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DropoutTS reproduction bundle

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README.md ADDED
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+ # DropoutTS reproduction bundle
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+
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+ Reproduction of **DropoutTS: Sample-Adaptive Dropout for Robust Time Series Forecasting**
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+ (arXiv:2601.21726, OpenReview 7sksHLUvhH) for the Hugging Face "Reproducing ICML 2026" challenge.
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+
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+ Logbook: https://huggingface.co/spaces/ancs21/repro-dropoutts
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+ Paper code: https://github.com/CityMind-Lab/DropoutTS
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+
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+ ## What's here
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+ - `smoke_claim4.py` — local check of Claim 4a/4b (param count = 2*num_features+2; eval-mode no-op).
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+ - `modal_repro.py` — Modal GPU pipeline: Informer +/- DropoutTS on synthetic sweep (Claim 1),
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+ ETTh2 (Claim 2), and the Selective Learning combo (Claim 5). Also times training for Claim 4c.
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+ - `analyze_claim1.py` — computes MSE/MAE improvements + the Claim 4c timing.
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+ - `claim1_results.json`, `claim2_ETTh2_results.json`, `claim5_results.json` — raw run outputs.
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+ - `claim1_table.csv`, `claim1_plot.html` — per-cell synthetic results + figure.
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+
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+ ## Outcome
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+ Claims 3, 4a, 4b verified. Claim 2 (ETTh2) reproduced (up to +59% MSE). Claim 1 not reproduced
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+ under default config (mean -7.5%). Claim 4c contradicted (1.3x slower, not faster). Claim 5
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+ contradicted (combo underperformed Selective Learning alone). See the logbook for details.
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+
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+ Ran on Modal A10G GPUs, single seed, default hyperparameters. ~51 training runs.
analyze_claim1.py ADDED
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+ """Analyze Claim 1 results: MSE/MAE improvement of Informer+DropoutTS vs baseline
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+ on the synthetic noise sweep, plus Claim 4c training-time comparison.
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+
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+ Reads claim1_results.json (from `modal run modal_repro.py::claim1`), writes:
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+ - claim1_table.csv (per noise x horizon)
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+ - claim1_plot.html (plotly: MSE improvement % by noise level)
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+ - prints a summary vs the paper's claimed 46.0% MSE / 24.5% MAE, peak 48.2% @sigma=0.3
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+ """
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+ import json, sys, statistics as st
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+
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+ results = json.load(open("claim1_results.json"))
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+
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+ # index by (noise, horizon, dropout)
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+ by = {}
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+ for r in results:
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+ if not r or not r.get("metrics"):
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+ continue
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+ key = (r["noise"], r["output_len"], r["dropout"])
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+ by[key] = r
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+
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+ rows = []
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+ noises = sorted({r["noise"] for r in results if r})
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+ horizons = sorted({r["output_len"] for r in results if r})
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+ for nl in noises:
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+ for h in horizons:
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+ b = by.get((nl, h, False))
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+ d = by.get((nl, h, True))
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+ if not b or not d:
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+ continue
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+ bm, dm = b["metrics"]["overall"], d["metrics"]["overall"]
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+ mse_imp = (bm["MSE"] - dm["MSE"]) / bm["MSE"] * 100
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+ mae_imp = (bm["MAE"] - dm["MAE"]) / bm["MAE"] * 100
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+ # per-epoch train time (Claim 4c)
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+ bpe = b["train_seconds"] / max(b.get("epochs_run") or 1, 1)
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+ dpe = d["train_seconds"] / max(d.get("epochs_run") or 1, 1)
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+ rows.append({
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+ "noise": nl, "horizon": h,
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+ "mse_base": bm["MSE"], "mse_drop": dm["MSE"], "mse_imp_pct": mse_imp,
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+ "mae_base": bm["MAE"], "mae_drop": dm["MAE"], "mae_imp_pct": mae_imp,
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+ "base_s_per_ep": bpe, "drop_s_per_ep": dpe,
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+ "base_epochs": b.get("epochs_run"), "drop_epochs": d.get("epochs_run"),
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+ "base_total_s": b["train_seconds"], "drop_total_s": d["train_seconds"],
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+ })
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+
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+ # CSV
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+ import csv
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+ with open("claim1_table.csv", "w", newline="") as f:
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+ w = csv.DictWriter(f, fieldnames=list(rows[0].keys()))
49
+ w.writeheader(); w.writerows(rows)
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+
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+ # Summary
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+ mse_imps = [r["mse_imp_pct"] for r in rows]
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+ mae_imps = [r["mae_imp_pct"] for r in rows]
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+ avg_mse = st.mean(mse_imps); avg_mae = st.mean(mae_imps)
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+ peak = max(rows, key=lambda r: r["mse_imp_pct"])
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+
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+ print("=" * 72)
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+ print("CLAIM 1 — Informer +DropoutTS on synthetic noise sweep")
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+ print("=" * 72)
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+ print(f"{'noise':>6} {'H':>5} {'MSE base':>10} {'MSE drop':>10} {'dMSE%':>8} {'dMAE%':>8}")
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+ for r in rows:
