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import copy
import gc
import glob
import inspect
import itertools
import json
import logging
import os
import pickle
import random
import shutil
import threading
import time
import warnings
from contextlib import contextmanager
from dataclasses import dataclass, fields
from pathlib import Path
from typing import Any, Dict, Optional, Tuple, Union
import cupy as cp
import dill
import numpy as np
import pandas as pd
import psutil
import torch
from datasets import Dataset
from dython.nominal import associations, cramers_v, identify_nominal_columns
from joblib import Parallel, delayed
from sklearn.preprocessing import KBinsDiscretizer, OrdinalEncoder
from realtabformer import REaLTabFormer as BaseREaLTabFormer, data_utils
from realtabformer.data_utils import (
ModelFileName, ModelType, SpecialTokens, TEACHER_FORCING_PRE, encode_partition_numeric_col, encode_processed_column,
process_datetime_data
)
from realtabformer.realtabformer import _validate_get_device
from realtabformer.rtf_datacollator import RelationalDataCollator
from realtabformer.rtf_trainer import ResumableTrainer
from tqdm import tqdm
from transformers import (
EncoderDecoderConfig, EncoderDecoderModel, EarlyStoppingCallback, GPT2Config, GPT2LMHeadModel,
LEDConfig, LEDForConditionalGeneration, PretrainedConfig,
Seq2SeqTrainer, Seq2SeqTrainingArguments, Trainer, TrainerCallback, TrainingArguments, TrainerState, TrainerControl
)
from transformers.models.led import modeling_led
data_utils.SPECIAL_COL_SEP = "%"
@dataclass(frozen=True)
class ColDataType:
NUMERIC: str = "NUM"
DATETIME: str = "DATETIME"
CATEGORICAL: str = "CAT"
@staticmethod
def types():
return [field.default for field in fields(ColDataType)]
data_utils.ColDataType = ColDataType
class LEDSeq2SeqModelOutput(modeling_led.LEDSeq2SeqModelOutput):
hidden_states: Optional[Tuple[torch.FloatTensor, ...]] = None
attentions: Optional[Tuple[torch.FloatTensor, ...]] = None
modeling_led.LEDSeq2SeqModelOutput = LEDSeq2SeqModelOutput
def get_positions(config: PretrainedConfig, encoder=True) -> int:
if hasattr(config, "n_positions"):
return config.n_positions
if hasattr(config, "max_position_embeddings"):
return config.max_position_embeddings
key = f"max_{'en' if encoder else 'de'}coder_position_embeddings"
if hasattr(config, key):
return getattr(config, key)
raise NotImplementedError(f"Config {config} positions isn't recognized.")
def set_positions(config: PretrainedConfig, val: int, encoder=True):
try:
config.n_positions = val
except:
pass
if hasattr(config, "max_position_embeddings"):
config.max_position_embeddings = val
led_name = f"max_{'en' if encoder else 'de'}coder_position_embeddings"
if hasattr(config, led_name):
setattr(config, led_name, val)
return config
class AdditionalEarlyStopCallback(TrainerCallback):
def __init__(
self, loss_threshold: float = 1e-6, early_stopping_patience: int = 1,
early_stopping_threshold: Optional[float] = 0.0
):
self.loss_threshold = loss_threshold
self.early_stopping_patience = early_stopping_patience
self.early_stopping_threshold = early_stopping_threshold
self.early_stopping_patience_counter = 0
self.best_loss = torch.inf
def on_evaluate(self, args, state, control, metrics, **kwargs):
loss_value = metrics.get("eval_loss")
if loss_value is not None and self.loss_threshold > loss_value:
control.should_training_stop = True
def on_log(self, args, state, control, logs=None, **kwargs):
loss = logs.get("loss")
if loss is not None:
if not np.isfinite(loss):
raise RuntimeError("Training has diverged.")
if loss < self.loss_threshold:
control.should_training_stop = True
elif state.global_step >= min(1000, args.warmup_steps):
if loss < self.best_loss - self.early_stopping_threshold:
self.early_stopping_patience_counter = 0
self.best_loss = loss
else:
self.early_stopping_patience_counter += 1
if self.early_stopping_patience_counter >= self.early_stopping_patience:
control.should_training_stop = True
def on_train_begin(self, args: TrainingArguments, state: TrainerState, control: TrainerControl, **kwargs):
prev_losses = []
if state.log_history:
for entry in reversed(state.log_history):
if "loss" in entry:
prev_losses.append(entry["loss"])
if len(prev_losses) > self.early_stopping_patience:
break
if prev_losses:
self.best_loss = min(prev_losses)
if not np.isfinite(self.best_loss):
raise RuntimeError("Training has diverged.")
if self.best_loss < self.loss_threshold:
warnings.warn(f"Stop training due to best loss {self.best_loss}")
control.should_training_stop = True
elif (state.global_step >= min(1000, args.warmup_steps) and
len(prev_losses) > self.early_stopping_patience and all(
loss >= prev_losses[-1] - self.early_stopping_threshold for loss in prev_losses[:-1]
)):
warnings.warn(f"Stop training due to patience reached {prev_losses}")
control.should_training_stop = True
def make_relational_dataset(
in_columns: list,
out_columns: list,
cache_path: str,
vocab: dict,
in_out_idx: dict,
mask_rate=0,
output_max_length: Optional[int] = None,
return_token_type_ids: bool = False,
) -> Dataset:
with open(os.path.join(cache_path, "in.csv"), 'r') as f:
in_rows = sum(1 for _ in f) - 1
encoder_dataset = Dataset.from_csv(
os.path.join(cache_path, "in.csv"), num_proc=max(5, min(20, in_rows // 1000)), keep_in_memory=False,
cache_dir=os.path.join(cache_path, "in-cache")
)
with open(os.path.join(cache_path, "out.csv"), 'r') as f:
out_rows = sum(1 for _ in f) - 1
decoder_dataset = Dataset.from_csv(
os.path.join(cache_path, "out.csv"), num_proc=max(5, min(20, out_rows // 1000)), keep_in_memory=False,
cache_dir=os.path.join(cache_path, "out-cache")
)
# Do not add [BOS] and [EOS] here. This will be handled
# in the creation of the training_dataset in `get_relational_input_ids`.
decoder_dataset = decoder_dataset.map(
lambda example: get_input_ids_batched(
example,
vocab["decoder"],
out_columns,
mask_rate=mask_rate,
return_label_ids=False,
return_token_type_ids=return_token_type_ids,
affix_bos=False,
affix_eos=False,
),
remove_columns=decoder_dataset.column_names,
num_proc=max(5, min(20, out_rows // 1000)), desc="Decoder dataset", keep_in_memory=False, batched=True,
batch_size=min(1000, out_rows // max(5, min(20, out_rows // 1000)))
)
training_dataset = encoder_dataset.map(
lambda example: get_input_ids_batched(
example,
vocab["encoder"],
in_columns,
return_label_ids=False,
return_token_type_ids=return_token_type_ids,
affix_bos=True,
affix_eos=True,
),
remove_columns=encoder_dataset.column_names,
num_proc=max(5, min(20, in_rows // 1000)), desc="Encoder dataset", keep_in_memory=False, batched=True,
batch_size=min(1000, in_rows // max(5, min(20, in_rows // 1000)))
)
training_dataset = training_dataset.map(
lambda example, idx: get_relational_input_ids_from_ids(
example,
idx,
vocab,
decoder_dataset,
in_out_idx,
output_max_length,
),
with_indices=True,
num_proc=max(5, min(20, in_rows // 1000)), desc="Encoder dataset connect", keep_in_memory=False
)
# If the output_max_length variable is specified, filter
# observations that exceed this length. The
# `get_relational_input_ids` should have set the
# `labels` to None if the output exceeds `output_max_length`.
if output_max_length:
init_data_length = training_dataset.shape[0]
training_dataset = training_dataset.filter(
lambda example: example["labels"] is not None
)
removed_count = init_data_length - training_dataset.shape[0]
if removed_count > 0:
warnings.warn(
f"A total of {removed_count} out of {init_data_length} has been removed from the training data because they exceeded the `output_max_length` of {output_max_length}."
