DropoutTS reproduction bundle
Browse files- README.md +22 -0
- analyze_claim1.py +104 -0
- claim1_plot.html +0 -0
- claim1_results.json +802 -0
- claim1_table.csv +21 -0
- claim2_ETTh2_results.json +162 -0
- claim5_results.json +1 -0
- modal_repro.py +316 -0
- smoke_claim4.py +74 -0
README.md
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# DropoutTS reproduction bundle
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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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Logbook: https://huggingface.co/spaces/ancs21/repro-dropoutts
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Paper code: https://github.com/CityMind-Lab/DropoutTS
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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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## 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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Ran on Modal A10G GPUs, single seed, default hyperparameters. ~51 training runs.
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analyze_claim1.py
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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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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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results = json.load(open("claim1_results.json"))
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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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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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# 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()))
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w.writeheader(); w.writerows(rows)
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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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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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# 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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# 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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# 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")
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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)")
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claim1_plot.html
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The diff for this file is too large to render.
See raw diff
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claim1_results.json
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claim1_table.csv
ADDED
|
@@ -0,0 +1,21 @@
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| 1 |
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noise,horizon,mse_base,mse_drop,mse_imp_pct,mae_base,mae_drop,mae_imp_pct,base_s_per_ep,drop_s_per_ep,base_epochs,drop_epochs,base_total_s,drop_total_s
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|
claim2_ETTh2_results.json
ADDED
|
@@ -0,0 +1,162 @@
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|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| 1 |
+
[
|
| 2 |
+
{
|
| 3 |
+
"model": "Informer",
|
| 4 |
+
"dataset": "ETTh2",
|
| 5 |
+
"noise": null,
|
| 6 |
+
"input_len": 96,
|
| 7 |
+
"output_len": 96,
|
| 8 |
+
"dropout": false,
|
| 9 |
+
"num_epochs_cap": 100,
|
| 10 |
+
"epochs_run": 19,
|
| 11 |
+
"train_seconds": 195.0,
|
| 12 |
+
"metrics": {
|
| 13 |
+
"overall": {
|
| 14 |
+
"MAE": 2.1664804839077116,
|
| 15 |
+
"MSE": 7.903236188512612,
|
| 16 |
+
"RMSE": 2.811269493474809,
|
| 17 |
+
"MAPE": 3.32294518138982,
|
| 18 |
+
"WAPE": 1.6468504425671606
|
| 19 |
+
}
|
| 20 |
+
}
|
| 21 |
+
},
|
| 22 |
+
{
|
| 23 |
+
"model": "Informer",
|
| 24 |
+
"dataset": "ETTh2",
|
| 25 |
+
"noise": null,
|
| 26 |
+
"input_len": 96,
|
| 27 |
+
"output_len": 96,
|
| 28 |
+
"dropout": true,
|
| 29 |
+
"num_epochs_cap": 100,
|
| 30 |
+
"epochs_run": 19,
|
| 31 |
+
"train_seconds": 195.8,