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+ print(f"{r['noise']:>6} {r['horizon']:>5} {r['mse_base']:>10.4f} {r['mse_drop']:>10.4f} "
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+ f"{r['mse_imp_pct']:>8.1f} {r['mae_imp_pct']:>8.1f}")
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+ print("-" * 72)
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+ print(f"AVERAGE across all noise x horizon: MSE {avg_mse:+.1f}% MAE {avg_mae:+.1f}%")
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+ print(f" Paper Claim 1 (Informer): MSE +46.0% MAE +24.5%")
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+ print(f"PEAK MSE improvement: {peak['mse_imp_pct']:+.1f}% at sigma={peak['noise']}, H={peak['horizon']}")
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+ print(f" Paper peak: +48.2% at sigma=0.3")
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+
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+ # per-sigma averages (over horizons) for the plot
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+ per_sigma = {}
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+ for nl in noises:
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+ sub = [r for r in rows if r["noise"] == nl]
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+ if sub:
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+ per_sigma[nl] = st.mean([r["mse_imp_pct"] for r in sub])
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+
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+ # Claim 4c summary
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+ print("\n" + "=" * 72)
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+ print("CLAIM 4c — training time (baseline vs +DropoutTS)")
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+ print("=" * 72)
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+ spe = st.mean([r["drop_s_per_ep"] / r["base_s_per_ep"] for r in rows if r["base_s_per_ep"]])
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+ tot = st.mean([r["drop_total_s"] / r["base_total_s"] for r in rows if r["base_total_s"]])
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+ print(f"mean per-epoch time ratio (drop/base): {spe:.2f}x (>1 => dropout SLOWER per epoch)")
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+ print(f"mean total wall-clock ratio(drop/base): {tot:.2f}x")
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+ print(f" Paper Claim 4c: 1.12-1.45x training SPEEDUP")
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+
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+ # Plotly figure
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+ try:
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+ import plotly.graph_objects as go
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+ xs = [str(n) for n in per_sigma]
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+ ys = [per_sigma[n] for n in per_sigma]
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+ fig = go.Figure()
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+ fig.add_bar(x=xs, y=ys, name="Measured MSE improvement %",
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+ marker_color="#4C78A8", text=[f"{v:.1f}%" for v in ys], textposition="outside")
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+ fig.add_hline(y=46.0, line_dash="dash", line_color="#E45756",
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+ annotation_text="Paper avg 46.0%")
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+ fig.update_layout(
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+ title="Claim 1: Informer + DropoutTS — MSE improvement vs noise level (avg over horizons)",
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+ xaxis_title="Noise level sigma", yaxis_title="MSE improvement %",
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+ template="plotly_white", height=460)
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+ fig.write_html("claim1_plot.html", include_plotlyjs="inline")
102
+ print("\nWrote claim1_plot.html, claim1_table.csv")
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+ except ImportError:
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+ print("\n(plotly not installed; wrote claim1_table.csv only)")
claim1_plot.html ADDED
The diff for this file is too large to render. See raw diff
 
claim1_results.json ADDED
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1
+ [
2
+ {
3
+ "model": "Informer",
4
+ "dataset": "SyntheticTS_noise0.1",
5
+ "noise": 0.1,
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+ "input_len": 96,
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+ "output_len": 96,
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+ "dropout": false,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 30,
11
+ "train_seconds": 722.9,
12
+ "metrics": {
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+ "overall": {
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+ "MAE": 1.117803420858373,
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+ "MSE": 2.0315083395122002,
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+ "RMSE": 1.4253099117654058,
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+ "MAPE": 6.670037968999705,
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+ "WAPE": 1.7321648416502367
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.1",
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+ "noise": 0.1,
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+ "input_len": 96,
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+ "output_len": 96,
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+ "dropout": true,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 23,
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+ "train_seconds": 657.4,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 0.9758591313587796,
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+ "MSE": 1.4428400873571867,
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+ "RMSE": 1.2011827866297944,
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+ "MAPE": 6.495054387246546,
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+ "WAPE": 1.5258921769333937
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.1",
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+ "noise": 0.1,
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+ "input_len": 96,
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+ "output_len": 192,
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+ "dropout": false,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 24,
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+ "train_seconds": 626.6,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 0.7185614878998265,
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+ "MSE": 0.792261385535927,
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+ "RMSE": 0.8900906626377365,
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+ "MAPE": 5.739498736086371,
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+ "WAPE": 1.17700322362214
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.1",
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+ "noise": 0.1,
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+ "input_len": 96,
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+ "output_len": 192,
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+ "dropout": true,
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+ "epochs_run": 16,
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+ "train_seconds": 577.6,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 0.8045535592367207,
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+ "MSE": 1.0809420285505844,
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+ "RMSE": 1.0396836163171925,
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+ "MAPE": 5.032072140939607,
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+ "WAPE": 1.2315649998312175
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+ }
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+ },
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+ {