)
return training_dataset
def process_numeric_data(
series: pd.Series,
max_len: int = 10,
numeric_precision: int = 4,
transform_data: Dict = None,
) -> Tuple[pd.Series, Dict]:
is_transform = True
if transform_data is None:
transform_data = dict()
is_transform = False
if is_transform:
warnings.warn(
"Default values will be overridden because transform_data was passed..."
)
max_len = transform_data["max_len"]
numeric_precision = transform_data["numeric_precision"]
else:
transform_data["max_len"] = max_len
transform_data["numeric_precision"] = numeric_precision
has_neg = series.min() < 0
if pd.api.types.is_integer_dtype(series.dtype):
is_int = True
else:
is_int = False
# Get the most significant digit
if is_transform:
mx_sig = transform_data["mx_sig"]
max_abs = None
else:
abs_num_series = series.abs()
max_abs = abs_num_series.max()
if max_abs == 0:
max_abs = 1 if is_int else 1e-6
mx_sig = int(-1 if is_int else (1 if max_abs < 10 else np.ceil(np.log10(max_abs))) + has_neg)
transform_data["mx_sig"] = mx_sig
if mx_sig <= 0:
# The data has no decimal point.
# Pad the data with leading zeros if not
# aligned to the largest value.
# We also don't apply the max_len to integral
# valued data because it will basically
# remove important information.
if is_transform:
zfill = transform_data["zfill"]
else:
zfill = int(max(1, np.ceil(np.log10(max_abs))) + has_neg) # +1 for sign
transform_data["zfill"] = zfill
series = pd.Series(np.char.zfill(series.to_numpy(dtype='U'), zfill), index=series.index)
else:
# Make sure that we don't exessively truncate the data.
# The max_len should be greater than the mx_sig.
# Add a +1 to generate a minimum of tenth place resolution
# for this data.
assert max_len > (
mx_sig + 1
), f"The target length {max_len} of the data doesn't include the numeric precision at {mx_sig}. Increase max_len to at least {max_len + (mx_sig + 2 - max_len)}."
# Left align first based on the magnitude of the values.
# We compute the difference in the most significant digits
# of all values with respect to the largest value.
# We then pad a leading zero to values with lower most significant
# digits.
# For example we have the values 1029.61 and 4.269. This will
# determine that 1029.61 has the largest magnitude, with most significant
# digit of 4. It will pad the value 4.269 with three zeros and convert it
# to 0004.269.
total_len = int(numeric_precision + 1 + mx_sig)
series = pd.Series(
np.char.mod(f'%0{total_len}.{numeric_precision}f', series.values), index=series.index
).str[:max_len]
# We additionally apply left justify to align based on the trailing precision.
# For example, we have 1029.61 and 0004.269 as values. This time we transform the first
# value to become 1029.610 to align with the precision of the second value.
if is_transform:
ljust = transform_data["ljust"]
else:
ljust = min(max_len, total_len)
transform_data["ljust"] = int(ljust)
return series, transform_data
def tokenize_numeric_col(series: pd.Series, nparts=2, col_zfill=2):
# After normalizing the numeric values, we then segment
# them based on a fixed partition size (nparts).
col = series.name
lengths = series.str.len()
max_len = lengths.max()
if nparts > max_len > 2:
# Allow minimum of 0-99 as acceptable singleton range.
raise ValueError(
f"Partition size {nparts} is greater than the value length {max_len}. Consider reducing the number of partitions..."
)
mx = lengths.min()
tr = pd.concat([series.str[i : i + nparts] for i in range(0, mx, nparts)], axis=1)
tr.columns = encode_partition_numeric_col(col, tr, col_zfill)
return tr
def process_data(
df: pd.DataFrame,
numeric_max_len=10,
numeric_precision=4,
numeric_nparts=2,
first_col_type=None,
col_transform_data: Dict = None,
target_col: str = None,
base_idx=None
) -> Tuple[pd.DataFrame, Dict]:
# This should receive a dataframe with dtypes that have already been
# properly categorized between numeric and categorical.
# Date type can be converted as UNIX timestamps.
assert first_col_type in [None, ColDataType.CATEGORICAL, ColDataType.NUMERIC]
df = df.copy()
# Unify the variable for missing data
df = df.fillna(pd.NA)
# Force cast integral values to Int64Dtype dtype
# to save precision if they are represented as float.
for c in df:
try:
if pd.api.types.is_datetime64_any_dtype(df[c].dtype):
# Don't cast datetime types.
continue
if pd.api.types.is_numeric_dtype(df[c].dtype):
# Only cast if the column is explicitly numeric type.
df[c] = df[c].astype(pd.Int64Dtype())
except TypeError:
pass
except ValueError:
pass
if target_col is not None:
assert (
first_col_type is None
), "Implicit ordering of columns when teacher-forcing of target is used is not supported yet!"
tf_col_name = f"{TEACHER_FORCING_PRE}_{target_col}"
assert (
tf_col_name not in df.columns
), f"The column name ({tf_col_name}) must not be in the raw data. Found instead..."
target_ser = df[target_col].copy()
target_ser.name = tf_col_name
df = pd.concat([target_ser, df], axis=1)
# Rename the columns to encode the original order by adding a suffix of increasing
# integer values.
num_cols = len(str(len(df.columns)))
if base_idx is None:
base_idx = 0
col_idx = {col: f"{str(i + base_idx).zfill(num_cols)}" for i, col in enumerate(df.columns)}
# Create a dataframe that will hold the processed data
processed_series = []
# Process numerical data
numeric_cols = df.select_dtypes(include=np.number).columns
if col_transform_data is None:
col_transform_data = dict()
for c in numeric_cols:
col_name = encode_processed_column(col_idx[c], ColDataType.NUMERIC, c)
_col_transform_data = col_transform_data.get(c)
series, transform_data = process_numeric_data(
df[c],
max_len=numeric_max_len,
numeric_precision=numeric_precision,
transform_data=_col_transform_data,
)
if _col_transform_data is None:
# This means that no transform data is available
# before the processing.
col_transform_data[c] = transform_data
series.name = col_name
processed_series.append(series)
# Process datetime data
datetime_cols = df.select_dtypes(include="datetime").columns
for c in datetime_cols:
col_name = encode_processed_column(col_idx[c], ColDataType.DATETIME, c)
_col_transform_data = col_transform_data.get(c)
series, transform_data = process_datetime_data(
df[c],
transform_data=_col_transform_data,
)
if _col_transform_data is None:
