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import argparse
import logging
import sys
import time
from pathlib import Path
from typing import Any
import numpy as np
import pandas as pd
import torch
from src.data.augmentations import (
CensorAugmenter,
DifferentialAugmenter,
MixUpAugmenter,
QuantizationAugmenter,
RandomConvAugmenter,
TimeFlipAugmenter,
YFlipAugmenter,
)
from src.data.constants import LENGTH_CHOICES
from src.data.datasets import CyclicalBatchDataset
from src.data.filter import is_low_quality
from src.data.scalers import MeanScaler, MedianScaler, MinMaxScaler, RobustScaler
from src.synthetic_generation.augmentations.offline_per_sample_iid_augmentations import (
TimeSeriesDatasetManager,
UnivariateOfflineAugmentor,
)
class OfflineTempBatchAugmentedGenerator:
def __init__(
self,
base_data_dir: str,
output_dir: str,
length: int | None,
mixed_batch_size: int = 10,
chunk_size: int = 2**13,
generator_proportions: dict[str, float] | None = None,
augmentations: dict[str, bool] | None = None,
augmentation_probabilities: dict[str, float] | None = None,
global_seed: int = 42,
mixup_position: str = "both",
selection_strategy: str = "random",
change_threshold: float = 0.05,
enable_quality_filter: bool = False,
temp_batch_retries: int = 3,
):
self.base_data_dir = base_data_dir
self.length = length
self.mixed_batch_size = mixed_batch_size
self.chunk_size = chunk_size
self.global_seed = global_seed
np.random.seed(global_seed)
torch.manual_seed(global_seed)
out_dir_name = f"augmented_temp_batch_{length}" if length is not None else "augmented_temp_batch"
self.dataset_manager = TimeSeriesDatasetManager(str(Path(output_dir) / out_dir_name), batch_size=chunk_size)
# Augmentation config
self.augmentation_probabilities = augmentation_probabilities or {}
self.augmentations = augmentations or {}
self.apply_augmentations = any(self.augmentations.values())
# RNG for category choices and sampling
self.rng = np.random.default_rng(global_seed)
# Mixup placement and selection strategy
self.mixup_position = mixup_position
self.selection_strategy = selection_strategy
self.change_threshold = float(change_threshold)
self.enable_quality_filter = bool(enable_quality_filter)
self.temp_batch_retries = int(temp_batch_retries)
# Initialize augmenters as in old composer ordering
self.flip_augmenter = None
if self.augmentations.get("time_flip_augmentation", False):
self.flip_augmenter = TimeFlipAugmenter(
p_flip=self.augmentation_probabilities.get("time_flip_augmentation", 0.5)
)
self.yflip_augmenter = None
if self.augmentations.get("yflip_augmentation", False):
self.yflip_augmenter = YFlipAugmenter(p_flip=self.augmentation_probabilities.get("yflip_augmentation", 0.5))
self.censor_augmenter = None
if self.augmentations.get("censor_augmentation", False):
self.censor_augmenter = CensorAugmenter()
self.quantization_augmenter = None
if self.augmentations.get("quantization_augmentation", False):
self.quantization_augmenter = QuantizationAugmenter(
p_quantize=self.augmentation_probabilities.get("censor_or_quantization_augmentation", 0.5),
level_range=(5, 15),
)
self.mixup_augmenter = None
if self.augmentations.get("mixup_augmentation", False):
self.mixup_augmenter = MixUpAugmenter(
p_combine=self.augmentation_probabilities.get("mixup_augmentation", 0.5)
)
self.differential_augmentor = None
if self.augmentations.get("differential_augmentation", False):
self.differential_augmentor = DifferentialAugmenter(
p_transform=self.augmentation_probabilities.get("differential_augmentation", 0.5)
)
self.random_conv_augmenter = None
if self.augmentations.get("random_conv_augmentation", False):
self.random_conv_augmenter = RandomConvAugmenter(
p_transform=self.augmentation_probabilities.get("random_conv_augmentation", 0.3)
)
self.generator_proportions = self._setup_proportions(generator_proportions)
self.datasets = self._initialize_datasets()
# Per-series augmentor from offline_augmentations.py (categories only)
self.per_series_augmentor = UnivariateOfflineAugmentor(
augmentations=self.augmentations,
augmentation_probabilities=self.augmentation_probabilities,
global_seed=global_seed,