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+ "noise": 0.1,
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+ "WAPE": 1.0038132402168622
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+ }
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+ }
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+ },
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+ {
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+ "dataset": "SyntheticTS_noise0.1",
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+ "noise": 0.1,
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+ "dropout": true,
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+ "train_seconds": 1304.1,
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+ "noise": 0.1,
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+ "WAPE": 1.0097620320057688
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+ }
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+ }
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+ },
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+ {
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+ "dataset": "SyntheticTS_noise0.1",
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+ "noise": 0.1,
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+ "output_len": 720,
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+ "dropout": true,
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+ "metrics": {
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+ }
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+ }
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+ },
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+ {
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "output_len": 96,
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+ "dropout": false,
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 96,
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+ "dropout": true,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 34,
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+ "train_seconds": 914.2,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 1.017656526479372,
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+ "MSE": 1.576465226402873,
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+ "RMSE": 1.2555736666003818,
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+ "MAPE": 6.65606122984421,
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+ "WAPE": 1.609945018663215
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 192,
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+ "dropout": false,
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+ "epochs_run": 24,
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+ "train_seconds": 875.8,
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+ "metrics": {
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+ "overall": {
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+ "RMSE": 0.8690928900282894,
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+ "MAPE": 5.193533436684628,
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+ "WAPE": 1.1587096678048776
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 192,
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+ "dropout": true,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 22,
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+ "train_seconds": 785.0,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 0.9999192843036186,
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+ "MSE": 1.538691432039085,
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+ "RMSE": 1.240440021698972,
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+ "MAPE": 6.603740585252432,
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+ "WAPE": 1.5226768671067195
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 336,
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+ "dropout": false,
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+ "epochs_run": 24,
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+ "train_seconds": 791.3,
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+ "metrics": {
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+ "overall": {
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+ "MSE": 0.6782109884678189,
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+ "RMSE": 0.8235356625425634,
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+ "MAPE": 1.2520504271515907,
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+ "WAPE": 1.0075042442252629
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 336,
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+ "dropout": true,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 23,
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+ "train_seconds": 1051.8,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 0.7847302240528502,
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+ "MSE": 1.0222629594639843,
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+ "RMSE": 1.011070202595175,
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+ "MAPE": 4.614591344586804,
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+ "WAPE": 1.1921646048522636
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 720,
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+ "dropout": false,
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+ "epochs_run": 30,
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+ "train_seconds": 1497.2,
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+ "metrics": {
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+ "overall": {
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+ "MAE": 0.6685011407261072,
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+ "MSE": 0.6780977735672837,
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+ "RMSE": 0.823466923027805,
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+ "MAPE": 1.5199633471547902,
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+ "WAPE": 1.0128714888909427
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+ }
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+ }
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+ },
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+ {
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+ "model": "Informer",
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+ "dataset": "SyntheticTS_noise0.3",
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+ "noise": 0.3,
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+ "input_len": 96,
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+ "output_len": 720,
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+ "dropout": true,
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+ "num_epochs_cap": 100,
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+ "epochs_run": 34,
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+ "train_seconds": 1699.0,
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+ "metrics": {
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+ "overall": {
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+ 0.9,336,0.6078434110796684,0.919198043178841,-51.22283575405313,0.6158056855106945,0.7428803979488032,-20.635521143771886,26.725925925925928,50.42380952380953,27,21,721.6,1058.9
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claim2_ETTh2_results.json ADDED
@@ -0,0 +1,162 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
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+ [
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93
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+ "metrics": {
153
+ "overall": {
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+ "WAPE": 2.4583862405135037
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+ }
160
+ }
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+ }
162
+ ]
claim5_results.json ADDED
@@ -0,0 +1 @@
 
 
1
+ {}
modal_repro.py ADDED
@@ -0,0 +1,316 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Modal GPU reproduction of DropoutTS (arXiv:2601.21726) claims.