# This means that no transform data is available
# before the processing.
col_transform_data[c] = transform_data
series.name = col_name
processed_series.append(series)
processed_df = pd.concat([pd.DataFrame()] + processed_series, axis=1)
if not processed_df.empty:
# Combine the processed numeric and datetime data.
processed_df = pd.concat(
[
tokenize_numeric_col(processed_df[col], nparts=numeric_nparts)
for col in processed_df.columns
],
axis=1,
)
# NOTE: The categorical data should be the last to be processed!
categorical_cols = df.columns.difference(numeric_cols).difference(datetime_cols)
if not categorical_cols.empty:
# Process the rest of the data, assumed to be categorical values.
processed_cat = df[categorical_cols].astype(str)
cat_col_idx = pd.Series([col_idx[c] for c in categorical_cols])
new_cat_col_names = (cat_col_idx + data_utils.SPECIAL_COL_SEP + f"{ColDataType.CATEGORICAL}" +
data_utils.SPECIAL_COL_SEP + pd.Series(categorical_cols))
processed_df = pd.concat(
[
processed_df,
processed_cat.set_axis(new_cat_col_names.tolist(), axis=1)
],
axis=1,
)
# Get the different sets of column types
is_cat = processed_df.columns.str.contains(ColDataType.CATEGORICAL)
cat_cols = processed_df.columns[is_cat]
numeric_cols = processed_df.columns[~is_cat]
if first_col_type == ColDataType.CATEGORICAL:
df = processed_df[cat_cols.union(numeric_cols, sort=False)]
elif first_col_type == ColDataType.NUMERIC:
df = processed_df[numeric_cols.union(cat_cols, sort=False)]
else:
# Reorder columns to the original order
df = processed_df[np.sort(processed_df.columns)]
df = df.columns.values.reshape((1, -1)) + data_utils.SPECIAL_COL_SEP + df
return df, col_transform_data
def build_large_vocab(cache_path, chunk_size, columns, part):
id2token = {}
curr_id = 0
special_tokens = SpecialTokens.tokens()
if special_tokens:
id2token.update(dict(enumerate(special_tokens)))
curr_id = max(id2token) + 1
column_token_ids = {}
def obtain_unique(series):
return series.name, series.unique()
col_uniques = {col: set() for col in columns}
for chunk in pd.read_csv(os.path.join(cache_path, f"{part}.csv"), chunksize=10_000_000 // len(columns)):
chunk_uniques = Parallel(n_jobs=20)(
delayed(obtain_unique)(chunk[col]) for col in columns
)
for col, vals in chunk_uniques:
col_uniques[col].update(vals)
def collect_unique(col, uniques, dtype):
return col, np.sort(np.array([*uniques], dtype=dtype))
unique_values = Parallel(n_jobs=20)(
delayed(collect_unique)(col, col_uniques[col], chunk[col].dtype)
for col in tqdm(columns, desc="Sorting unique values")
)
pbar = tqdm(desc=f"Preparing {part}put vocabulary", total=len(columns))
for col, values in unique_values:
new_id2token = dict(enumerate(values, curr_id))
id2token.update(new_id2token)
new_curr_id = max(new_id2token) + 1
column_token_ids[col] = list(range(curr_id, new_curr_id))
curr_id = new_curr_id
pbar.update()
token2id = {v: k for k, v in id2token.items()}
return dict(
id2token=id2token,
token2id=token2id,
column_token_ids=column_token_ids,
)
def get_input_ids_batched(
batch,
vocab: Dict,
columns: list,
mask_rate: float = 0,
return_label_ids: Optional[bool] = True,
return_token_type_ids: Optional[bool] = False,
affix_bos: Optional[bool] = True,
affix_eos: Optional[bool] = True,
) -> Dict:
# Raise an assertion error while the implementation
# is not yet ready.
assert return_token_type_ids is False
input_ids: list[np.ndarray] = []
token_type_ids: list[int] = []
batch_size = len(batch[columns[0]])
if affix_bos:
input_ids.append(np.full(batch_size, vocab["token2id"][SpecialTokens.BOS], dtype=np.int32))
if return_token_type_ids:
token_type_ids.append(vocab["token2id"][SpecialTokens.SPTYPE])
vocab_token2id = vocab["token2id"]
masked = np.random.random((batch_size, len(columns))) < mask_rate
col_names = pd.Series(columns).str.extract(
f"([0-9]+{data_utils.SPECIAL_COL_SEP}({'|'.join(ColDataType.types())}))"
)[0]
for j, k in enumerate(columns):
token_ids = [vocab_token2id.get(token, vocab_token2id[SpecialTokens.UNK]) for token in batch[k]]
token_ids = np.array(token_ids, dtype=np.int32)
if mask_rate > 0:
token_ids[masked[:, j]] = vocab_token2id[SpecialTokens.RMASK]
input_ids.append(token_ids)
if return_token_type_ids:
col_name = col_names[j]
token_type_ids.append(vocab["token2id"][col_name])
if affix_eos:
input_ids.append(np.full(batch_size, vocab["token2id"][SpecialTokens.EOS], dtype=np.int32))
if return_token_type_ids:
token_type_ids.append(vocab["token2id"][SpecialTokens.SPTYPE])
input_ids = np.stack(input_ids).T.tolist()
data = dict(input_ids=input_ids)
if return_label_ids:
data["label_ids"] = input_ids
if return_token_type_ids:
data["token_type_ids"] = np.array(token_type_ids).reshape((1, -1)).repeat(batch_size, axis=0).tolist()
return data
def get_relational_input_ids_from_ids(
example,
input_idx,
vocab,
output_dataset,
in_out_idx,
output_max_length: Optional[int] = None,
) -> dict:
# Start with 2 to take into account the [BOS] and [EOS] tokens
sequence_len = 2
# Build the input_ids for the encoder
input_ids = example["input_ids"]
token_type_ids = example.get("token_type_ids")
# Build the label_ids for the decoder
output_idx = in_out_idx[input_idx]
valid = True
label_ids = [vocab["decoder"]["token2id"][SpecialTokens.BOS]]
if len(output_idx) > 0:
for ids in output_dataset.select(output_idx)["input_ids"]:
# Pad each observation with the [BMEM] and [EMEM] tokens
tmp_label_ids = [vocab["decoder"]["token2id"][SpecialTokens.BMEM]]
tmp_label_ids.extend(ids)
tmp_label_ids.append(vocab["decoder"]["token2id"][SpecialTokens.EMEM])
if output_max_length:
if (sequence_len + len(tmp_label_ids)) > output_max_length:
