dropoutts-repro-bundle / modal_repro.py
ancs21's picture
DropoutTS reproduction bundle
90e244e verified
Raw
History Blame Contribute Delete
13.5 kB
"""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)