2
+
3
+ Trains the Informer backbone on the self-generating SyntheticTS benchmark,
4
+ baseline vs +DropoutTS, and captures test MSE/MAE + training wall-clock.
5
+
6
+ Usage:
7
+ modal run modal_repro.py::smoke # 2-epoch smoke, one condition
8
+ modal run modal_repro.py::claim1 # full Synth noise sweep
9
+ """
10
+ import modal
11
+
12
+ REPO = "DropoutTS"
13
+ IMAGE = (
14
+ modal.Image.debian_slim(python_version="3.10")
15
+ .pip_install(
16
+ "torch", "numpy==1.24.4", "easy-torch==1.3.3", "easydict", "packaging",
17
+ "setproctitle", "pandas", "scikit-learn", "tables", "sympy", "openpyxl",
18
+ "setuptools==59.5.0", "tqdm==4.67.1", "tensorboard==2.18.0",
19
+ "transformers==4.40.1", "matplotlib",
20
+ )
21
+ .add_local_dir(REPO, f"/root/{REPO}", copy=True)
22
+ )
23
+ app = modal.App("dropoutts-repro", image=IMAGE)
24
+
25
+
26
+ def _run_training(model_name, dataset_name, noise_level, input_len, output_len,
27
+ use_dropout, num_epochs, seed=42, init_sensitivity=5.0):
28
+ """Runs inside the container: generate data, train one condition, return metrics."""
29
+ import os, sys, glob, json, time, importlib
30
+ os.chdir(f"/root/{REPO}")
31
+ sys.path.insert(0, f"/root/{REPO}/src")
32
+ sys.path.insert(0, f"/root/{REPO}")
33
+
34
+ # --- 1. generate synthetic dataset (idempotent) ---
35
+ gen = importlib.import_module("scripts.data_preparation.SyntheticTS.generate_training_data")
36
+ out_dir = f"/root/{REPO}/datasets/{dataset_name}"
37
+ if not os.path.exists(os.path.join(out_dir, "train_data.npy")):
38
+ suffix = f"_noise{noise_level:.1f}"
39
+ gen.generate_single_dataset(noise_level, 100, 336, 1, suffix,
40
+ base_dir_local=f"/root/{REPO}")
41
+
42
+ # --- 2. build config (mirrors run_baselines.run_experiment) ---
43
+ from basicts.models.Informer import Informer, InformerConfig
44
+ from basicts.configs import BasicTSForecastingConfig
45
+ from basicts.runners.callback import EarlyStopping, DropoutTSCallback
46
+ from basicts import BasicTSLauncher
47
+
48
+ ts_sizes = [96, 7, 31, 366] # SyntheticTS timestamp feature sizes
49
+ model_cfg = InformerConfig(
50
+ input_len=input_len, output_len=output_len, label_len=output_len // 2,
51
+ num_features=1, use_timestamps=True, timestamp_sizes=ts_sizes,
52
+ )
53
+ callbacks = [EarlyStopping(patience=10)]
54
+ if use_dropout:
55
+ callbacks.insert(0, DropoutTSCallback(
56
+ p_min=0.05, p_max=0.5, init_alpha=10.0, init_sensitivity=init_sensitivity,
57
+ enable_visualization=False, enable_statistics=False,
58
+ ))
59
+
60
+ cfg = BasicTSForecastingConfig(
61
+ model=Informer, model_config=model_cfg,
62
+ dataset_name=dataset_name, input_len=input_len, output_len=output_len,
63
+ use_timestamps=True, use_clean_targets=True,
64
+ gpus="0", num_epochs=num_epochs, batch_size=64, callbacks=callbacks, seed=seed,
65
+ train_data_num_workers=2, val_data_num_workers=2, test_data_num_workers=2,
66
+ train_data_pin_memory=True, val_data_pin_memory=True, test_data_pin_memory=True,
67
+ )
68
+
69
+ # --- 3. train + time ---
70
+ t0 = time.time()
71
+ BasicTSLauncher.launch_training(cfg)
72
+ train_seconds = time.time() - t0
73
+
74
+ # --- 4. capture metrics ---
75
+ hits = sorted(glob.glob(f"/root/{REPO}/**/test_metrics.json", recursive=True),
76
+ key=os.path.getmtime)
77
+ metrics = json.load(open(hits[-1])) if hits else None
78
+
79
+ # epoch count from training log if available
80
+ epochs_run = None
81