# This exceeds the expected limit.
# Drop this observation.
valid = False
break
label_ids.extend(tmp_label_ids)
sequence_len += len(tmp_label_ids)
label_ids.append(vocab["decoder"]["token2id"][SpecialTokens.EOS])
payload = dict(
input_ids=input_ids,
# The variable `labels` is used in the EncoderDecoder model
# instead of `label_ids`.
labels=label_ids if valid else None,
)
if token_type_ids is not None:
payload["token_type_ids"] = token_type_ids
return payload
def relational_to_led_config(relational_config):
combined_config: LEDConfig = copy.deepcopy(relational_config.encoder)
combined_config.is_encoder_decoder = True
combined_config.decoder_layers = relational_config.decoder.decoder_layers
combined_config.decoder_attention_heads = relational_config.decoder.decoder_attention_heads
combined_config.decoder_ffn_dim = relational_config.decoder.decoder_ffn_dim
combined_config.decoder_start_token_id = relational_config.decoder_start_token_id
combined_config.max_decoder_position_embeddings = (
relational_config.decoder.max_decoder_position_embeddings)
combined_config.add_cross_attention = True
combined_config.bos_token_id = relational_config.bos_token_id
combined_config.eos_token_id = relational_config.eos_token_id
combined_config.pad_token_id = relational_config.pad_token_id
combined_config.vocab_size = max(combined_config.vocab_size, relational_config.decoder.vocab_size)
return combined_config
class REaLTabFormer(BaseREaLTabFormer):
# allow LED relational config
def __init__(
self, *args, early_stopping_threshold: float = 1e-3, n_critic: int = 5,
learning_rate: float = 2e-4, lr_scheduler_type: str = "cosine", adam_epsilon: float = 1e-6, **kwargs
):
self.n_critic = n_critic
super().__init__(
*args, **kwargs, early_stopping_threshold=early_stopping_threshold, learning_rate=learning_rate,
lr_scheduler_type=lr_scheduler_type, adam_epsilon=adam_epsilon
)
def _split_train_eval_dataset(self, dataset: Dataset):
test_size = 1 - self.train_size
if test_size > 0:
dataset = dataset.train_test_split(
test_size=test_size, seed=self.random_state
)
dataset["train_dataset"] = dataset.pop("train")
dataset["eval_dataset"] = dataset.pop("test")
# Override `metric_for_best_model` from "loss" to "eval_loss"
self.training_args_kwargs["metric_for_best_model"] = "eval_loss"
# Make this explicit so that no assumption is made on the
# direction of the metric improvement.
self.training_args_kwargs["greater_is_better"] = False
else:
dataset = dict(train_dataset=dataset)
self.training_args_kwargs["evaluation_strategy"] = "no"
self.training_args_kwargs["load_best_model_at_end"] = False
steps_per_epoch = len(dataset["train_dataset"]) // (self.batch_size * torch.cuda.device_count())
self.training_args_kwargs["eval_steps"] = min(
max(self.training_args_kwargs["eval_steps"], steps_per_epoch), 1000
)
self.training_args_kwargs["save_steps"] = self.training_args_kwargs["eval_steps"]
self.training_args_kwargs["warmup_steps"] = min(
10000, min(5, self.training_args_kwargs.get("num_train_epochs", 5)) * steps_per_epoch
)
return dataset
def _set_up_relational_coder_configs(self) -> None:
def _get_coder(coder_name) -> Union[GPT2Config, LEDConfig]:
return getattr(self.relational_config, coder_name)
for coder_name in ["encoder", "decoder"]:
coder = _get_coder(coder_name)
coder.bos_token_id = self.vocab[coder_name]["token2id"][SpecialTokens.BOS]
coder.eos_token_id = self.vocab[coder_name]["token2id"][SpecialTokens.EOS]
coder.pad_token_id = self.vocab[coder_name]["token2id"][SpecialTokens.PAD]
coder.vocab_size = len(self.vocab[coder_name]["id2token"])
if coder_name == "decoder":
self.relational_config.bos_token_id = coder.bos_token_id
self.relational_config.eos_token_id = coder.eos_token_id
self.relational_config.pad_token_id = coder.pad_token_id
self.relational_config.decoder_start_token_id = coder.eos_token_id
# Make sure that we have at least the number of
# columns in the transformed data as positions.
# This will prevent runtime error.
# `RuntimeError: CUDA error: device-side assert triggered`
assert self.relational_max_length
if (
coder_name == "decoder" and
get_positions(coder, encoder=False) < self.relational_max_length
):
coder = set_positions(coder, 128 + self.relational_max_length, encoder=False)
elif coder_name == "encoder" and get_positions(coder) < len(self.vocab[coder_name]["column_token_ids"]):
positions = 128 + len(self.vocab[coder_name]["column_token_ids"])
coder = set_positions(coder, positions)
# This must be set to True for the EncoderDecoderModel to work at least
# with GPT2 as the decoder.
self.relational_config.decoder.add_cross_attention = True
def _fit_relational(
self, out_df: pd.DataFrame, in_df: pd.DataFrame, join_on: str, device="cuda", resume_from_checkpoint=None
):
# bert2bert.config.decoder_start_token_id = tokenizer.cls_token_id
# bert2bert.config.eos_token_id = tokenizer.sep_token_id
# bert2bert.config.pad_token_id = tokenizer.pad_token_id
# bert2bert.config.vocab_size = bert2bert.config.encoder.vocab_size
# All join values in the out_df must be present in the in_df.
assert len(set(out_df[join_on].unique()).difference(in_df[join_on])) == 0
# Get the list of index of observations that are related based on
# the join_on variable.
common_out_idx = (
out_df.reset_index(drop=True)
.groupby(join_on)
.apply(lambda x: x.index.to_list())
)
# Track the mapping of index from input to the list of output indices.
in_out_idx = pd.Series(
# Reset the index so that we are sure that the index ids are set properly.
dict(in_df[join_on].reset_index(drop=True).items())
).map(lambda x: common_out_idx.get(x, []))
# Remove the unique id column from the in_df and the out_df
in_df = in_df.drop(join_on, axis=1)
out_df = out_df.drop(join_on, axis=1)
cache_path = str(self.checkpoints_dir).replace("ckpts", "cache-data")
os.makedirs(cache_path, exist_ok=True)
self._extract_column_info(out_df)
max_size = min(10_000_000, out_df.shape[0] * 20)
if out_df.size > max_size:
self.col_transform_data, chunk_size, self.processed_columns, out_df = self._process_large_data(
out_df, cache_path, max_size, "out"
)
self.vocab["decoder"] = build_large_vocab(cache_path, chunk_size, self.processed_columns, "out")
else:
out_df, self.col_transform_data = process_data(
out_df,
numeric_max_len=self.numeric_max_len,
numeric_precision=self.numeric_precision,
numeric_nparts=self.numeric_nparts,
)
self.processed_columns = out_df.columns.to_list()
self.vocab["decoder"] = self._generate_vocab(out_df)
out_df.to_csv(os.path.join(cache_path, "out.csv"), index=False)
self.relational_col_size = len(self.processed_columns)
out_shape = out_df.shape[0], self.relational_col_size
del out_df
gc.collect()