)
def _compute_change_scores(self, original_batch: torch.Tensor, augmented_batch: torch.Tensor) -> np.ndarray:
# Normalized MAE vs IQR (q25-q75) per element
bsz = augmented_batch.shape[0]
scores: list[float] = []
for i in range(bsz):
base_flat = original_batch[i].reshape(-1)
q25 = torch.quantile(base_flat, 0.25)
q75 = torch.quantile(base_flat, 0.75)
iqr = (q75 - q25).item()
iqr = iqr if iqr > 0 else 1e-6
mae = torch.mean(torch.abs(augmented_batch[i] - original_batch[i])).item()
scores.append(mae / iqr)
return np.asarray(scores, dtype=float)
def _setup_proportions(self, generator_proportions: dict[str, float] | None) -> dict[str, float]:
# Default uniform across discovered generators
if generator_proportions is None:
base = Path(self.base_data_dir)
discovered = [p.name for p in base.iterdir() if p.is_dir()]
proportions = dict.fromkeys(discovered, 1.0)
else:
proportions = dict(generator_proportions)
total = sum(proportions.values())
if total <= 0:
raise ValueError("Total generator proportions must be positive")
return {k: v / total for k, v in proportions.items()}
def _initialize_datasets(self) -> dict[str, CyclicalBatchDataset]:
datasets: dict[str, CyclicalBatchDataset] = {}
for generator_name, proportion in self.generator_proportions.items():
if proportion <= 0:
continue
batches_dir = Path(self.base_data_dir) / generator_name
if not batches_dir.is_dir():
logging.warning(f"Skipping '{generator_name}' because directory does not exist: {batches_dir}")
continue
try:
dataset = CyclicalBatchDataset(
batches_dir=str(batches_dir),
generator_type=generator_name,
device=None,
prefetch_next=True,
prefetch_threshold=32,
)
datasets[generator_name] = dataset
logging.info(f"Loaded dataset for {generator_name}")
except Exception as e:
logging.warning(f"Failed to load dataset for {generator_name}: {e}")
if not datasets:
raise ValueError("No valid datasets loaded from base_data_dir")
return datasets
def _sample_generator_name(self) -> str:
available = [g for g in self.generator_proportions.keys() if g in self.datasets]
probs = np.array([self.generator_proportions[g] for g in available], dtype=float)
probs = probs / probs.sum()
return str(self.rng.choice(available, p=probs))
def _series_key(self, gen_name: str, sample: dict, values: torch.Tensor) -> str:
series_id = sample.get("series_id", None)
if series_id is not None:
return f"{gen_name}:{series_id}"
# Fallback: hash by values and metadata
try:
arr = values.detach().cpu().numpy()
h = hash(
(
gen_name,
sample.get("start", None),
sample.get("frequency", None),
arr.shape,
float(arr.mean()),
float(arr.std()),
)
)
return f"{gen_name}:hash:{h}"
except Exception:
return f"{gen_name}:rand:{self.rng.integers(0, 1 << 31)}"
def _convert_sample_to_tensor(self, sample: dict) -> tuple[torch.Tensor, pd.Timestamp, str, int]:
num_channels = sample.get("num_channels", 1)
values_data = sample["values"]
if num_channels == 1:
if isinstance(values_data[0], list):
values = torch.tensor(values_data[0], dtype=torch.float32)
else:
values = torch.tensor(values_data, dtype=torch.float32)
values = values.unsqueeze(0).unsqueeze(-1)
else:
channel_tensors = []
for channel_values in values_data:
channel_tensor = torch.tensor(channel_values, dtype=torch.float32)
channel_tensors.append(channel_tensor)
values = torch.stack(channel_tensors, dim=-1).unsqueeze(0)
freq_str = sample["frequency"]
start_val = sample["start"]
start = start_val if isinstance(start_val, pd.Timestamp) else pd.Timestamp(start_val)
return values, start, freq_str, num_channels
def _shorten_like_batch_composer(self, values: torch.Tensor, target_len: int) -> torch.Tensor | None:
# Only shorten if longer; if shorter than target_len, reject (to keep batch aligned)
seq_len = int(values.shape[1])
if seq_len == target_len:
return values
if seq_len < target_len:
return None
# Randomly choose cut or subsample with equal probability
strategy = str(self.rng.choice(["cut", "subsample"]))
if strategy == "cut":
max_start_idx = seq_len - target_len
start_idx = int(self.rng.integers(0, max_start_idx + 1))
return values[:, start_idx : start_idx + target_len, :]
