from __future__ import annotations import json from pathlib import Path import pandas as pd import torch import trackio from data import irregular_batch from model import ( LiquidTimeConstantRNN, MatchedGRU, MatchedRNN, parameter_count, ) from safetensors.torch import save_file from torch.nn import functional as F PROJECT_DIR = Path(__file__).resolve().parent ARTIFACT_DIR = PROJECT_DIR / "artifacts" / "liquid-time-pocket" DATA_DIR = PROJECT_DIR / "data" SEED = 2203 @torch.inference_mode() def evaluate(model: torch.nn.Module, *, large_gaps: bool) -> dict: inputs, targets, _ = irregular_batch( 2_000, 128, SEED + 10_000 + int(large_gaps), large_gaps=large_gaps, ) prediction = model(inputs) error = prediction - targets return { "rmse": float(error.square().mean().sqrt()), "mae": float(error.abs().mean()), "examples": len(inputs), "sequence_length": inputs.shape[1], "delta_time_range": [0.12, 0.40] if large_gaps else [0.02, 0.12], } def train_variant(name: str, model: torch.nn.Module) -> tuple[torch.nn.Module, int]: optimizer = torch.optim.AdamW(model.parameters(), lr=2e-3, weight_decay=1e-5) best = float("inf") best_step = 0 best_state = None for step in range(1, 2_501): inputs, targets, _ = irregular_batch( 96, 64, SEED + step, large_gaps=False ) prediction = model(inputs) loss = F.mse_loss(prediction, targets) optimizer.zero_grad(set_to_none=True) loss.backward() torch.nn.utils.clip_grad_norm_(model.parameters(), 5) optimizer.step() if step % 125 == 0: validation = evaluate(model, large_gaps=False) trackio.log( { "variant": name, "training_step": step, "training_mse": float(loss.detach()), "validation_rmse": validation["rmse"], } ) if validation["rmse"] < best: best = validation["rmse"] best_step = step best_state = { key: value.detach().cpu().clone() for key, value in model.state_dict().items() } assert best_state is not None model.load_state_dict(best_state) return model, best_step def main() -> None: torch.manual_seed(SEED) torch.set_num_threads(1) models = { "liquid_time_constant": LiquidTimeConstantRNN(), "matched_gru": MatchedGRU(), "matched_rnn": MatchedRNN(), } assert {parameter_count(model) for model in models.values()} == {1_887} trackio.init( project="liquid-time-pocket", name="irregular-gap-ltc-v1", config={ "parameters_per_model": 1_887, "training_steps": 2_500, "training_delta_time": [0.02, 0.12], "unseen_delta_time": [0.12, 0.40], }, ) results = {} ARTIFACT_DIR.mkdir(parents=True, exist_ok=True) DATA_DIR.mkdir(parents=True, exist_ok=True) for name, model in models.items(): model, best_step = train_variant(name, model) results[name] = { "parameters": parameter_count(model), "best_step": best_step, "normal_gaps": evaluate(model, large_gaps=False), "unseen_large_gaps": evaluate(model, large_gaps=True), } save_file(model.state_dict(), ARTIFACT_DIR / f"{name}.safetensors") inputs, targets, time = irregular_batch( 100, 128, SEED + 30_000, large_gaps=True ) frame = { "task": [], "time": [], "target": [], **{name: [] for name in models}, } with torch.inference_mode(): predictions = {name: model(inputs) for name, model in models.items()} for task in range(len(inputs)): for step in range(inputs.shape[1]): frame["task"].append(task) frame["time"].append(float(time[task, step])) frame["target"].append(float(targets[task, step, 0])) for name in models: frame[name].append(float(predictions[name][task, step, 0])) report = { "experiment": "Liquid time-constant irregular forecasting", "learned_time_constants": { "minimum": float( (F.softplus(models["liquid_time_constant"].log_time_constant) + 0.03) .min() ), "mean": float( (F.softplus(models["liquid_time_constant"].log_time_constant) + 0.03) .mean() ), "maximum": float( (F.softplus(models["liquid_time_constant"].log_time_constant) + 0.03) .max() ), }, "results": results, } (ARTIFACT_DIR / "evaluation.json").write_text( json.dumps(report, indent=2), encoding="utf-8" ) pd.DataFrame(frame).to_parquet(DATA_DIR / "large_gap_forecasts.parquet", index=False) trackio.log( { f"{name}_large_gap_rmse": result["unseen_large_gaps"]["rmse"] for name, result in results.items() } ) trackio.finish() print(json.dumps(report, indent=2)) if __name__ == "__main__": main()