# NOTE: the index starts at zero, but should be adjusted
# to account for the special tokens. For relational data,
# the index should start at 3 ([[EOS], [BOS], [BMEM]]).
self.col_idx_ids = {
ix: self.vocab["decoder"]["column_token_ids"][col]
for ix, col in enumerate(self.processed_columns)
}
# Add these special tokens at specific key values
# which are used in `REaLSampler._get_relational_col_idx_ids`
self.col_idx_ids[-1] = [
self.vocab["decoder"]["token2id"][SpecialTokens.BMEM],
self.vocab["decoder"]["token2id"][SpecialTokens.EOS],
]
self.col_idx_ids[-2] = [self.vocab["decoder"]["token2id"][SpecialTokens.EMEM]]
max_size = min(1_000_000, in_df.shape[0] * 20)
if in_df.size > max_size:
self.in_col_transform_data, chunk_size, in_columns, in_df = self._process_large_data(
in_df, cache_path, max_size, "in"
)
if self.parent_vocab is None:
self.vocab["encoder"] = build_large_vocab(cache_path, chunk_size, in_columns, "in")
else:
self.vocab["encoder"] = self.parent_vocab
in_shape = in_df.shape[0], len(in_columns)
else:
in_df, self.in_col_transform_data = process_data(
in_df,
numeric_max_len=self.numeric_max_len,
numeric_precision=self.numeric_precision,
numeric_nparts=self.numeric_nparts,
col_transform_data=self.parent_col_transform_data,
)
if self.parent_vocab is None:
self.vocab["encoder"] = self._generate_vocab(in_df)
else:
self.vocab["encoder"] = self.parent_vocab
in_df.to_csv(os.path.join(cache_path, "in.csv"), index=False)
in_columns = in_df.columns.tolist()
in_shape = in_df.shape
del in_df
gc.collect()
# Load the dataframe into a HuggingFace Dataset
# torch.save(dict(vocab=self.vocab,
# in_out_idx=in_out_idx,
# output_max_length=self.output_max_length,
# mask_rate=self.mask_rate,
# return_token_type_ids=False,), os.path.join(cache_path, "init-dataset.pkl"))
dataset = make_relational_dataset(
# in_df=in_df,
# out_df=out_df,
in_columns=in_columns,
out_columns=self.processed_columns,
cache_path=cache_path,
vocab=self.vocab,
in_out_idx=in_out_idx,
output_max_length=self.output_max_length,
mask_rate=self.mask_rate,
return_token_type_ids=False,
)
# Compute the longest sequence of labels in the dataset and add a buffer of 1.
self.relational_max_length = (
max(
dataset.map(
lambda example: dict(length=len(example["labels"])),
num_proc=min(10, max(1, len(dataset) // 1000))
)[
"length"
]
)
+ 1
)
# Create train-eval split if specified
dataset = self._split_train_eval_dataset(dataset)
enc_configs = [
GPT2Config(n_layer=6), LEDConfig(encoder_layers=6),
GPT2Config(n_layer=6, n_embd=256, n_inner=1024, n_head=8),
LEDConfig(
encoder_layers=6, encoder_ffn_dim=1024, encoder_attention_heads=8, d_model=256,
attention_window=256
),
GPT2Config(n_layer=4, n_embd=128, n_inner=384, n_head=8),
LEDConfig(
encoder_layers=4, d_model=128, encoder_ffn_dim=384, encoder_attention_heads=8,
attention_window=128
)
]
dec_configs = [
GPT2Config(n_layer=6),
LEDConfig(is_decoder=True, add_cross_attention=True, decoder_layers=6),
GPT2Config(n_layer=6, n_embd=256, n_inner=1024, n_head=8),
LEDConfig(
decoder_layers=6, decoder_ffn_dim=1024, decoder_attention_heads=8, d_model=256,
is_decoder=True, add_cross_attention=True, attention_window=256
),
GPT2Config(n_layer=4, n_embd=128, n_inner=384, n_head=8),
LEDConfig(
decoder_layers=4, d_model=128, decoder_ffn_dim=384, decoder_attention_heads=8,
is_decoder=True, add_cross_attention=True, attention_window=128
)
]
ee = None
for dec_config in dec_configs:
for enc_config in enc_configs:
if dec_config.model_type != enc_config.model_type:
continue
if len(in_columns) > 1024 and dec_config.model_type != "led":
continue
self.relational_config = EncoderDecoderConfig(
encoder=enc_config.to_dict().copy(), decoder=dec_config.to_dict().copy()
)
try:
trainer = self._run_relational_trainer(device, dataset, resume_from_checkpoint)
shutil.rmtree(cache_path)
return trainer
except (torch.cuda.OutOfMemoryError, RuntimeError) as e:
ee = e
if isinstance(e, torch.cuda.OutOfMemoryError) or "out of memory" in str(e) or "batch size" in str(
e):
if os.path.exists(self.checkpoints_dir):
shutil.rmtree(self.checkpoints_dir)
gc.collect()
torch.cuda.empty_cache()
else:
raise e
raise ee
def _process_large_data(self, df, cache_path, max_size, part):
chunk_size = int(np.ceil(max_size / df.shape[0]))
csv_paths = []
in_columns = []
chunks = []
for i in range(int(np.ceil(df.shape[-1] / chunk_size))):
selected_chunk = df.iloc[:, :chunk_size]
df = df.drop(columns=selected_chunk.columns)
chunks.append(selected_chunk)
all_in_col_transform_data = {}
def process_chunk(i, selected_chunk):
processed_in_df, this_in_col_transform = process_data(
selected_chunk,
numeric_max_len=self.numeric_max_len,
numeric_precision=self.numeric_precision,
numeric_nparts=self.numeric_nparts,
col_transform_data=self.parent_col_transform_data,
base_idx=i * chunk_size
)
csv_path = os.path.join(cache_path, f"temp-{part}-{i}.csv")
processed_in_df.to_csv(csv_path, index=False)
return this_in_col_transform, csv_path, processed_in_df.columns.tolist()
pbar = tqdm(
enumerate(chunks), desc=f"Processing {part}put data [chunksize={chunk_size} x {len(chunks)}]",
total=len(chunks)
)
results = Parallel(n_jobs=min(20, len(chunks)), verbose=10)(
delayed(process_chunk)(i, selected_chunk)
for i, selected_chunk in pbar
)
for t, p, c in results:
all_in_col_transform_data.update(t)
csv_paths.append(p)
in_columns.extend(c)
row_chunk_size = 10000
input_files = [open(path, 'r') for path in csv_paths]
headers = [f.readline().strip() for f in input_files]
merged_header = ",".join(headers)
output_file = open(os.path.join(cache_path, f"{part}.csv"), 'w')
output_file.write(merged_header + '\n')
total_lines = df.shape[0]
pbar = tqdm(total=total_lines, desc="Combining chunks")
caches = []
for i in range(total_lines):
lines = [f.readline() for f in input_files]
combined = ",".join(line.strip() for line in lines)
caches.append(combined)
if (i + 1) % row_chunk_size == 0:
output_file.write("\n".join([*caches, ""]))
caches = []
pbar.update()
if caches:
output_file.write("\n".join([*caches, ""]))
# Clean up
for f in input_files:
f.close()
output_file.close()
for path in csv_paths:
os.remove(path)
return all_in_col_transform_data, chunk_size, in_columns, df
@classmethod
def load_from_dir(cls, path: Union[str, Path]):
if not os.path.exists(os.path.join(path, "rtf_config.json")):
path = glob.glob(f"{path}/*")[0]
if isinstance(path, str):
path = Path(path)
config_file = path / ModelFileName.rtf_config_json
model_file = path / ModelFileName.rtf_model_pt
assert path.is_dir(), f"Directory {path} does not exist."
assert config_file.exists(), f"Config file {config_file} does not exist."
assert model_file.exists(), f"Model file {model_file} does not exist."
