Spaces:
Sleeping
Sleeping
File size: 21,122 Bytes
2875fe6 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 |
import os
import torch
import numpy as np
os.environ["WANDB_ENABLED"] = "false"
from engine.solver import Trainer
from data.build_dataloader import build_dataloader
from utils.metric_utils import visualization, save_pdf
# from utils.metric_utils import visualization
from utils.io_utils import load_yaml_config, instantiate_from_config
from models.model_utils import unnormalize_to_zero_to_one
from scipy.signal import find_peaks, peak_prominences
# disable user warnings
import warnings
warnings.simplefilter("ignore", UserWarning)
import scipy.stats
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
from sklearn.manifold import TSNE
from sklearn.decomposition import PCA
class Arguments:
def __init__(self, config_path) -> None:
self.config_path = config_path
# self.config_path = "./config/control/revenue-baseline-sine.yaml"
self.save_dir = (
"../../../data/" + os.path.basename(self.config_path).split(".")[0]
)
self.gpu = 0
os.makedirs(self.save_dir, exist_ok=True)
self.mode = "infill"
self.missing_ratio = 0.95
self.milestone = 10
import numpy as np
import matplotlib as mpl
def create_color_gradient(sorting_value=None, start_color='#FFFF00', end_color='#00008B'):
"""Create color gradient using matplotlib color interpolation."""
def color_fader(c1, c2, mix=0):
"""Fade from color c1 to c2 with mix ratio."""
c1 = np.array(mpl.colors.to_rgb(c1))
c2 = np.array(mpl.colors.to_rgb(c2))
return mpl.colors.to_hex((1-mix)*c1 + mix*c2)
if sorting_value is not None:
# Normalize values between 0-1
values = np.array(list(sorting_value.values()))
normalized = (values - values.min()) / (values.max() - values.min())
# Create color mapping
return {
key: color_fader(start_color, end_color, mix=norm_val)
for key, norm_val in zip(sorting_value.keys(), normalized)
}
else:
# Return middle point color
return color_fader(start_color, end_color, mix=0.5)
def create_color_gradient(sorting_value=None, start_color='#FFFF00', middle_color='#00FF00', end_color='#00008B'):
"""Create color gradient using matplotlib interpolation with middle color."""
def color_fader(c1, c2, mix=0):
"""Fade from color c1 to c2 with mix ratio."""
c1 = np.array(mpl.colors.to_rgb(c1))
c2 = np.array(mpl.colors.to_rgb(c2))
return mpl.colors.to_hex((1-mix)*c1 + mix*c2)
if sorting_value is not None:
values = np.array(list(sorting_value.values()))
normalized = (values - values.min()) / (values.max() - values.min())
colors = {}
for key, norm_val in zip(sorting_value.keys(), normalized):
if norm_val <= 0.5:
# Interpolate between start and middle
mix = norm_val * 2 # Scale 0-0.5 to 0-1
colors[key] = color_fader(start_color, middle_color, mix)
else:
# Interpolate between middle and end
mix = (norm_val - 0.5) * 2 # Scale 0.5-1 to 0-1
colors[key] = color_fader(middle_color, end_color, mix)
return colors
else:
return middle_color # Return middle color directly
def evaluate_peak_detection(data, target_peaks, window_size=7, min_distance=5, prominence_threshold=0.1):
"""
Evaluate peak detection accuracy by comparing detected peaks with target peaks.