# Subsample evenly spaced indices
indices = np.linspace(0, seq_len - 1, target_len, dtype=int)
return values[:, indices, :]
def _maybe_apply_scaler(self, values: torch.Tensor) -> torch.Tensor:
scaler_choice = str(self.rng.choice(["robust", "minmax", "median", "mean", "none"]))
scaler = None
if scaler_choice == "robust":
scaler = RobustScaler()
elif scaler_choice == "minmax":
scaler = MinMaxScaler()
elif scaler_choice == "median":
scaler = MedianScaler()
elif scaler_choice == "mean":
scaler = MeanScaler()
if scaler is not None:
values = scaler.scale(values, scaler.compute_statistics(values))
return values
def _apply_augmentations(
self,
batch_values: torch.Tensor,
starts: list[pd.Timestamp],
freqs: list[str],
) -> torch.Tensor:
if not self.apply_augmentations:
return batch_values
# 1) Early mixup (batch-level)
if (
self.mixup_position in ["first", "both"]
and self.augmentations.get("mixup_augmentation", False)
and self.mixup_augmenter is not None
):
batch_values = self.mixup_augmenter.transform(batch_values)
# 2) Per-series categories (apply to ALL series with starts/freqs)
batch_size = int(batch_values.shape[0])
augmented_list = []
for i in range(batch_size):
s = batch_values[i : i + 1]
start_i = starts[i] if i < len(starts) else None
freq_i = freqs[i] if i < len(freqs) else None
s_aug = self.per_series_augmentor.apply_per_series_only(s, start=start_i, frequency=freq_i)
augmented_list.append(s_aug)
batch_values = torch.cat(augmented_list, dim=0)
# 3) Noise augmentation (batch-level)
if self.augmentations.get("noise_augmentation", False):
if self.rng.random() < self.augmentation_probabilities.get("noise_augmentation", 0.5):
noise_std = 0.01 * torch.std(batch_values)
if torch.isfinite(noise_std) and (noise_std > 0):
noise = torch.normal(0, noise_std, size=batch_values.shape)
batch_values = batch_values + noise
# 4) Scaling augmentation (batch-level)
if self.augmentations.get("scaling_augmentation", False):
if self.rng.random() < self.augmentation_probabilities.get("scaling_augmentation", 0.5):
scale_factor = float(self.rng.uniform(0.95, 1.05))
batch_values = batch_values * scale_factor
# 5) RandomConvAugmenter (batch-level)
if self.augmentations.get("random_conv_augmentation", False) and self.random_conv_augmenter is not None:
if self.rng.random() < self.augmentation_probabilities.get("random_conv_augmentation", 0.3):
batch_values = self.random_conv_augmenter.transform(batch_values)
# 6) Late mixup (batch-level)
if (
self.mixup_position in ["last", "both"]
and self.augmentations.get("mixup_augmentation", False)
and self.mixup_augmenter is not None
):
batch_values = self.mixup_augmenter.transform(batch_values)
return batch_values
def _get_one_source_sample(
self, total_length_for_batch: int, used_source_keys: set
) -> tuple[torch.Tensor, pd.Timestamp, str, str] | None:
# Returns (values, start, freq, source_key) or None if cannot fetch
attempts = 0
while attempts < 50:
attempts += 1
gen_name = self._sample_generator_name()
dataset = self.datasets[gen_name]
sample = dataset.get_samples(1)[0]
values, start, freq_str, num_channels = self._convert_sample_to_tensor(sample)
if num_channels != 1:
continue
# Reject NaNs
if torch.isnan(values).any():
continue
# Shorten to target_len; reject if too short
shortened = self._shorten_like_batch_composer(values, total_length_for_batch)
if shortened is None:
continue
values = shortened
# Random scaler
values = self._maybe_apply_scaler(values)
# Uniqueness check
key = self._series_key(gen_name, sample, values)
if key in used_source_keys:
continue
# Reserve key immediately to avoid re-use in same temp batch
used_source_keys.add(key)
return values, start, freq_str, key
return None
def _tensor_to_values_list(self, series_tensor: torch.Tensor) -> tuple[list[list[float]], int, int]:
seq_len = int(series_tensor.shape[1])
num_channels = int(series_tensor.shape[2])
if num_channels == 1:
return [series_tensor.squeeze(0).squeeze(-1).tolist()], seq_len, 1
channels: list[list[float]] = []
for ch in range(num_channels):
channels.append(series_tensor[0, :, ch].tolist())
return channels, seq_len, num_channels
def run(self, num_batches: int) -> None:
