import copy import time from contextlib import nullcontext from typing import Callable, List, Optional, Tuple, Union import numpy as np import pandas as pd from pytorch_tabular import TabularModel from pytorch_tabular.tabular_datamodule import TabularDatamodule from pytorch_tabular.config import ( DataConfig, ExperimentConfig, ModelConfig, OptimizerConfig, TrainerConfig, ) from pytorch_tabular.utils import ( OOMException, OutOfMemoryHandler, get_logger, int_to_human_readable, suppress_lightning_logs, ) from pytorch_lightning.tuner.tuning import Tuner import optuna from src.utils.configs import read_parse_config from contextlib import contextmanager, redirect_stderr, redirect_stdout from os import devnull from pathlib import Path import os logger = get_logger("pytorch_tabular") @contextmanager def suppress_stdout_stderr(): """A context manager that redirects stdout and stderr to devnull""" with open(devnull, 'w') as fnull: with redirect_stderr(fnull) as err, redirect_stdout(fnull) as out: yield err, out def get_model_config_trial( trial: optuna.Trial, model_config_default ): model_config = copy.deepcopy(model_config_default) model_config['head_config']['dropout'] = trial.suggest_float('head_dropout', 0.0, 0.3) if model_config_default._model_name == 'GANDALFModel': model_config['gflu_stages'] = trial.suggest_int('gflu_stages', 1, 20) model_config['gflu_dropout'] = trial.suggest_float('gflu_dropout', 0.0, 0.25) model_config['gflu_feature_init_sparsity'] = trial.suggest_float('gflu_feature_init_sparsity', 0.05, 0.55) model_config['learning_rate'] = trial.suggest_float('learning_rate', 0.0001, 1.00, log=True) elif model_config_default._model_name == 'DANetModel': model_config['n_layers'] = trial.suggest_int('n_layers', 16, 32) model_config['abstlay_dim_1'] = trial.suggest_categorical('abstlay_dim_1', [8, 16, 32]) model_config['k'] = trial.suggest_int('k', 2, 4) model_config['dropout_rate'] = trial.suggest_float('dropout_rate', 0.0, 0.25) model_config['learning_rate'] = trial.suggest_float('learning_rate', 0.00001, 1.0, log=True) elif model_config_default._model_name == 'CategoryEmbeddingModel': model_config['layers'] = trial.suggest_categorical('layers', ["256-128-64", "512-256-128", "256-128-64", "32-16", "64-32-16", "32-16-8", "128-64", "128-128", "16-16"]) model_config['learning_rate'] = trial.suggest_float('learning_rate', 0.0001, 1.0, log=True) elif model_config_default._model_name == 'TabNetModel': model_config['n_d'] = trial.suggest_int('n_d', 4, 64, step=4) model_config['n_a'] = trial.suggest_int('n_a', 4, 64, step=4) model_config['n_steps'] = trial.suggest_int('n_steps', 3, 7) model_config['gamma'] = trial.suggest_float('gamma', 1.3, 1.8) model_config['n_independent'] = trial.suggest_int('n_independent', 1, 4) model_config['n_shared'] = trial.suggest_int('n_shared', 1, 4) model_config['mask_type'] = trial.suggest_categorical("mask_type", ["entmax", "sparsemax"]) model_config['learning_rate'] = trial.suggest_float('learning_rate', 0.0001, 10.0, log=True) elif model_config_default._model_name == 'FTTransformerModel': model_config['num_heads'] = trial.suggest_categorical('num_heads', [2, 4, 8, 16]) model_config['num_attn_blocks'] = trial.suggest_int('num_attn_blocks', 2, 16, step=2) model_config['attn_dropout'] = trial.suggest_float('attn_dropout', 0.0, 0.25) model_config['add_norm_dropout'] = trial.suggest_float('add_norm_dropout', 0.0, 0.25) model_config['ff_dropout'] = trial.suggest_float('ff_dropout', 0.0, 0.25) model_config['learning_rate'] = trial.suggest_float('learning_rate', 0.000001, 0.5, log=True) # For Immunomarkers else: raise ValueError(f"Model {model_config_default._model_name} not supported for Optuna trials") return model_config def get_optimizer_config_trial( trial: optuna.Trial, optimizer_config_default ): optimizer_config = copy.deepcopy(optimizer_config_default) if optimizer_config_default.optimizer == 'Adam': optimizer_config['optimizer_params']['weight_decay'] = trial.suggest_float('optimizer_params_weight_decay', 1e-8, 1e-4, log=True) else: raise ValueError(f"Optimizer {optimizer_config_default.optimizer} not supported for Optuna trials") if optimizer_config_default.lr_scheduler == 'ReduceLROnPlateau': optimizer_config['lr_scheduler_params']['factor'] = trial.suggest_float('lr_scheduler_params_factor', 0.01, 0.99, log=False) elif optimizer_config_default.lr_scheduler == 'StepLR': pass else: raise ValueError(f"Learning Rate Scheduler {optimizer_config_default.lr_scheduler} not supported for Optuna trials") return optimizer_config def get_data_config_trial( trial: optuna.Trial, data_config_default ): data_config = copy.deepcopy(data_config_default) data_config['continuous_feature_transform'] = trial.suggest_categorical( 'continuous_feature_transform', [None, "yeo-johnson", "box-cox", "quantile_normal", "quantile_uniform"] ) return data_config def train_hyper_opt( trial: optuna.Trial, trials_results: List[dict], opt_metrics: List[Tuple[str, str]], opt_parts: List[str], model_config_default: Union[ModelConfig, str], data_config_default: Union[DataConfig, str], optimizer_config_default: Union[OptimizerConfig, str], trainer_config_default: Union[TrainerConfig, str], experiment_config_default: Optional[Union[ExperimentConfig, str]], train: pd.DataFrame, validation: pd.DataFrame, test: pd.DataFrame, datamodule: TabularDatamodule, min_lr: float = 1e-8, max_lr: float = 1, num_training: int = 100, mode: str = "exponential", early_stop_threshold: Optional[float] = 4.0, handle_oom: bool = True, ignore_oom: bool = True, verbose: bool = False, suppress_lightning_logger: bool = True, **kwargs, ): """Trains the model with hyperparameter selection from Optuna trials. Args: trial (optuna.Trial): Optuna trial object, which varies hyperparameters. trials_results (List[dict]): List with results of optuna trials. opt_metrics (List[Tuple[str, str]]): List of pairs ('metric name', 'direction') for optimization. opt_parts (List[str]): List of optimization parts: 'train', 'validation', 'test'. model_config_default (Union[ModelConfig, str]): A subclass of ModelConfig or path to the yaml file with default model configuration. Determines which model to run from the type of config. data_config_default (Union[DataConfig, str]): DataConfig object or path to the yaml file. Defaults to None. optimizer_config_default (Union[OptimizerConfig, str]): The OptimizerConfig for the TabularModel. If str is passed, will initialize the OptimizerConfig using the yaml file in that path. trainer_config_default (Union[TrainerConfig, str]): The TrainerConfig for the TabularModel. If str is passed, will initialize the TrainerConfig using the yaml file in that path. experiment_config_default (Union[ExperimentConfig, str]): ExperimentConfig object or path to the yaml file. train (pd.DataFrame): The training data. validation (pd.DataFrame): The validation data while training. Used in Early Stopping and Logging. test (pd.DataFrame): The test data on which performance is evaluated. datamodule (TabularDatamodule): The datamodule. min_lr (Optional[float], optional): minimum learning rate to investigate max_lr (Optional[float], optional): maximum learning rate to investigate num_training (Optional[int], optional): number of learning rates to test mode (Optional[str], optional): search strategy, either 'linear' or 'exponential'. If set to 'linear' the learning rate will be searched by linearly increasing after each batch. If set to 'exponential', will increase learning rate exponentially. early_stop_threshold (Optional[float], optional): threshold for stopping the search. If the loss at any point is larger than early_stop_threshold*best_loss then the search is stopped. To disable, set to None. handle_oom (bool): If True, will try to handle OOM errors elegantly. ignore_oom (bool, optional): If True, will ignore the Out of Memory error and continue with the next model. verbose (bool, optional): If True, will print the progress. suppress_lightning_logger (bool, optional): If True, will suppress the lightning logger. **kwargs: Additional keyword arguments to be passed to the TabularModel fit. Returns: pl.Trainer: The PyTorch Lightning Trainer instance """ if suppress_lightning_logger: suppress_lightning_logs() data_config_trial = get_data_config_trial(trial, read_parse_config(data_config_default, DataConfig)) model_config_trial = get_model_config_trial(trial, read_parse_config(model_config_default, ModelConfig)) optimizer_config_trial = get_optimizer_config_trial(trial, read_parse_config(optimizer_config_default, OptimizerConfig)) tabular_model = TabularModel( data_config=data_config_trial, model_config=model_config_trial, optimizer_config=optimizer_config_trial, trainer_config=trainer_config_default, experiment_config=experiment_config_default, verbose=verbose, suppress_lightning_logger=suppress_lightning_logger ) prep_dl_kwargs, prep_model_kwargs, train_kwargs = tabular_model._split_kwargs(kwargs) start_time = time.time() model = tabular_model.prepare_model(datamodule, **prep_model_kwargs) tabular_model._prepare_for_training(model, datamodule, **train_kwargs) train_loader, val_loader = ( tabular_model.datamodule.train_dataloader(), tabular_model.datamodule.val_dataloader(), ) tabular_model.model.train() if tabular_model.config.auto_lr_find and (not tabular_model.config.fast_dev_run): if tabular_model.verbose: logger.info("Auto LR Find Started") with OutOfMemoryHandler(handle_oom=handle_oom) as oom_handler: with suppress_stdout_stderr(): lr_finder = Tuner(tabular_model.trainer).lr_find( tabular_model.model, train_dataloaders=train_loader, val_dataloaders=val_loader, min_lr=min_lr, max_lr=max_lr, num_training=num_training, mode=mode, early_stop_threshold=early_stop_threshold, ) if oom_handler.oom_triggered: raise OOMException( "OOM detected during LR Find. Try reducing your batch_size or the" " model parameters." + "/n" + "Original Error: " + oom_handler.oom_msg ) if tabular_model.verbose: logger.info( f"Suggested LR: {lr_finder.suggestion()}. For plot and detailed" " analysis, use `find_learning_rate` method." ) tabular_model.model.reset_weights() # Parameters in models needs to be initialized again after LR find tabular_model.model.data_aware_initialization(tabular_model.datamodule) tabular_model.model.train() if tabular_model.verbose: logger.info("Training Started") with OutOfMemoryHandler(handle_oom=handle_oom) as oom_handler: tabular_model.trainer.fit(tabular_model.model, train_loader, val_loader) if oom_handler.oom_triggered: raise OOMException( "OOM detected during Training. Try reducing your batch_size or the" " model parameters." "/n" + "Original Error: " + oom_handler.oom_msg ) tabular_model._is_fitted = True if tabular_model.verbose: logger.info("Training the model completed") if tabular_model.config.load_best: tabular_model.load_best_model() res_dict = { "model": tabular_model.name, 'learning_rate': tabular_model.model.hparams.learning_rate, "# Params": int_to_human_readable(tabular_model.num_params), } if oom_handler.oom_triggered: if not ignore_oom: raise OOMException( "Out of memory error occurred during cross validation. " "Set ignore_oom=True to ignore this error." ) else: res_dict.update( { f"test_loss": np.inf, f"validation_loss": np.inf, "epochs": "OOM", "time_taken": "OOM", "time_taken_per_epoch": "OOM", } ) for part in opt_parts: for metric_pair in opt_metrics: res_dict[f"{part}_{metric_pair[0]}"] = np.inf if metric_pair[1] == 'minimize' else -np.inf res_dict["model"] = tabular_model.name + " (OOM)" else: if ( tabular_model.trainer.early_stopping_callback is not None and tabular_model.trainer.early_stopping_callback.stopped_epoch != 0 ): res_dict["epochs"] = tabular_model.trainer.early_stopping_callback.stopped_epoch else: res_dict["epochs"] = tabular_model.trainer.max_epochs # Update results with train metrics train_metrics = tabular_model.evaluate(test=train, verbose=False)[0] metrics_names = list(train_metrics.keys()) for m_name in metrics_names: train_metrics[m_name.replace('test', 'train')] = train_metrics.pop(m_name) res_dict.update(train_metrics) # Update results with validation metrics validation_metrics = tabular_model.evaluate(test=validation, verbose=False)[0] metrics_names = list(validation_metrics.keys()) for m_name in metrics_names: validation_metrics[m_name.replace('test', 'validation')] = validation_metrics.pop(m_name) res_dict.update(validation_metrics) # Update results with test metrics res_dict.update(tabular_model.evaluate(test=test, verbose=False)[0]) res_dict["time_taken"] = time.time() - start_time res_dict["time_taken_per_epoch"] = res_dict["time_taken"] / res_dict["epochs"] if verbose: logger.info(f"Finished Training {tabular_model.name}") logger.info("Results:" f" {', '.join([f'{k}: {v}' for k, v in res_dict.items()])}") res_dict["model_params"] = model_config_trial res_dict["data_params"] = data_config_trial res_dict["optimizer_params"] = optimizer_config_trial if tabular_model.trainer.checkpoint_callback: res_dict["checkpoint"] = tabular_model.trainer.checkpoint_callback.best_model_path save_dir = str(Path(res_dict["checkpoint"]).parent).replace('\\', '/') + '/' + Path(res_dict["checkpoint"]).stem tabular_model.save_model(save_dir) os.remove(res_dict["checkpoint"]) trials_results.append(res_dict) if tabular_model.config['checkpoints_path']: try: pd.DataFrame(trials_results).style.background_gradient( subset=[ "train_loss", "validation_loss", "test_loss", "time_taken", "time_taken_per_epoch" ], cmap="RdYlGn_r" ).to_excel(f"{tabular_model.config['checkpoints_path']}/progress.xlsx") except PermissionError: pass result = [] for part in opt_parts: for metric_pair in opt_metrics: result.append(res_dict[f"{part}_{metric_pair[0]}"]) return result