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90e244e | 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 | """Modal GPU reproduction of DropoutTS (arXiv:2601.21726) claims.
Trains the Informer backbone on the self-generating SyntheticTS benchmark,
baseline vs +DropoutTS, and captures test MSE/MAE + training wall-clock.
Usage:
modal run modal_repro.py::smoke # 2-epoch smoke, one condition
modal run modal_repro.py::claim1 # full Synth noise sweep
"""
import modal
REPO = "DropoutTS"
IMAGE = (
modal.Image.debian_slim(python_version="3.10")
.pip_install(
"torch", "numpy==1.24.4", "easy-torch==1.3.3", "easydict", "packaging",
"setproctitle", "pandas", "scikit-learn", "tables", "sympy", "openpyxl",
"setuptools==59.5.0", "tqdm==4.67.1", "tensorboard==2.18.0",
"transformers==4.40.1", "matplotlib",
)
.add_local_dir(REPO, f"/root/{REPO}", copy=True)
)
app = modal.App("dropoutts-repro", image=IMAGE)
def _run_training(model_name, dataset_name, noise_level, input_len, output_len,
use_dropout, num_epochs, seed=42, init_sensitivity=5.0):
"""Runs inside the container: generate data, train one condition, return metrics."""
import os, sys, glob, json, time, importlib
os.chdir(f"/root/{REPO}")
sys.path.insert(0, f"/root/{REPO}/src")
sys.path.insert(0, f"/root/{REPO}")
# --- 1. generate synthetic dataset (idempotent) ---
gen = importlib.import_module("scripts.data_preparation.SyntheticTS.generate_training_data")
out_dir = f"/root/{REPO}/datasets/{dataset_name}"
if not os.path.exists(os.path.join(out_dir, "train_data.npy")):
suffix = f"_noise{noise_level:.1f}"
gen.generate_single_dataset(noise_level, 100, 336, 1, suffix,
base_dir_local=f"/root/{REPO}")
# --- 2. build config (mirrors run_baselines.run_experiment) ---
from basicts.models.Informer import Informer, InformerConfig
from basicts.configs import BasicTSForecastingConfig
from basicts.runners.callback import EarlyStopping, DropoutTSCallback
from basicts import BasicTSLauncher
ts_sizes = [96, 7, 31, 366] # SyntheticTS timestamp feature sizes
model_cfg = InformerConfig(
input_len=input_len, output_len=output_len, label_len=output_len // 2,
num_features=1, use_timestamps=True, timestamp_sizes=ts_sizes,
)
callbacks = [EarlyStopping(patience=10)]
if use_dropout:
callbacks.insert(0, DropoutTSCallback(
p_min=0.05, p_max=0.5, init_alpha=10.0, init_sensitivity=init_sensitivity,
enable_visualization=False, enable_statistics=False,
))
cfg = BasicTSForecastingConfig(
model=Informer, model_config=model_cfg,
dataset_name=dataset_name, input_len=input_len, output_len=output_len,
use_timestamps=True, use_clean_targets=True,
gpus="0", num_epochs=num_epochs, batch_size=64, callbacks=callbacks, seed=seed,
train_data_num_workers=2, val_data_num_workers=2, test_data_num_workers=2,
train_data_pin_memory=True, val_data_pin_memory=True, test_data_pin_memory=True,
)
# --- 3. train + time ---
t0 = time.time()
BasicTSLauncher.launch_training(cfg)
train_seconds = time.time() - t0
# --- 4. capture metrics ---
hits = sorted(glob.glob(f"/root/{REPO}/**/test_metrics.json", recursive=True),
key=os.path.getmtime)
metrics = json.load(open(hits[-1])) if hits else None
# epoch count from training log if available
epochs_run = None
logs = sorted(glob.glob(f"/root/{REPO}/**/training_log*.log", recursive=True),
key=os.path.getmtime)
if logs:
txt = open(logs[-1], errors="ignore").read()
import re
ep = re.findall(r"[Ee]poch\s*[:\s]\s*(\d+)\s*/\s*\d+", txt)
if ep:
epochs_run = max(int(e) for e in ep)
return {
"model": model_name, "dataset": dataset_name, "noise": noise_level,
"input_len": input_len, "output_len": output_len,
"dropout": use_dropout, "num_epochs_cap": num_epochs,
"epochs_run": epochs_run, "train_seconds": round(train_seconds, 1),
"init_sensitivity": init_sensitivity if use_dropout else None,
"metrics": metrics,
}
@app.function(gpu="A10G", timeout=3600)
def train_condition(**kw):
return _run_training(**kw)
def _run_training_ett(dataset_name, input_len, output_len, use_dropout, num_epochs, seed=42):
"""Claim 2: real ETT dataset. Downloads CSV, preps, trains Informer +/- DropoutTS."""