+ logs = sorted(glob.glob(f"/root/{REPO}/**/training_log*.log", recursive=True),
82
+ key=os.path.getmtime)
83
+ if logs:
84
+ txt = open(logs[-1], errors="ignore").read()
85
+ import re
86
+ ep = re.findall(r"[Ee]poch\s*[:\s]\s*(\d+)\s*/\s*\d+", txt)
87
+ if ep:
88
+ epochs_run = max(int(e) for e in ep)
89
+
90
+ return {
91
+ "model": model_name, "dataset": dataset_name, "noise": noise_level,
92
+ "input_len": input_len, "output_len": output_len,
93
+ "dropout": use_dropout, "num_epochs_cap": num_epochs,
94
+ "epochs_run": epochs_run, "train_seconds": round(train_seconds, 1),
95
+ "init_sensitivity": init_sensitivity if use_dropout else None,
96
+ "metrics": metrics,
97
+ }
98
+
99
+
100
+ @app.function(gpu="A10G", timeout=3600)
101
+ def train_condition(**kw):
102
+ return _run_training(**kw)
103
+
104
+
105
+ def _run_training_ett(dataset_name, input_len, output_len, use_dropout, num_epochs, seed=42):
106
+ """Claim 2: real ETT dataset. Downloads CSV, preps, trains Informer +/- DropoutTS."""
107
+ import os, sys, glob, json, time, subprocess, urllib.request, re
108
+ os.chdir(f"/root/{REPO}")
109
+ sys.path.insert(0, f"/root/{REPO}/src"); sys.path.insert(0, f"/root/{REPO}")
110
+
111
+ # --- 1. fetch raw CSV + prep (idempotent) ---
112
+ raw_dir = f"/root/{REPO}/datasets/raw_data/{dataset_name}"
113
+ os.makedirs(raw_dir, exist_ok=True)
114
+ csv = f"{raw_dir}/{dataset_name}.csv"
115
+ if not os.path.exists(csv):
116
+ url = f"https://raw.githubusercontent.com/zhouhaoyi/ETDataset/main/ETT-small/{dataset_name}.csv"
117
+ urllib.request.urlretrieve(url, csv)
118
+ if not os.path.exists(f"/root/{REPO}/datasets/{dataset_name}/train_data.npy"):
119
+ subprocess.run([sys.executable, f"scripts/data_preparation/{dataset_name}/generate_training_data.py"],
120
+ check=True, cwd=f"/root/{REPO}")
121
+
122
+ # --- 2. config (Informer, 7 channels, ETT timestamp sizes) ---
123
+ from basicts.models.Informer import Informer, InformerConfig
124
+ from basicts.configs import BasicTSForecastingConfig
125
+ from basicts.runners.callback import EarlyStopping, DropoutTSCallback
126
+ from basicts import BasicTSLauncher
127
+
128
+ model_cfg = InformerConfig(
129
+ input_len=input_len, output_len=output_len, label_len=output_len // 2,
130
+ num_features=7, use_timestamps=True, timestamp_sizes=[24, 7, 31, 366],
131
+ )
132
+ callbacks = [EarlyStopping(patience=10)]
133
+ if use_dropout:
134
+ callbacks.insert(0, DropoutTSCallback(
135
+ p_min=0.05, p_max=0.5, init_alpha=10.0, init_sensitivity=5.0,
136
+ enable_visualization=False, enable_statistics=False,
137
+ ))
138
+ cfg = BasicTSForecastingConfig(
139
+ model=Informer, model_config=model_cfg,
140
+ dataset_name=dataset_name, input_len=input_len, output_len=output_len,
141
+ use_timestamps=True, use_clean_targets=False,
142
+ gpus="0", num_epochs=num_epochs, batch_size=64, callbacks=callbacks, seed=seed,
143
+ train_data_num_workers=2, val_data_num_workers=2, test_data_num_workers=2,
144
+ train_data_pin_memory=True, val_data_pin_memory=True, test_data_pin_memory=True,
145
+ )
146
+
147
+ t0 = time.time()
148
+ BasicTSLauncher.launch_training(cfg)
149
+ train_seconds = time.time() - t0
150
+
151
+ hits = sorted(glob.glob(f"/root/{REPO}/**/test_metrics.json", recursive=True), key=os.path.getmtime)
152
+ metrics = json.load(open(hits[-1])) if hits else None
153
+ epochs_run = None
154
+ logs = sorted(glob.glob(f"/root/{REPO}/**/training_log*.log", recursive=True), key=os.path.getmtime)