logging.info(
f"Starting offline IID augmentation into {self.dataset_manager.batches_dir} | "
f"chunk_size={self.chunk_size} | "
f"mixed_batch_size={self.mixed_batch_size}"
)
augmented_buffer: list[dict[str, Any]] = []
target_batches = num_batches
start_time = time.time()
try:
while self.dataset_manager.batch_counter < target_batches:
# Decide target length for this temp batch
total_length_for_batch = (
self.length if self.length is not None else int(self.rng.choice(LENGTH_CHOICES))
)
selected_record: dict[str, Any] | None = None
for _retry in range(max(1, self.temp_batch_retries + 1)):
# Collect a temporary mixed batch without reusing sources
temp_values_list: list[torch.Tensor] = []
temp_starts: list[pd.Timestamp] = []
temp_freqs: list[str] = []
temp_used_keys: set = set()
attempts = 0
while len(temp_values_list) < self.mixed_batch_size and attempts < self.mixed_batch_size * 200:
attempts += 1
fetched = self._get_one_source_sample(total_length_for_batch, temp_used_keys)
if fetched is None:
continue
values, start, freq, _ = fetched
temp_values_list.append(values)
temp_starts.append(start)
temp_freqs.append(freq)
if len(temp_values_list) == 0:
# If we could not fetch anything, rebuild next retry
continue
temp_batch = torch.cat(temp_values_list, dim=0)
original_temp_batch = temp_batch.clone()
# Apply augmentations sequentially
augmented_temp_batch = self._apply_augmentations(temp_batch, temp_starts, temp_freqs)
# Compute change scores
scores = self._compute_change_scores(original_temp_batch, augmented_temp_batch)
# Build eligible indices by threshold
eligible = np.where(scores >= self.change_threshold)[0].tolist()
# Apply quality filter if enabled
if self.enable_quality_filter:
eligible_q: list[int] = []
for idx in eligible:
cand = augmented_temp_batch[idx : idx + 1]
if not is_low_quality(cand):
eligible_q.append(idx)
eligible = eligible_q
sel_idx: int | None = None
if self.selection_strategy == "max_change":
if eligible:
sel_idx = int(max(eligible, key=lambda i: scores[i]))
else:
# Fallback to best by score (respect quality if possible)
if self.enable_quality_filter:
qual_idxs = [
i
for i in range(augmented_temp_batch.shape[0])
if not is_low_quality(augmented_temp_batch[i : i + 1])
]
if qual_idxs:
sel_idx = int(max(qual_idxs, key=lambda i: scores[i]))
if sel_idx is None:
sel_idx = int(np.argmax(scores))
else:
# random selection among eligible, else fallback to best
if eligible:
sel_idx = int(self.rng.choice(np.asarray(eligible, dtype=int)))
else:
if self.enable_quality_filter:
qual_idxs = [
i
for i in range(augmented_temp_batch.shape[0])
if not is_low_quality(augmented_temp_batch[i : i + 1])
]
if qual_idxs:
sel_idx = int(max(qual_idxs, key=lambda i: scores[i]))
if sel_idx is None:
sel_idx = int(np.argmax(scores))
# If still none (shouldn't happen), rebuild
if sel_idx is None:
continue
selected_series = augmented_temp_batch[sel_idx : sel_idx + 1]
values_list, seq_len, num_channels = self._tensor_to_values_list(selected_series)
selected_record = {
"series_id": self.dataset_manager.series_counter,
"values": values_list,
"length": int(seq_len),
"num_channels": int(num_channels),
"generator_type": "augmented",
"start": pd.Timestamp(temp_starts[sel_idx]),
"frequency": temp_freqs[sel_idx],
"generation_timestamp": pd.Timestamp.now(),
}
break
if selected_record is None:
# Could not assemble a valid candidate after retries; skip iteration
continue
augmented_buffer.append(selected_record)
if len(augmented_buffer) >= self.chunk_size:
write_start = time.time()
self.dataset_manager.append_batch(augmented_buffer)
write_time = time.time() - write_start
elapsed = time.time() - start_time
series_per_sec = self.dataset_manager.series_counter / elapsed if elapsed > 0 else 0
print(
f"✓ Wrote batch {self.dataset_manager.batch_counter - 1}/{target_batches} | "
f"Series: {self.dataset_manager.series_counter:,} | "
f"Rate: {series_per_sec:.1f}/s | "
f"Write: {write_time:.2f}s"
)
augmented_buffer = []
except KeyboardInterrupt:
logging.info(
f"Interrupted. Generated {self.dataset_manager.series_counter} series, "
f"{self.dataset_manager.batch_counter} batches."