|
| 32 |
+
"metrics": {
|
| 33 |
+
"overall": {
|
| 34 |
+
"MAE": 1.8861950928945885,
|
| 35 |
+
"MSE": 6.46711710652883,
|
| 36 |
+
"RMSE": 2.543052721275731,
|
| 37 |
+
"MAPE": 3.004763474159411,
|
| 38 |
+
"WAPE": 1.5613065659224035
|
| 39 |
+
}
|
| 40 |
+
}
|
| 41 |
+
},
|
| 42 |
+
{
|
| 43 |
+
"model": "Informer",
|
| 44 |
+
"dataset": "ETTh2",
|
| 45 |
+
"noise": null,
|
| 46 |
+
"input_len": 96,
|
| 47 |
+
"output_len": 192,
|
| 48 |
+
"dropout": false,
|
| 49 |
+
"num_epochs_cap": 100,
|
| 50 |
+
"epochs_run": 32,
|
| 51 |
+
"train_seconds": 443.5,
|
| 52 |
+
"metrics": {
|
| 53 |
+
"overall": {
|
| 54 |
+
"MAE": 1.4672531901387877,
|
| 55 |
+
"MSE": 4.331404463462373,
|
| 56 |
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"RMSE": 2.081202630487035,
|
| 57 |
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"MAPE": 2.713083729981181,
|
| 58 |
+
"WAPE": 1.291798782219907
|
| 59 |
+
}
|
| 60 |
+
}
|
| 61 |
+
},
|
| 62 |
+
{
|
| 63 |
+
"model": "Informer",
|
| 64 |
+
"dataset": "ETTh2",
|
| 65 |
+
"noise": null,
|
| 66 |
+
"input_len": 96,
|
| 67 |
+
"output_len": 192,
|
| 68 |
+
"dropout": true,
|
| 69 |
+
"num_epochs_cap": 100,
|
| 70 |
+
"epochs_run": 30,
|
| 71 |
+
"train_seconds": 469.1,
|
| 72 |
+
"metrics": {
|
| 73 |
+
"overall": {
|
| 74 |
+
"MAE": 1.0187477900445852,
|
| 75 |
+
"MSE": 1.9819658152899868,
|
| 76 |
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"RMSE": 1.4078230717606766,
|
| 77 |
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"MAPE": 2.5404958117205894,
|
| 78 |
+
"WAPE": 1.1301259011593372
|
| 79 |
+
}
|
| 80 |
+
}
|
| 81 |
+
},
|
| 82 |
+
{
|
| 83 |
+
"model": "Informer",
|
| 84 |
+
"dataset": "ETTh2",
|
| 85 |
+
"noise": null,
|
| 86 |
+
"input_len": 96,
|
| 87 |
+
"output_len": 336,
|
| 88 |
+
"dropout": false,
|
| 89 |
+
"num_epochs_cap": 100,
|
| 90 |
+
"epochs_run": 13,
|
| 91 |
+
"train_seconds": 239.2,
|
| 92 |
+
"metrics": {
|
| 93 |
+
"overall": {
|
| 94 |
+
"MAE": 0.9326729158227811,
|
| 95 |
+
"MSE": 1.8787702109288955,
|
| 96 |
+
"RMSE": 1.3706823892057067,
|
| 97 |
+
"MAPE": 4.4263397435258,
|
| 98 |
+
"WAPE": 1.6045782320739883
|
| 99 |
+
}
|
| 100 |
+
}
|
| 101 |
+
},
|
| 102 |
+
{
|
| 103 |
+
"model": "Informer",
|
| 104 |
+
"dataset": "ETTh2",
|
| 105 |
+
"noise": null,
|
| 106 |
+
"input_len": 96,
|
| 107 |
+
"output_len": 336,
|
| 108 |
+
"dropout": true,
|
| 109 |
+
"num_epochs_cap": 100,
|
| 110 |
+
"epochs_run": 19,
|
| 111 |
+
"train_seconds": 243.7,
|
| 112 |
+
"metrics": {
|
| 113 |
+
"overall": {
|
| 114 |
+
"MAE": 0.682345425075003,
|
| 115 |
+
"MSE": 0.7670825843959013,
|
| 116 |
+
"RMSE": 0.8758325086402747,
|
| 117 |
+
"MAPE": 5.299626828651615,
|
| 118 |
+
"WAPE": 1.8409167962105433
|
| 119 |
+
}
|
| 120 |
+
}
|
| 121 |
+
},
|
| 122 |
+
{
|
| 123 |
+
"model": "Informer",
|
| 124 |
+
"dataset": "ETTh2",
|
| 125 |
+
"noise": null,
|
| 126 |
+
"input_len": 96,
|
| 127 |
+
"output_len": 720,
|
| 128 |
+
"dropout": false,
|
| 129 |
+
"num_epochs_cap": 100,
|
| 130 |
+
"epochs_run": 52,
|
| 131 |
+
"train_seconds": 1512.2,
|
| 132 |
+
"metrics": {
|
| 133 |
+
"overall": {
|
| 134 |
+
"MAE": 0.8798077034892527,
|
| 135 |
+
"MSE": 1.377604921216249,
|
| 136 |
+
"RMSE": 1.1737141606406363,
|
| 137 |
+
"MAPE": 2.5954477625378107,
|
| 138 |
+
"WAPE": 1.1147408020698417
|
| 139 |
+
}
|
| 140 |
+
}
|
| 141 |
+
},
|
| 142 |
+
{
|
| 143 |
+
"model": "Informer",
|
| 144 |
+
"dataset": "ETTh2",
|
| 145 |
+
"noise": null,
|
| 146 |
+
"input_len": 96,
|
| 147 |
+
"output_len": 720,
|
| 148 |
+
"dropout": true,
|
| 149 |
+
"num_epochs_cap": 100,
|
| 150 |
+
"epochs_run": 17,
|
| 151 |
+
"train_seconds": 570.5,
|
| 152 |
+
"metrics": {
|
| 153 |
+
"overall": {
|
| 154 |
+
"MAE": 1.1801368305815911,
|
| 155 |
+
"MSE": 2.2130592049467075,
|
| 156 |
+
"RMSE": 1.4876354418233964,
|
| 157 |
+
"MAPE": 6.630933653933084,
|
| 158 |
+
"WAPE": 2.4583862405135037
|
| 159 |
+
}
|
| 160 |
+
}
|
| 161 |
+
}
|
| 162 |
+
]
|
claim5_results.json
ADDED
|
@@ -0,0 +1 @@
|
|
|
|
|
|
|
| 1 |
+
{}
|
modal_repro.py
ADDED
|
@@ -0,0 +1,316 @@
|
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|
|
|
|
|
| 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")
|