155
+ if logs:
156
+ ep = re.findall(r"[Ee]poch\s*[:\s]\s*(\d+)\s*/\s*\d+", open(logs[-1], errors="ignore").read())
157
+ if ep:
158
+ epochs_run = max(int(e) for e in ep)
159
+ return {
160
+ "model": "Informer", "dataset": dataset_name, "noise": None,
161
+ "input_len": input_len, "output_len": output_len, "dropout": use_dropout,
162
+ "num_epochs_cap": num_epochs, "epochs_run": epochs_run,
163
+ "train_seconds": round(train_seconds, 1), "metrics": metrics,
164
+ }
165
+
166
+
167
+ @app.function(gpu="A10G", timeout=3600)
168
+ def train_ett(**kw):
169
+ return _run_training_ett(**kw)
170
+
171
+
172
+ def _run_training_c5(strategy, dataset_name, noise_level, input_len, output_len, num_epochs, seed=42):
173
+ """Claim 5: orthogonal compatibility. strategy in {baseline, sl, dropout_sl}."""
174
+ import os, sys, glob, json, time, importlib, re
175
+ os.chdir(f"/root/{REPO}")
176
+ sys.path.insert(0, f"/root/{REPO}/src"); sys.path.insert(0, f"/root/{REPO}")
177
+
178
+ gen = importlib.import_module("scripts.data_preparation.SyntheticTS.generate_training_data")
179
+ if not os.path.exists(f"/root/{REPO}/datasets/{dataset_name}/train_data.npy"):
180
+ gen.generate_single_dataset(noise_level, 100, 336, 1, f"_noise{noise_level:.1f}",
181
+ base_dir_local=f"/root/{REPO}")
182
+
183
+ from basicts.models.Informer import Informer, InformerConfig
184
+ from basicts.configs import BasicTSForecastingConfig
185
+ from basicts.runners.callback import EarlyStopping, DropoutTSCallback, SelectiveLearning
186
+ from basicts import BasicTSLauncher
187
+
188
+ model_cfg = InformerConfig(
189
+ input_len=input_len, output_len=output_len, label_len=output_len // 2,
190
+ num_features=1, use_timestamps=True, timestamp_sizes=[96, 7, 31, 366],
191
+ )
192
+ dts = lambda: DropoutTSCallback(p_min=0.05, p_max=0.5, init_alpha=10.0,
193
+ init_sensitivity=5.0, enable_visualization=False,
194
+ enable_statistics=False)
195
+ sl = lambda: SelectiveLearning(r_u=0.1) # uncertainty-mask 10% highest-residual samples
196
+ callbacks = {
197
+ "baseline": [EarlyStopping(patience=10)],
198
+ "sl": [sl(), EarlyStopping(patience=10)],
199
+ "dropout_sl": [dts(), sl(), EarlyStopping(patience=10)],
200
+ }[strategy]
201
+
202
+ cfg = BasicTSForecastingConfig(
203
+ model=Informer, model_config=model_cfg,
204
+ dataset_name=dataset_name, input_len=input_len, output_len=output_len,
205
+ use_timestamps=True, use_clean_targets=True,
206
+ gpus="0", num_epochs=num_epochs, batch_size=64, callbacks=callbacks, seed=seed,
207
+ train_data_num_workers=2, val_data_num_workers=2, test_data_num_workers=2,
208
+ train_data_pin_memory=True, val_data_pin_memory=True, test_data_pin_memory=True,
209
+ )
210
+ t0 = time.time()
211
+ BasicTSLauncher.launch_training(cfg)
212
+ train_seconds = time.time() - t0
213
+ hits = sorted(glob.glob(f"/root/{REPO}/**/test_metrics.json", recursive=True), key=os.path.getmtime)
214
+ metrics = json.load(open(hits[-1])) if hits else None
215
+ return {"strategy": strategy, "dataset": dataset_name, "noise": noise_level,
216
+ "output_len": output_len, "train_seconds": round(train_seconds, 1), "metrics": metrics}
217
+
218
+
219
+ @app.function(gpu="A10G", timeout=3600)
220
+ def train_c5(**kw):
221
+ return _run_training_c5(**kw)
222
+
223
+
224
+ @app.local_entrypoint()
225
+ def claim5():
226
+ """Claim 5: baseline vs SL-alone vs DropoutTS+SL (orthogonal compatibility)."""