import os, sys, glob, json, time, subprocess, urllib.request, re
os.chdir(f"/root/{REPO}")
sys.path.insert(0, f"/root/{REPO}/src"); sys.path.insert(0, f"/root/{REPO}")
# --- 1. fetch raw CSV + prep (idempotent) ---
raw_dir = f"/root/{REPO}/datasets/raw_data/{dataset_name}"
os.makedirs(raw_dir, exist_ok=True)
csv = f"{raw_dir}/{dataset_name}.csv"
if not os.path.exists(csv):
url = f"https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/{dataset_name}.csv"
urllib.request.urlretrieve(url, csv)
if not os.path.exists(f"/root/{REPO}/datasets/{dataset_name}/train_data.npy"):
subprocess.run([sys.executable, f"scripts/data_preparation/{dataset_name}/generate_training_data.py"],
check=True, cwd=f"/root/{REPO}")
# --- 2. config (Informer, 7 channels, ETT timestamp sizes) ---
from basicts.models.Informer import Informer, InformerConfig
from basicts.configs import BasicTSForecastingConfig
from basicts.runners.callback import EarlyStopping, DropoutTSCallback
from basicts import BasicTSLauncher
model_cfg = InformerConfig(
input_len=input_len, output_len=output_len, label_len=output_len // 2,
num_features=7, use_timestamps=True, timestamp_sizes=[24, 7, 31, 366],
)
callbacks = [EarlyStopping(patience=10)]
if use_dropout:
callbacks.insert(0, DropoutTSCallback(
p_min=0.05, p_max=0.5, init_alpha=10.0, init_sensitivity=5.0,
enable_visualization=False, enable_statistics=False,
))
cfg = BasicTSForecastingConfig(
model=Informer, model_config=model_cfg,
dataset_name=dataset_name, input_len=input_len, output_len=output_len,
use_timestamps=True, use_clean_targets=False,
gpus="0", num_epochs=num_epochs, batch_size=64, callbacks=callbacks, seed=seed,
train_data_num_workers=2, val_data_num_workers=2, test_data_num_workers=2,
train_data_pin_memory=True, val_data_pin_memory=True, test_data_pin_memory=True,
)
t0 = time.time()
BasicTSLauncher.launch_training(cfg)
train_seconds = time.time() - t0
hits = sorted(glob.glob(f"/root/{REPO}/**/test_metrics.json", recursive=True), key=os.path.getmtime)
metrics = json.load(open(hits[-1])) if hits else None
epochs_run = None
logs = sorted(glob.glob(f"/root/{REPO}/**/training_log*.log", recursive=True), key=os.path.getmtime)
if logs:
ep = re.findall(r"[Ee]poch\s*[:\s]\s*(\d+)\s*/\s*\d+", open(logs[-1], errors="ignore").read())
if ep:
epochs_run = max(int(e) for e in ep)
return {
"model": "Informer", "dataset": dataset_name, "noise": None,
"input_len": input_len, "output_len": output_len, "dropout": use_dropout,
"num_epochs_cap": num_epochs, "epochs_run": epochs_run,
"train_seconds": round(train_seconds, 1), "metrics": metrics,
}
@app.function(gpu="A10G", timeout=3600)
def train_ett(**kw):
return _run_training_ett(**kw)
def _run_training_c5(strategy, dataset_name, noise_level, input_len, output_len, num_epochs, seed=42):
"""Claim 5: orthogonal compatibility. strategy in {baseline, sl, dropout_sl}."""
