_core import LinearFunc
from .math_core import DynamicLinearFunc
from .math_core import DynamicQuadraticFunc
from .math_core import ConstantFunc, ComposedSinFunc as SinFunc
from .math_core import (
ConstantFunc,
ComposedSinFunc as SinFunc,
ComposedCosFunc as CosFunc,
)
from .math_core import GaussianDGenerator
@ -50,6 +54,25 @@ def get_synthetic_env(total_timestamp=1600, num_per_task=1000, mode=None, versio
dynamic_env = SyntheticDEnv(
data_generator, oracle_map, time_generator, num_per_task
)
elif version.lower() == "v3":
mean_generator = SinFunc(params={0: 1, 1: 1, 2: 0}) # sin(t)
std_generator = CosFunc(params={0: 0.5, 1: 1, 2: 1}) # 0.5 cos(t) + 1
data_generator = GaussianDGenerator(
[mean_generator], [[std_generator]], (-2, 2)
)
time_generator = TimeStamp(
min_timestamp=0, max_timestamp=max_time, num=total_timestamp, mode=mode
)
oracle_map = DynamicQuadraticFunc(
params={
0: LinearFunc(params={0: 0.1, 1: 0}), # 0.1 * t
1: SinFunc(params={0: 1, 1: 1, 2: 0}), # sin(t)
2: ConstantFunc(0),
}
)
dynamic_env = SyntheticDEnv(
data_generator, oracle_map, time_generator, num_per_task
)
else:
raise ValueError("Unknown version: {:}".format(version))
return dynamic_env

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@ -39,9 +39,9 @@ def get_model(config: Dict[Text, Any], **kwargs):
norm_cls = super_name2norm[kwargs["norm_cls"]]
sub_layers, last_dim = [], kwargs["input_dim"]
for i, hidden_dim in enumerate(kwargs["hidden_dims"]):
sub_layers.append(SuperLinear(last_dim, hidden_dim))
if hidden_dim > 1:
sub_layers.append(norm_cls(hidden_dim, elementwise_affine=False))
sub_layers.append(SuperLinear(last_dim, hidden_dim))
sub_layers.append(act_cls())
last_dim = hidden_dim
sub_layers.append(SuperLinear(last_dim, kwargs["output_dim"]))

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@ -8,24 +8,44 @@
import os, torch
def obtain_nas_infer_model(config, extra_model_path=None):
if config.arch == 'dxys':
if config.arch == "dxys":
from .DXYs import CifarNet, ImageNet, Networks
from .DXYs import build_genotype_from_dict
if config.genotype is None:
if extra_model_path is not None and not os.path.isfile(extra_model_path):
raise ValueError('When genotype in confiig is None, extra_model_path must be set as a path instead of {:}'.format(extra_model_path))
raise ValueError(
"When genotype in confiig is None, extra_model_path must be set as a path instead of {:}".format(
extra_model_path
)
)
xdata = torch.load(extra_model_path)
current_epoch = xdata['epoch']
genotype_dict = xdata['genotypes'][current_epoch-1]
current_epoch = xdata["epoch"]
genotype_dict = xdata["genotypes"][current_epoch - 1]
genotype = build_genotype_from_dict(genotype_dict)
else:
genotype = Networks[config.genotype]
if config.dataset == 'cifar':
return CifarNet(config.ichannel, config.layers, config.stem_multi, config.auxiliary, genotype, config.class_num)
elif config.dataset == 'imagenet':
return ImageNet(config.ichannel, config.layers, config.auxiliary, genotype, config.class_num)
else: raise ValueError('invalid dataset : {:}'.format(config.dataset))
if config.dataset == "cifar":
return CifarNet(
config.ichannel,
config.layers,
config.stem_multi,
config.auxiliary,
genotype,
config.class_num,
)
elif config.dataset == "imagenet":
return ImageNet(
config.ichannel,
config.layers,
config.auxiliary,
genotype,
config.class_num,
)
else:
raise ValueError('invalid nas arch type : {:}'.format(config.arch))
raise ValueError("invalid dataset : {:}".format(config.dataset))
else:
raise ValueError("invalid nas arch type : {:}".format(config.arch))