# Load the saved attributes
rtf_attrs = json.loads(config_file.read_text())
# Create new REaLTabFormer model instance
try:
realtf = cls(model_type=rtf_attrs["model_type"])
except KeyError:
# Back-compatibility for saved models
# before the support for relational data
# was implemented.
realtf = cls(model_type="tabular")
# Set all attributes and handle the
# special case for the GPT2Config.
for k, v in rtf_attrs.items():
if k == "gpt_config":
# Back-compatibility for saved models
# before the support for relational data
# was implemented.
v = GPT2Config.from_dict(v)
k = "tabular_config"
elif k == "tabular_config":
v = GPT2Config.from_dict(v)
elif k == "relational_config":
v = EncoderDecoderConfig.from_dict(v)
elif k in ["checkpoints_dir", "samples_save_dir"]:
v = Path(v)
elif k == "vocab":
if realtf.model_type == ModelType.tabular:
# Cast id back to int since JSON converts them to string.
v["id2token"] = {int(ii): vv for ii, vv in v["id2token"].items()}
elif realtf.model_type == ModelType.relational:
v["encoder"]["id2token"] = {
int(ii): vv for ii, vv in v["encoder"]["id2token"].items()
}
v["decoder"]["id2token"] = {
int(ii): vv for ii, vv in v["decoder"]["id2token"].items()
}
else:
raise ValueError(f"Invalid model_type: {realtf.model_type}")
elif k == "col_idx_ids":
v = {int(ii): vv for ii, vv in v.items()}
setattr(realtf, k, v)
# Implement back-compatibility for REaLTabFormer version < 0.0.1.8.2
# since the attribute `col_idx_ids` is not implemented before.
if "col_idx_ids" not in rtf_attrs:
if realtf.model_type == ModelType.tabular:
realtf.col_idx_ids = {
ix: realtf.vocab["column_token_ids"][col]
for ix, col in enumerate(realtf.processed_columns)
}
elif realtf.model_type == ModelType.relational:
# NOTE: the index starts at zero, but should be adjusted
# to account for the special tokens. For relational data,
# the index should start at 3 ([[EOS], [BOS], [BMEM]]).
realtf.col_idx_ids = {
ix: realtf.vocab["decoder"]["column_token_ids"][col]
for ix, col in enumerate(realtf.processed_columns)
}
# Add these special tokens at specific key values
# which are used in `REaLSampler._get_relational_col_idx_ids`
realtf.col_idx_ids[-1] = [
realtf.vocab["decoder"]["token2id"][SpecialTokens.BMEM],
realtf.vocab["decoder"]["token2id"][SpecialTokens.EOS],
]
realtf.col_idx_ids[-2] = [
realtf.vocab["decoder"]["token2id"][SpecialTokens.EMEM]
]
# Load model weights
if realtf.model_type == ModelType.tabular:
realtf.model = GPT2LMHeadModel(realtf.tabular_config)
elif realtf.model_type == ModelType.relational:
if realtf.relational_config.encoder.model_type == "led":
combined_config = relational_to_led_config(realtf.relational_config)
realtf.model = LEDForConditionalGeneration(combined_config)
else:
realtf.model = EncoderDecoderModel(realtf.relational_config)
else:
raise ValueError(f"Invalid model_type: {realtf.model_type}")
realtf.model.load_state_dict(
torch.load(model_file.as_posix(), map_location="cpu")
)
return realtf
def _run_relational_trainer(self, device, dataset, resume_from_checkpoint):
# Set up the config and the model
self._set_up_relational_coder_configs()
# Build the model.
if self.relational_config.encoder.model_type == "led" and self.relational_config.decoder.model_type == "led":
combined_config = relational_to_led_config(self.relational_config)
self.model = LEDForConditionalGeneration(combined_config)
else:
self.model = EncoderDecoderModel(self.relational_config)
if self.parent_gpt2_state_dict is not None:
pretrain_load = self.model.encoder.load_state_dict(
self.parent_gpt2_state_dict, strict=False
)
assert (
not pretrain_load.missing_keys
), "There should be no missing_keys after loading the pretrained GPT2 state!"
if self.freeze_parent_model:
# We freeze the weights if we use the pretrained
# parent table model.
for param in self.model.encoder.parameters():
param.requires_grad = False
# Tell pytorch to run this model on the GPU.
device = torch.device(device)
if device == torch.device("cuda"):
self.model.cuda()
# Set TrainingArguments and the Seq2SeqTrainer
training_args_kwargs = dict(self.training_args_kwargs)
default_args_kwargs = dict(
# predict_with_generate=True,
# warmup_steps=2000,
fp16=(
device == torch.device("cuda")
), # Use fp16 by default if using cuda device
auto_find_batch_size=True
)
for k, v in default_args_kwargs.items():
if k not in training_args_kwargs:
training_args_kwargs[k] = v
callbacks = None
if training_args_kwargs["load_best_model_at_end"]:
callbacks = [
EarlyStoppingCallback(
self.early_stopping_patience, self.early_stopping_threshold
),
AdditionalEarlyStopCallback(
early_stopping_patience=self.early_stopping_patience,
early_stopping_threshold=self.early_stopping_threshold
)
]
else:
callbacks = [AdditionalEarlyStopCallback(
early_stopping_patience=self.early_stopping_patience,
early_stopping_threshold=self.early_stopping_threshold
)]
# instantiate trainer
trainer = Seq2SeqTrainer(
model=self.model,
args=Seq2SeqTrainingArguments(**training_args_kwargs),
callbacks=callbacks,
data_collator=RelationalDataCollator(),
**dataset,
)
trainer.train(resume_from_checkpoint=resume_from_checkpoint)
return trainer
def _build_tabular_trainer(
self,
device="cuda",
num_train_epochs: int = None,
target_epochs: int = None,
) -> Trainer:
device = torch.device(device)
# Set TrainingArguments and the Trainer
logging.info("Set up the TrainingArguments and the Trainer...")
training_args_kwargs: Dict[str, Any] = dict(self.training_args_kwargs)
default_args_kwargs = dict(
fp16=(
device == torch.device("cuda")
), # Use fp16 by default if using cuda device
)
for k, v in default_args_kwargs.items():
if k not in training_args_kwargs:
training_args_kwargs[k] = v
if num_train_epochs is not None:
training_args_kwargs["num_train_epochs"] = num_train_epochs
# # NOTE: The `ResumableTrainer` will default to its original
# # behavior (Trainer) if `target_epochs`` is None.
# # Set the `target_epochs` to `num_train_epochs` if not specified.
# if target_epochs is None:
# target_epochs = training_args_kwargs.get("num_train_epochs")
callbacks = None
if training_args_kwargs["load_best_model_at_end"]:
callbacks = [
EarlyStoppingCallback(
self.early_stopping_patience, self.early_stopping_threshold
),
AdditionalEarlyStopCallback(
early_stopping_patience=self.early_stopping_patience,
early_stopping_threshold=self.early_stopping_threshold
)
]
else:
callbacks = [AdditionalEarlyStopCallback(
early_stopping_patience=self.early_stopping_patience,
early_stopping_threshold=self.early_stopping_threshold
)]
assert self.dataset
trainer = ResumableTrainer(
target_epochs=target_epochs,
save_epochs=None,
model=self.model,
args=TrainingArguments(**training_args_kwargs),
data_collator=None, # Use the default_data_collator
callbacks=callbacks,
**self.dataset,
)
return trainer
def fit(
self,
df: pd.DataFrame,
in_df: Optional[pd.DataFrame] = None,
join_on: Optional[str] = None,
resume_from_checkpoint: Union[bool, str] = False,
device="cuda",
n_critic: Optional[int] = None,
**kwargs
):
if n_critic is None:
n_critic = self.n_critic
kwargs["n_critic"] = n_critic
device = _validate_get_device(device)
if self.model_type == ModelType.relational:
assert (
in_df is not None
), "The REaLTabFormer for relational data requires two tables for training."