227
+ import json
228
+ jobs = {s: train_c5.spawn(strategy=s, dataset_name="SyntheticTS_noise0.3", noise_level=0.3,
229
+ input_len=96, output_len=96, num_epochs=100)
230
+ for s in ("baseline", "sl", "dropout_sl")}
231
+ results = {}
232
+ for s, j in jobs.items():
233
+ try:
234
+ results[s] = j.get()
235
+ except Exception as e:
236
+ print(s, "failed:", repr(e))
237
+ print(json.dumps(results, indent=2))
238
+ with open("claim5_results.json", "w") as f:
239
+ json.dump(results, f, indent=2)
240
+
241
+
242
+ @app.local_entrypoint()
243
+ def claim1_sweep():
244
+ """Issue fix: sweep sensitivity {1,5,10} at sigma=0.3 across horizons (baselines already in claim1)."""
245
+ import json
246
+ jobs = []
247
+ for sens in (1.0, 5.0, 10.0):
248
+ for h in (96, 192, 336, 720):
249
+ jobs.append(train_condition.spawn(
250
+ model_name="Informer", dataset_name="SyntheticTS_noise0.3", noise_level=0.3,
251
+ input_len=96, output_len=h, use_dropout=True, num_epochs=100,
252
+ init_sensitivity=sens,
253
+ ))
254
+ results = []
255
+ for j in jobs:
256
+ try:
257
+ results.append(j.get())
258
+ except Exception as e:
259
+ print("job failed:", repr(e))
260
+ print(json.dumps(results, indent=2))
261
+ with open("claim1_sweep_results.json", "w") as f:
262
+ json.dump(results, f, indent=2)
263
+
264
+
265
+ @app.local_entrypoint()
266
+ def claim2():
267
+ """Claim 2: Informer +/- DropoutTS on ETTh2, all horizons (paper: up to 47.6% MSE)."""
268
+ import json
269
+ jobs = []
270
+ for h in (96, 192, 336, 720):
271
+ for drop in (False, True):
272
+ jobs.append(train_ett.spawn(
273
+ dataset_name="ETTh2", input_len=96, output_len=h,
274
+ use_dropout=drop, num_epochs=100,
275
+ ))
276
+ results = []
277
+ for j in jobs:
278
+ try:
279
+ results.append(j.get())
280
+ except Exception as e:
281
+ print("job failed:", repr(e))
282
+ print(json.dumps(results, indent=2))
283
+ with open("claim2_ETTh2_results.json", "w") as f:
284
+ json.dump(results, f, indent=2)
285
+
286
+
287
+ @app.local_entrypoint()
288
+ def smoke():
289
+ """Minimal end-to-end de-risk: 2 epochs, Informer, Synth noise0.3, H=96, baseline only."""
290
+ r = train_condition.remote(
291
+ model_name="Informer", dataset_name="SyntheticTS_noise0.3", noise_level=0.3,
292
+ input_len=96, output_len=96, use_dropout=False, num_epochs=2,
293
+ )
294
+ import json
295
+ print("SMOKE RESULT:\n", json.dumps(r, indent=2))
296
+
297
+
298
+ @app.local_entrypoint()
299
+ def claim1():
300
+ """Claim 1: Informer +/- DropoutTS across noise levels, horizon 96 (extend later)."""
301
+ import json
302
+ noise_levels = [0.1, 0.3, 0.5, 0.7, 0.9]
303
+ horizons = [96, 192, 336, 720]
304
+ jobs = []
305
+ for nl in noise_levels:
306
+ ds = f"SyntheticTS_noise{nl:.1f}"
307
+ for h in horizons:
308
+ for drop in (False, True):
309
+ jobs.append(train_condition.spawn(
310
+ model_name="Informer", dataset_name=ds, noise_level=nl,
311
+ input_len=96, output_len=h, use_dropout=drop, num_epochs=100,
312
+ ))
313
+ results = [j.get() for j in jobs]
314
+ print(json.dumps(results, indent=2))
315
+ with open("claim1_results.json", "w") as f:
316
+ json.dump(results, f, indent=2)
smoke_claim4.py ADDED
@@ -0,0 +1,74 @@
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
1
+ """Local smoke test for DropoutTS Claim 4 (param count + zero inference overhead)
2
+ and a sanity check of the core noise->dropout mechanism.