Parameters:
data: numpy array of shape (batch_size, seq_length, features)
The generated sequences to analyze
The indices where peaks should occur (e.g., every 7 steps for weekly peaks)
target_peak: list
List of indices where peaks should occur
window_size: int
Size of window to consider a peak match
"""
batch_size, seq_length, features = data.shape
detected_peaks = []
accuracy_metrics = {}
# Create figure for visualization
fig, axes = plt.subplots(4, 2, figsize=(20, 12))
axes = axes.flatten()
# Analyze first 8 batches and first feature (revenue)
overall_matched = 0
overall_targets = 0
for i in range(8):
sequence = data[i, :, 0] # batch i, all timepoints, revenue feature
# Find peaks using scipy
peaks, properties = find_peaks(sequence,
distance=min_distance,
prominence=prominence_threshold)
# Plot original sequence and detected peaks
axes[i].plot(sequence, label='Generated Sequence')
axes[i].plot(peaks, sequence[peaks], "x", label='Detected Peaks')
# Plot target peak positions
target_positions = target_peaks # np.arange(0, seq_length, 7) # Weekly peaks
axes[i].plot(target_positions, sequence[target_positions], "o",
label='Target Peak Positions')
axes[i].set_title(f'Sequence {i+1} Peak Detection Analysis')
axes[i].legend()
axes[i].grid(True)
# Count matches within window for this sequence
matched_peaks = 0
for target in target_positions:
# Check if any detected peak is within the window of the target
matches = np.any((peaks >= target - window_size//2) &
(peaks <= target + window_size//2))
if matches:
matched_peaks += 1
overall_matched += matched_peaks
overall_targets += len(target_positions)
for i in range(8, batch_size):
peaks, properties = find_peaks(data[i, :, 0], distance=min_distance, prominence=prominence_threshold)
matched_peaks = 0
for target in target_peaks:
matches = np.any((peaks >= target - window_size//2) &
(peaks <= target + window_size//2))
if matches:
matched_peaks += 1
overall_matched += matched_peaks
overall_targets += len(target_peaks)
# Calculate overall metrics
accuracy = overall_matched / overall_targets
precision = overall_matched / (len(peaks) * 8) if len(peaks) > 0 else 0
accuracy_metrics = {
'accuracy': accuracy,
'precision': precision,
'total_targets': overall_targets,
'detected_peaks': len(peaks) * 8,
'matched_peaks': overall_matched
}
plt.tight_layout()
plt.show()
return accuracy_metrics, peaks
for config_path in [
"./config/modified/sines.yaml",
"./config/modified/revenue-baseline-365.yaml",
"./config/modified/energy.yaml",
"./config/modified/fmri.yaml",
]:
args = Arguments(config_path)
configs = load_yaml_config(args.config_path)
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
torch.cuda.set_device(args.gpu)
dl_info = build_dataloader(configs, args)
model = instantiate_from_config(configs["model"]).to(device)
trainer = Trainer(config=configs, args=args, model=model, dataloader=dl_info)
# trainer.load(args.milestone, from_folder="../../../data/ckpt_baseline_240")
# trainer.train()
from data.build_dataloader import build_dataloader_cond
# args.milestone
trainer.load("10")
test_dl_info = build_dataloader_cond(configs, args)
test_dataloader, test_dataset = test_dl_info["dataloader"], test_dl_info["dataset"]
coef = configs["dataloader"]["test_dataset"]["coefficient"]
stepsize = configs["dataloader"]["test_dataset"]["step_size"]
sampling_steps = configs["dataloader"]["test_dataset"]["sampling_steps"]
seq_length, feature_dim = test_dataset.window, test_dataset.var_num
# samples, ori_data, masks = trainer.restore(
# test_dataloader,
# [seq_length, feature_dim],
# coef,
# stepsize,
# sampling_steps,
# control_signal={},
# # test=
# )
# if test_dataset.auto_norm:
# samples = unnormalize_to_zero_to_one(samples)
# ori_data = np.load(os.path.join(dataset.dir, f"sine_ground_truth_{seq_length}_test.npy"))
dataset_name = os.path.basename(args.config_path).split(".")[0].split("-")[0]
mapper = {
"sines": "sines",
"revenue": "revenue",
"energy": "energy",
"fmri": "fMRI",
}
gap = seq_length // 5
ori_data = np.load(
os.path.join("../../../data/train/", dataset_name, "samples", f"{mapper[dataset_name]}_norm_truth_{seq_length}_train.npy")
)
masks = np.load(os.path.join("../../../data/train/", dataset_name, "samples", f"{mapper[dataset_name]}_masking_{seq_length}.npy"))
sample_num, seq_len, feat_dim = masks.shape
observed = ori_data[:sample_num] * masks
ori_data = ori_data[:sample_num]
import pickle
from pathlib import Path
# Cache file path
cache_dir = Path(f"../../../data/cache_{dataset_name}")
cache_dir.mkdir(exist_ok=True)
def load_cached_results():
results = {'unconditional': None, 'sum_controlled': {}, 'anchor_controlled': {}}
for cache_file in cache_dir.glob('*.pkl'):
with open(cache_file, 'rb') as f:
key = cache_file.stem
if key == 'unconditional':
results['unconditional'] = pickle.load(f)
elif key.startswith('sum_'):
param = key[4:] # Remove 'sum_' prefix
results['sum_controlled'][param] = pickle.load(f)
elif key.startswith('anchor_'):
param = key[7:] # Remove 'anchor_' prefix
results['anchor_controlled'][param] = pickle.load(f)
return results
def save_result(key, subkey, data):
if subkey:
filename = f"{key}_{subkey}.pkl"
else:
filename = f"{key}.pkl"
with open(cache_dir / filename, 'wb') as f:
pickle.dump(data, f)
results = load_cached_results()
dataset = dl_info["dataset"]
seq_length, feature_dim = dataset.window, dataset.var_num
coef = configs["dataloader"]["test_dataset"]["coefficient"]
stepsize = configs["dataloader"]["test_dataset"]["step_size"]
# Unconditional sampling
if results['unconditional'] is None:
print("Generating unconditional data...")