assert join_on is not None, "The column to join the data must not be None."
trainer = self._fit_relational(
df, in_df, join_on=join_on, device=device, resume_from_checkpoint=resume_from_checkpoint
)
try:
self.experiment_id = f"id{int((time.time() * 10 ** 10)):024}"
torch.cuda.empty_cache()
return trainer
except Exception as exception:
if device == torch.device("cuda"):
del self.model
torch.cuda.empty_cache()
self.model = None
raise exception
else:
return super().fit(df, in_df, join_on, resume_from_checkpoint, device, **kwargs)
@torch.no_grad()
def sample(self, *args, **kwargs):
# Faster sampling
return super().sample(*args, **kwargs)
def fit_transform_rtf(data: np.ndarray, model_dir: str, prefix: str = None) -> pd.DataFrame:
prefix = "" if prefix is None else f"{prefix}-"
dim_prefix = prefix if prefix.endswith("-") else "dim"
data = pd.DataFrame(data, columns=[f"{dim_prefix}{i:02d}" for i in range(data.shape[1])])
raw_columns = data.columns.tolist()
unique_threshold = 500 if prefix == "ctx" else 20
def fast_nunique(col):
return col.nunique()
results = Parallel(n_jobs=20)(
delayed(fast_nunique)(data[col]) for col in data.columns
)
uniques = pd.Series(results, index=data.columns)
num_columns = data[:10].select_dtypes(include=[np.number]).columns.tolist()
unary_columns = {
c: data[c].iloc[0] for c, n in uniques.items() if n <= 1
}
data = data.drop(columns=[*unary_columns])
num_columns = [
c for c in num_columns if c not in unary_columns and
(uniques[c] > unique_threshold or not (
(data[c] - data[c].round()).abs().mean() < 1e-6 and
data[c].max() - data[c].min() == uniques[c] - 1))
]
cat_columns = [c for c in data.drop(columns=num_columns).columns]
placeholder_columns = [] if data.shape[-1] > 0 else ["placeholder"]
if (prefix == "ctx" and data.shape[-1] > 100) or (uniques[num_columns] > unique_threshold).any():
bin_columns = [c for c in num_columns if uniques[c] > unique_threshold]
bins = KBinsDiscretizer(n_bins=min(data.shape[0], 200), encode="ordinal", strategy="kmeans")
num_columns = [c for c in num_columns if c not in bin_columns]
data[bin_columns] = bins.fit_transform((data[bin_columns])).astype(np.int32)
torch.save(bins, os.path.join(model_dir, f"{prefix}bins.pkl"))
else:
bin_columns = []
info = {
"num_columns": num_columns,
"cat_columns": cat_columns,
"bin_columns": bin_columns,
"placeholders": placeholder_columns,
"unary": unary_columns,
"raw_columns": raw_columns
}
oe = OrdinalEncoder()
data[cat_columns] = oe.fit_transform(data[cat_columns])
data[cat_columns] = data[cat_columns].applymap(lambda x: f"C{int(x)}")
data[num_columns] = data[num_columns].round(6)
data[placeholder_columns] = 0
with open(os.path.join(model_dir, f"{prefix}info.json"), "w") as f:
json.dump(info, f, indent=2)
torch.save(oe, os.path.join(model_dir, f"{prefix}oe.pkl"))
return data
def transform_rtf(data: np.ndarray, model_dir: str, prefix: str = None) -> pd.DataFrame:
prefix = "" if prefix is None else f"{prefix}-"
with open(os.path.join(model_dir, f"{prefix}info.json"), "r") as f:
info = json.load(f)
oe = torch.load(os.path.join(model_dir, f"{prefix}oe.pkl"))
dim_prefix = prefix if prefix.endswith("-") else "dim"
data = pd.DataFrame(data, columns=[f"{dim_prefix}{i:02d}" for i in range(data.shape[1])])
num_columns, cat_columns, bin_columns = info["num_columns"], info["cat_columns"], info["bin_columns"]
data = data.drop(columns=[*info["unary"]])
data[cat_columns] = oe.transform(data[cat_columns])
data[cat_columns] = data[cat_columns].applymap(lambda x: f"C{int(x)}")
data[num_columns] = data[num_columns].round(6)
if bin_columns:
bins = torch.load(os.path.join(model_dir, f"{prefix}bins.pkl"))
data[bin_columns] = bins.transform(data[bin_columns]).astype(np.int32)
data[info["placeholders"]] = 0
return data
def inverse_transform_rtf(generated: pd.DataFrame, model_dir: str, prefix: str = None) -> np.ndarray:
prefix = "" if prefix is None else f"{prefix}-"
with open(os.path.join(model_dir, f"{prefix}info.json"), "r") as f:
info = json.load(f)
oe = torch.load(os.path.join(model_dir, f"{prefix}oe.pkl"))
cat_columns = info["cat_columns"]
if cat_columns:
generated[cat_columns] = oe.inverse_transform(
generated[cat_columns].applymap(lambda x: x[len("C"):]).astype(np.int32).values
)
bin_columns = info["bin_columns"]
if bin_columns:
bins = torch.load(os.path.join(model_dir, f"{prefix}bins.pkl"))
generated[bin_columns] = bins.inverse_transform(generated[bin_columns].clip(
0, upper={c: max(0, n) for c, n in zip(bin_columns, bins.n_bins_ - 1)}, axis=1).values
)
generated = generated.drop(columns=info["placeholders"])
for k, v in info["unary"].items():
generated[k] = v
generated = generated[info["raw_columns"]]
return generated.values
def update_epochs(size, kwargs):
if kwargs.get("max_steps", kwargs.get("num_train_epochs", kwargs.get("epochs"))) is None and size < 200:
kwargs = kwargs.copy()
kwargs["epochs"] = 500
return kwargs
def fast_pearson_corr_gpu(df_num: pd.DataFrame) -> pd.DataFrame:
data_gpu = cp.asarray(df_num.to_numpy(dtype=cp.float32))
means = cp.mean(data_gpu, axis=0)
stds = cp.std(data_gpu, axis=0)
standardized = (data_gpu - means) / stds
corr_gpu = cp.dot(standardized.T, standardized) / (data_gpu.shape[0] - 1)
return pd.DataFrame(cp.asnumpy(cp.abs(corr_gpu)), index=df_num.columns, columns=df_num.columns)
def fast_correlation_ratio(
categories: pd.Series,
measurements: pd.DataFrame,
) -> pd.Series:
columns = measurements.columns.tolist()
measurements = measurements.values
fcat, _ = pd.factorize(categories) # type: ignore
cat_num = np.max(fcat) + 1
y_avg_array = np.zeros((cat_num, len(columns)))
n_array = np.bincount(fcat)
for i in range(0, cat_num):
cat_measures = measurements[fcat == i]
for j in range(measurements.shape[-1]):
y_avg_array[i, j] = np.average(cat_measures[:, j])
n_array = n_array.reshape((-1, 1))
y_total_avg = np.sum(y_avg_array * n_array, axis=0) / np.sum(n_array)
numerator = np.sum(n_array * (y_avg_array - y_total_avg) ** 2, axis=0)
denominator = np.sum((measurements - y_total_avg) ** 2, axis=0)
etas = np.sqrt(np.divide(numerator, denominator, out=np.zeros_like(numerator), where=denominator > 0))