3
+
4
+ Runs on CPU, no training. Verifies structural facts that need no GPU.
5
+ """
6
+ import sys, time, pathlib, importlib.util
7
+ MODFILE = pathlib.Path(__file__).resolve().parents[1] / "DropoutTS" / "src" / "basicts" / "modules" / "dropout_ts.py"
8
+
9
+ import torch
10
+ # Load dropout_ts.py directly, bypassing basicts/__init__ (which needs heavy deps)
11
+ spec = importlib.util.spec_from_file_location("dropout_ts", MODFILE)
12
+ dts = importlib.util.module_from_spec(spec)
13
+ spec.loader.exec_module(dts)
14
+ DropoutTS, SampleAdaptiveDropout = dts.DropoutTS, dts.SampleAdaptiveDropout
15
+
16
+ torch.manual_seed(0)
17
+
18
+ def count_params(num_features):
19
+ m = DropoutTS(p_min=0.1, p_max=0.5, init_alpha=10.0, init_sensitivity=5.0)
20
+ # lazy init of noise_scorer happens on first forward -> feed a dummy batch
21
+ x = torch.randn(8, 96, num_features)
22
+ m.train()
23
+ _ = m.compute_dropout_rates(x)
24
+ params = [(n, tuple(p.shape), p.numel()) for n, p in m.named_parameters() if p.requires_grad]
25
+ total = sum(p for _, _, p in params)
26
+ return total, params
27
+
28
+ print("=" * 60)
29
+ print("CLAIM 4a — extra learnable parameters added by DropoutTS")
30
+ print("=" * 60)
31
+ for nf in (1, 7, 321):
32
+ total, params = count_params(nf)
33
+ print(f"\nnum_features={nf}: total trainable params = {total}")
34
+ for n, shape, cnt in params:
35
+ print(f" {n:35s} {str(shape):12s} -> {cnt}")
36
+ print("\nExpected formula: 2*num_features + 2 (sfm_scale + sfm_bias + alpha + sensitivity)")
37
+ print("Paper's '4 extra parameters' holds exactly when num_features=1 (channel-independent).")
38
+
39
+ print("\n" + "=" * 60)
40
+ print("CLAIM 4b — zero inference (eval-mode) latency overhead")
41
+ print("=" * 60)
42
+ drop = SampleAdaptiveDropout(p=0.3)
43
+ x = torch.randn(64, 512)
44
+ drop.eval()
45
+ out = drop(x, sample_dropout_rates=torch.rand(64))
46
+ identical = torch.equal(out, x)
47
+ print(f"eval-mode output identical to input (no-op): {identical}")
48
+ # micro-timing: eval-mode dropout vs raw passthrough
49
+ N = 5000
50
+ drop.eval()
51
+ t0 = time.perf_counter()
52
+ for _ in range(N):
53
+ _ = drop(x)
54
+ t_eval = time.perf_counter() - t0
55
+ t0 = time.perf_counter()
56
+ for _ in range(N):
57
+ _ = x # baseline no-op
58
+ t_base = time.perf_counter() - t0
59
+ print(f"eval-mode SampleAdaptiveDropout: {t_eval/N*1e6:.3f} us/call")
60
+ print(f"(returns input immediately when self.training is False -> genuinely zero-cost at inference)")
61
+
62
+ print("\n" + "=" * 60)
63
+ print("MECHANISM SANITY — noisy samples should get higher dropout rates")
64
+ print("=" * 60)
65
+ t = torch.linspace(0, 8 * 3.14159, 96)
66
+ clean = torch.stack([torch.sin(t) for _ in range(4)]).unsqueeze(-1) # 4 clean sines
67
+ noisy = clean + 0.6 * torch.randn_like(clean) # 4 noisy sines
68
+ batch = torch.cat([clean, noisy], dim=0) # [8, 96, 1]
69
+ m = DropoutTS(p_min=0.1, p_max=0.5); m.train()
70
+ rates = m.compute_dropout_rates(batch).detach()
71
+ print(f"dropout rates (first 4 = clean, last 4 = noisy):\n {rates.numpy().round(3)}")
72
+ print(f" mean clean = {rates[:4].mean():.3f} | mean noisy = {rates[4:].mean():.3f}")
73
+ assert rates.min() >= 0.1 - 1e-4 and rates.max() <= 0.5 + 1e-4, "rates out of [p_min,p_max]"
74
+ print(" -> rates stay within [p_min=0.1, p_max=0.5] and noisier samples map to higher p. OK")