results['unconditional'] = trainer.sample(
num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim]
)
save_result('unconditional', None, results['unconditional'])
# Different AUC weights
auc_weights = [10,]
auc_values = [-200, -150, -100, 0, 20, 30, 50, 100, 150]
for auc in auc_values:
for weight in auc_weights:
key = f"auc_{auc}_weight_{weight}"
if key not in results['sum_controlled']:
print(f"Generating sum controlled data - AUC: {auc}, Weight: {weight}")
results['sum_controlled'][key] = trainer.control_sample(
num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim],
model_kwargs={
"gradient_control_signal": {"auc": auc, "auc_weight": weight},
"coef": coef,
"learning_rate": stepsize
}
)
save_result('sum', key, results['sum_controlled'][key])
auc_weights = [1, 10, 50, 100]
auc_values = [-200,]
for auc in auc_values:
for weight in auc_weights:
key = f"auc_{auc}_weight_{weight}"
if key not in results['sum_controlled']:
print(f"Generating sum controlled data - AUC: {auc}, Weight: {weight}")
results['sum_controlled'][key] = trainer.control_sample(
num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim],
model_kwargs={
"gradient_control_signal": {"auc": auc, "auc_weight": weight},
"coef": coef,
"learning_rate": stepsize
}
)
save_result('sum', key, results['sum_controlled'][key])
# Different weekly peaks
peak_values = [0.8, 1.0]
peak_weights = [0.1, 0.5, 1.0]
# import matplotlib.pyplot as plt
# for peak in peak_values:
# for weight in peak_weights:
# key = f"peak_{peak}_weight_{weight}"
# if key not in results['anchor_controlled']:
# mask = np.zeros((seq_length, feature_dim), dtype=np.float32)
# mask[::gap, 0] = weight
# target = np.zeros((seq_length, feature_dim), dtype=np.float32)
# target[::gap, 0] = peak
# print(f"Generating anchor controlled data - Peak: {peak}, Weight: {weight}")
# results['anchor_controlled'][key] = trainer.control_sample(
# num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim],
# model_kwargs={
# "gradient_control_signal": {"auc": -50, "auc_weight": 10.0},
# "coef": coef,
# "learning_rate": stepsize
# },
# target=target,
# partial_mask=mask
# )
# save_result('anchor', key, results['anchor_controlled'][key])
# # plot mask, target, and generated sequence
# plt.figure(figsize=(12, 6))
# plt.plot(mask[:, 0], label='Mask')
# plt.plot(target[:, 0], label='Target')
# plt.plot(results['anchor_controlled'][key][0, :, 0], label='Generated Sequence')
# plt.title(f"Anchor Controlled Data - Peak: {peak}, Weight: {weight}")
# plt.legend()
# plt.show()
# Unnormalize results if needed
if dataset.auto_norm:
for key, data in results.items():
if isinstance(data, dict):
for subkey, subdata in data.items():
results[key][subkey] = unnormalize_to_zero_to_one(subdata)
else:
results[key] = unnormalize_to_zero_to_one(data)
# Store the results in variables for compatibility with existing code
unconditional_data = results['unconditional']
sum_controled_data = results['sum_controlled']# ['auc_0_weight_10.0'] # default values
anchor_controled_data = results['anchor_controlled'] # ['peak_0.8_weight_0.1'] # default values
# Sum control
samples = 1000
data = {
"ori_data": ori_data[:samples, :, :1],
"Unconditional": unconditional_data[:samples, :, :1],
}
# for key, value in sum_controled_data.items():
# if "weight_10" in key:
# data[key] = value
# print(key)
keys = [
# "auc_-200_weight_10",
"auc_-100_weight_10",
# "auc_0_weight_10",
"auc_20_weight_10",
# "auc_30_weight_10",
"auc_50_weight_10",
# "auc_100_weight_10",
"auc_150_weight_10",
]
for key in keys:
data[key] = sum_controled_data[key][:samples, :, :1]
# print sum
print(key, " ==> ", sum_controled_data[key][:samples, :, :1].sum() / sum_controled_data[key][:samples, :, :1].shape[0])
# visualization_control(
# data=data,
# analysis="kernel",
# compare=ori_data.shape[0],
# output_label="revenue"
# )
def visualization_control_subplots(data, analysis="kernel", compare=100, output_label="", highlight=None):