import os, sys, glob, json, time, importlib, re
os.chdir(f"/root/{REPO}")
sys.path.insert(0, f"/root/{REPO}/src"); sys.path.insert(0, f"/root/{REPO}")
gen = importlib.import_module("scripts.data_preparation.SyntheticTS.generate_training_data")
if not os.path.exists(f"/root/{REPO}/datasets/{dataset_name}/train_data.npy"):
gen.generate_single_dataset(noise_level, 100, 336, 1, f"_noise{noise_level:.1f}",
base_dir_local=f"/root/{REPO}")
from basicts.models.Informer import Informer, InformerConfig
from basicts.configs import BasicTSForecastingConfig
from basicts.runners.callback import EarlyStopping, DropoutTSCallback, SelectiveLearning
from basicts import BasicTSLauncher
model_cfg = InformerConfig(
input_len=input_len, output_len=output_len, label_len=output_len // 2,
num_features=1, use_timestamps=True, timestamp_sizes=[96, 7, 31, 366],
)
dts = lambda: DropoutTSCallback(p_min=0.05, p_max=0.5, init_alpha=10.0,
init_sensitivity=5.0, enable_visualization=False,
enable_statistics=False)
sl = lambda: SelectiveLearning(r_u=0.1) # uncertainty-mask 10% highest-residual samples
callbacks = {
"baseline": [EarlyStopping(patience=10)],
"sl": [sl(), EarlyStopping(patience=10)],
"dropout_sl": [dts(), sl(), EarlyStopping(patience=10)],
}[strategy]
cfg = BasicTSForecastingConfig(
model=Informer, model_config=model_cfg,
dataset_name=dataset_name, input_len=input_len, output_len=output_len,
use_timestamps=True, use_clean_targets=True,
gpus="0", num_epochs=num_epochs, batch_size=64, callbacks=callbacks, seed=seed,
train_data_num_workers=2, val_data_num_workers=2, test_data_num_workers=2,
train_data_pin_memory=True, val_data_pin_memory=True, test_data_pin_memory=True,
)
t0 = time.time()
BasicTSLauncher.launch_training(cfg)
train_seconds = time.time() - t0
hits = sorted(glob.glob(f"/root/{REPO}/**/test_metrics.json", recursive=True), key=os.path.getmtime)
metrics = json.load(open(hits[-1])) if hits else None
return {"strategy": strategy, "dataset": dataset_name, "noise": noise_level,
"output_len": output_len, "train_seconds": round(train_seconds, 1), "metrics": metrics}
@app.function(gpu="A10G", timeout=3600)
def train_c5(**kw):
return _run_training_c5(**kw)
@app.local_entrypoint()
def claim5():
"""Claim 5: baseline vs SL-alone vs DropoutTS+SL (orthogonal compatibility)."""
import json
jobs = {s: train_c5.spawn(strategy=s, dataset_name="SyntheticTS_noise0.3", noise_level=0.3,
input_len=96, output_len=96, num_epochs=100)
for s in ("baseline", "sl", "dropout_sl")}
results = {}
for s, j in jobs.items():
try:
results[s] = j.get()
except Exception as e:
print(s, "failed:", repr(e))
print(json.dumps(results, indent=2))
with open("claim5_results.json", "w") as f:
json.dump(results, f, indent=2)
@app.local_entrypoint()
def claim1_sweep():
"""Issue fix: sweep sensitivity {1,5,10} at sigma=0.3 across horizons (baselines already in claim1)."""
import json
jobs = []
for sens in (1.0, 5.0, 10.0):
for h in (96, 192, 336, 720):
jobs.append(train_condition.spawn(
model_name="Informer", dataset_name="SyntheticTS_noise0.3", noise_level=0.3,
input_len=96, output_len=h, use_dropout=True, num_epochs=100,
init_sensitivity=sens,
))
results = []
for j in jobs:
try:
results.append(j.get())
except Exception as e:
print("job failed:", repr(e))
print(json.dumps(results, indent=2))
with open("claim1_sweep_results.json", "w") as f:
json.dump(results, f, indent=2)
@app.local_entrypoint()
def claim2():
"""Claim 2: Informer +/- DropoutTS on ETTh2, all horizons (paper: up to 47.6% MSE)."""
import json
jobs = []
for h in (96, 192, 336, 720):
for drop in (False, True):
jobs.append(train_ett.spawn(
dataset_name="ETTh2", input_len=96, output_len=h,
use_dropout=drop, num_epochs=100,
))
results = []
for j in jobs:
try:
results.append(j.get())
except Exception as e:
print("job failed:", repr(e))
print(json.dumps(results, indent=2))
with open("claim2_ETTh2_results.json", "w") as f:
json.dump(results, f, indent=2)
@app.local_entrypoint()
def smoke():
"""Minimal end-to-end de-risk: 2 epochs, Informer, Synth noise0.3, H=96, baseline only."""
r = train_condition.remote(
model_name="Informer", dataset_name="SyntheticTS_noise0.3", noise_level=0.3,
input_len=96, output_len=96, use_dropout=False, num_epochs=2,
)
import json
print("SMOKE RESULT:\n", json.dumps(r, indent=2))
@app.local_entrypoint()
def claim1():
"""Claim 1: Informer +/- DropoutTS across noise levels, horizon 96 (extend later)."""
import json
noise_levels = [0.1, 0.3, 0.5, 0.7, 0.9]
horizons = [96, 192, 336, 720]
jobs = []
for nl in noise_levels:
ds = f"SyntheticTS_noise{nl:.1f}"
for h in horizons:
for drop in (False, True):
jobs.append(train_condition.spawn(
model_name="Informer", dataset_name=ds, noise_level=nl,
input_len=96, output_len=h, use_dropout=drop, num_epochs=100,
))
results = [j.get() for j in jobs]
print(json.dumps(results, indent=2))
with open("claim1_results.json", "w") as f:
json.dump(results, f, indent=2)
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