etas = np.clip(etas, 0.0, 1.0)
result = pd.Series(etas, index=columns)
return result
def wide_associations(
df: pd.DataFrame,
) -> pd.DataFrame:
# identifying categorical columns
columns = df.columns
nominal_columns = identify_nominal_columns(df)
numerical_columns = df.drop(columns=nominal_columns).columns.tolist()
# will be used to store associations values
pbar = tqdm(total=len(columns) ** 2, desc="Compute corr")
corr = pd.DataFrame(np.eye(len(columns)), index=columns, columns=columns, dtype=np.float64)
pbar.update(len(columns))
if len(numerical_columns) > 1:
pearson_corr = fast_pearson_corr_gpu(df[numerical_columns])
corr.loc[pearson_corr.index, pearson_corr.columns] = pearson_corr
pbar.update(len(numerical_columns) ** 2 - len(numerical_columns))
del pearson_corr
gc.collect()
cat_num_corr = []
pbar = tqdm(
desc=f"Cat-num correlations (#cat={len(nominal_columns)}, #num={len(numerical_columns)})",
total=len(nominal_columns)
)
chunk_size = 20
for i in range(0, len(nominal_columns), chunk_size):
this_cat_num_corr = Parallel(n_jobs=chunk_size)(
delayed(fast_correlation_ratio)(df[cat], df[numerical_columns])
for cat in nominal_columns[i:i + chunk_size]
)
cat_num_corr.extend(this_cat_num_corr)
pbar.update(len(nominal_columns[i:i + chunk_size]))
for cat, corr_values in zip(nominal_columns, cat_num_corr):
corr.loc[cat, corr_values.index] = corr_values.values
corr.loc[corr_values.index, cat] = corr_values.values
cat_pairs = itertools.combinations(nominal_columns, 2)
cat_results = Parallel(n_jobs=20)(
delayed(cramers_v)(df[col1], df[col2], False) for col1, col2 in tqdm(
cat_pairs, desc=f"Cat-cat correlations ({len(nominal_columns)})",
total=len(nominal_columns) * (len(nominal_columns) - 1) // 2
)
)
for (col1, col2), val in zip(cat_pairs, cat_results):
corr.loc[col1, col2] = corr.loc[col2, col1] = val
pbar.update()
return corr.fillna(0)
def sort_column_importance(df: pd.DataFrame):
columns = []
if df.shape[-1] < 500:
corr = associations(
df if df.shape[0] < 10_000 else df.sample(n=10_000),
plot=False, max_cpu_cores=20, multiprocessing=True, compute_only=True
)["corr"].abs()
else:
corr = wide_associations(
df if df.shape[0] < 10_000 else df.sample(n=10_000),
).abs()
nuniques = df.nunique()
pbar = tqdm(total=df.shape[-1], desc="Sorting column importance")
for i, c in enumerate(corr.columns):
if c in columns:
continue
this_round = [c]
for c2 in corr.index[i + 1:]:
if c2 in columns:
continue
if corr.loc[c, c2] >= 0.95:
this_round.append(c2)
if len(this_round) > 1:
this_nuniques = nuniques[this_round].sort_values(ascending=False)
columns.extend(this_nuniques.index[1:].tolist())
pbar.update(len(this_round) - 1)
corr = corr.drop(columns=columns, index=columns)
eye = np.eye(corr.shape[0], dtype=np.bool_)
corr[eye] = -1
while corr.shape[0] > 0:
max_corr = corr.max()
max_corr_value = max_corr.max()
candidates = max_corr[max_corr == max_corr_value].index
new_col = nuniques[candidates].idxmax()
columns.append(new_col)
corr = corr.drop(columns=[new_col], index=[new_col])
pbar.update()
# columns.extend(corr.drop(columns=columns, index=columns).max().sort_values(ascending=False).index.tolist())
return [*reversed(columns)]
def save_to(obj, path):
with open(path, "wb") as f:
pickle.dump(obj, f, protocol=5)
def load_from(path):
with open(path, "rb") as f:
return pickle.load(f)
@contextmanager
def log_resource_usage(path, descr):
process = psutil.Process(os.getpid())
peak_memory = [0]
running = [True]
def sample():
while running[0]:
mem = process.memory_info().rss
if mem > peak_memory[0]:
peak_memory[0] = mem
time.sleep(0.5)
thread = threading.Thread(target=sample)
thread.start()
start_time = time.time()
torch.cuda.reset_peak_memory_stats()
torch.cuda.synchronize()
try:
logging.info(f"{descr} ...")
yield
finally:
end_time = time.time()
running[0] = False
thread.join()
peak_memory_mb = peak_memory[0] / (1024 ** 2)
torch.cuda.synchronize()
peak_gpu = torch.cuda.max_memory_allocated()
peak_gpu_memory_mb = peak_gpu / (1024 ** 2)
elapsed = end_time - start_time
with open(path, 'a') as f:
f.write(f"{descr},{peak_memory_mb},{peak_gpu_memory_mb},{elapsed}\n")
class CacheBlock(contextlib.AbstractContextManager):
def __init__(self, description: str, cache_dir: str):
self.description = description
self.cache_dir = cache_dir
self.cache_file = os.path.join(cache_dir, f"{description}.pkl")
def __enter__(self):
if os.path.exists(self.cache_file):
self._should_skip = True
return None
else:
self._should_skip = False
return self
def __exit__(self, exc_type, exc_value, traceback):
if self._should_skip or exc_type is not None:
return False
frame = inspect.currentframe().f_back
local_vars = frame.f_locals.copy()
os.makedirs(self.cache_dir, exist_ok=True)
with open(self.cache_file, "wb") as f:
dill.dump({
"locals": local_vars,
"random_state": random.getstate(),
"np_random_state": np.random.get_state(),
"torch_state": torch.get_rng_state(),
"torch_cuda_state": torch.cuda.get_rng_state_all() if torch.cuda.is_available() else None,
"torch_deterministic": torch.backends.cudnn.deterministic,
"torch_benchmark": torch.backends.cudnn.benchmark,
}, f)
return False
def resume_from_last(cache_dir):
if not os.path.exists(cache_dir):
return {}
files = sorted(
(os.path.join(cache_dir, f) for f in os.listdir(cache_dir) if f.endswith(".pkl")),
key=os.path.getmtime
)
if not files:
return {}
last_file = files[-1]
logging.info(f"Resuming from {last_file}")
print(f"Resuming from {last_file}")
with open(last_file, "rb") as f:
data = dill.load(f)
frame = inspect.currentframe().f_back
frame.f_locals.update(data["locals"])
random.setstate(data["random_state"])
np.random.set_state(data["np_random_state"])
torch.set_rng_state(data["torch_state"])
if torch.cuda.is_available() and data["torch_cuda_state"] is not None:
torch.cuda.set_rng_state_all(data["torch_cuda_state"])
torch.backends.cudnn.deterministic = data["torch_deterministic"]
torch.backends.cudnn.benchmark = data["torch_benchmark"]
return data["locals"]
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