# from scipy import integrate
# Calculate area under curve for each distribution
def get_auc(data_array):
return data_array.sum(-1).mean()
# Get AUC values
auc_orig = get_auc(data["ori_data"])
auc_uncond = get_auc(data["Unconditional"])
# Setup subplots
keys = [k for k in data.keys() if k not in ["ori_data", "Unconditional"]]
l = len(keys)
n_cols = min(4, len(keys))
n_rows = (len(keys) + n_cols - 1) // n_cols
fig, axes = plt.subplots(n_rows, n_cols, figsize=(6*n_cols, 4*n_rows))
fig.set_dpi(300)
if n_rows == 1:
axes = axes.reshape(1, -1)
def beautiful_text(key):
print(key)
if "auc" in key:
auc = key.split("_")[1]
weight = key.split("_")[3]
if highlight is None:
return f"AUC: $\\mathbf{{{auc}}}$ Weight: {weight}"
else:
return f"AUC: {auc} Weight: $\\mathbf{{{weight}}}$"
if "peak" in key:
peak = key.split("_")[1]
weight = key.split("_")[3]
return f"Peak: {peak} Weight: {weight}"
return key
# Plot distributions
# colors = create_color_gradient({key: get_auc(data[key]) for key in keys}, '#004225','#F02147', '#4B0082')
def get_alpha(idx, n_plots):
"""Generate alpha value between 0.3-0.8 based on plot index"""
return 0.5 + (0.4 * idx / (n_plots - 1)) if n_plots > 1 else 0.8
for idx, key in enumerate(keys):
row, col = idx // n_cols, idx % n_cols
ax = axes[row, col]
# Plot distributions
sns.distplot(data["ori_data"], hist=False, kde=True,
kde_kws={"linewidth": 2, "alpha": 0.9 - get_alpha(idx, l) * 0.5}, color='red',
ax=ax, label=f'Original\n$\overline{{Area}}={auc_orig:.3f}$')
sns.distplot(data["Unconditional"], hist=False, kde=True,
kde_kws={"linewidth": 2, "linestyle":"--", "alpha": 0.9 - get_alpha(idx, l) * 0.5},
color='#15B01A', ax=ax, #FF4500 GREEN:15B01A
label=f'Unconditional\n$\overline{{Area}}= {auc_uncond:.3f}$')
auc_control = get_auc(data[key])
sns.distplot(data[key], hist=False, kde=True,
kde_kws={"linewidth": 2, "alpha": get_alpha(idx, l), "linestyle": "--"}, color="#9A0EEA",
ax=ax, label=f'{beautiful_text(key)}\n$\overline{{Area}}= {auc_control:.3f})$')
# ax.set_title(f'{beautiful_text(key)}')
ax.legend()
# Set labels only for first column and last row
if col == 0: ax.set_ylabel('Density')
else: ax.set_ylabel('')
if row == n_rows - 1: ax.set_xlabel('Value')
else: ax.set_xlabel('')
fig.suptitle(f"Kernel Density Estimation of {output_label}", fontsize=16)#, fontweight='bold')
plt.tight_layout()
plt.show()
# save pdf
# plt.savefig(f"./figures/{output_label}_kde.pdf", bbox_inches='tight')
save_pdf(fig, f"./figures/{output_label}_kde.pdf")
plt.close()
ds_name_display = {
"sines": "Synthetic Sine Waves",
"revenue": "Revenue",
"energy": "ETTh",
"fmri": "fMRI",
}
visualization_control_subplots(
data=data,
analysis="kernel",
compare=ori_data.shape[0],
output_label=f"{ds_name_display[dataset_name]} Dataset with Summation Control"
)
# peak control
# data = {
# "ori_data": ori_data[:samples, :, :1],
# "Unconditional": unconditional_data[:samples, :, :1],
# }
# keys = [
# "peak_0.8_weight_0.1",
# "peak_0.8_weight_0.5",
# "peak_0.8_weight_1.0",
# "peak_1.0_weight_0.1",
# "peak_1.0_weight_0.5",
# "peak_1.0_weight_1.0",
# ]
# for key in keys:
# data[key] = anchor_controled_data[key][:samples, :, :1]
# # print peak
# print(key, " ==> ", anchor_controled_data[key][:samples, :, :1].max())
# visualization_control(
# data=data,
# analysis="kernel",
# compare=ori_data.shape[0],
# output_label="revenue"
# )
# # config_mapping = {
# # "sines": {
# # }
# # "revenue": "revenue",
# # "energy": "energy",
# # "fmri": "fMRI",
# # }
# # Evaluate peak detection for different control settings
# peak_accuracies = {}
# for key, data in anchor_controled_data.items():
# print(f"\nEvaluating {key}")
# metrics, peaks = evaluate_peak_detection(
# data,
# target_peaks=range(0, seq_length, gap),
# window_size=max(1, gap//2),
# min_distance=max(1, gap - 1)
# )
# peak_accuracies[key] = metrics
# print(f"Accuracy: {metrics['accuracy']:.3f}")
# print(f"Precision: {metrics['precision']:.3f}")
# print(f"Matched peaks: {metrics['matched_peaks']} / {metrics['total_targets']}")
print("="*50)
|