)
finally:
if augmented_buffer:
self.dataset_manager.append_batch(augmented_buffer)
logging.info("Offline IID augmentation completed.")
def setup_logging(verbose: bool = False) -> None:
level = logging.DEBUG if verbose else logging.INFO
logging.basicConfig(
level=level,
format="%(asctime)s - %(levelname)s - %(message)s",
handlers=[logging.StreamHandler(sys.stdout)],
)
def main():
parser = argparse.ArgumentParser(
description="Offline IID augmentation script using temp mixed batches",
formatter_class=argparse.ArgumentDefaultsHelpFormatter,
)
parser.add_argument(
"--base-data-dir",
type=str,
required=True,
help="Base directory with generator subdirectories (inputs)",
)
parser.add_argument(
"--output-dir",
type=str,
required=True,
help="Base output directory for augmented datasets",
)
parser.add_argument(
"--length",
type=int,
default=None,
help="Fixed length of augmented series. If set, saves under augmented{length}",
)
parser.add_argument(
"--mixed-batch-size",
type=int,
default=64,
help="Temporary mixed batch size before selecting a single element",
)
parser.add_argument(
"--chunk-size",
type=int,
default=2**13,
help="Number of series per written Arrow batch",
)
parser.add_argument(
"--num-batches",
type=int,
default=1000,
help="Number of Arrow batches to write",
)
parser.add_argument(
"--mixup-position",
type=str,
default="both",
choices=["first", "last", "both"],
help="Where to apply mixup in the pipeline (first, last, or both)",
)
parser.add_argument(
"--selection-strategy",
type=str,
default="random",
choices=["random", "max_change"],
help="How to select the final series from the temp batch",
)
parser.add_argument(
"--change-threshold",
type=float,
default=0.05,
help="Minimum normalized change score (vs IQR) required for selection",
)
parser.add_argument(
"--enable-quality-filter",
action="store_true",
help="Enable low-quality filter using autocorr/SNR/complexity",
)
parser.add_argument(
"--temp-batch-retries",
type=int,
default=3,
help="Number of times to rebuild temp batch if selection fails thresholds",
)
parser.add_argument("--verbose", action="store_true", help="Enable verbose logging")
parser.add_argument("--global-seed", type=int, default=42, help="Global random seed")
args = parser.parse_args()
setup_logging(args.verbose)
generator_proportions = {
"forecast_pfn": 1.0,
"gp": 1.0,
"kernel": 1.0,
"sinewave": 1.0,
"sawtooth": 1.0,
"step": 0.1,
"anomaly": 1.0,
"spike": 1.0,
"cauker_univariate": 2.0,
"ou_process": 1.0,
"audio_financial_volatility": 0.1,
"audio_multi_scale_fractal": 0.1,
"audio_network_topology": 0.5,
"audio_stochastic_rhythm": 1.0,
}
# Defaults reflecting configs/train.yaml from the prompt
augmentations = {
"censor_augmentation": True,
"quantization_augmentation": False,
"mixup_augmentation": True,
"time_flip_augmentation": True,
"yflip_augmentation": True,
"differential_augmentation": True,
"regime_change_augmentation": True,
"shock_recovery_augmentation": True,
"calendar_augmentation": False,
"amplitude_modulation_augmentation": True,
"resample_artifacts_augmentation": True,
"scaling_augmentation": True,
"noise_augmentation": True,
"random_conv_augmentation": True,
}
augmentation_probabilities = {
"censor_or_quantization_augmentation": 0.40,
"mixup_augmentation": 0.50,
"time_flip_augmentation": 0.30,
"yflip_augmentation": 0.30,
"differential_augmentation": 0.40,
"regime_change_augmentation": 0.40,
"shock_recovery_augmentation": 0.40,
"calendar_augmentation": 0.40,
"amplitude_modulation_augmentation": 0.35,
"resample_artifacts_augmentation": 0.40,
"scaling_augmentation": 0.50,
"noise_augmentation": 0.10,
"random_conv_augmentation": 0.30,
}
try:
generator = OfflineTempBatchAugmentedGenerator(
base_data_dir=args.base_data_dir,
output_dir=args.output_dir,
length=args.length,
mixed_batch_size=args.mixed_batch_size,
chunk_size=args.chunk_size,
generator_proportions=generator_proportions,
augmentations=augmentations,
augmentation_probabilities=augmentation_probabilities,
global_seed=args.global_seed,
mixup_position=args.mixup_position,
selection_strategy=args.selection_strategy,
change_threshold=args.change_threshold,
enable_quality_filter=args.enable_quality_filter,
temp_batch_retries=args.temp_batch_retries,
)
generator.run(num_batches=args.num_batches)
except Exception as e:
logging.error(f"Fatal error: {e}")
sys.exit(1)
if __name__ == "__main__":
main()
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