diff --git a/Experiments/evaluate_msd.py b/Experiments/evaluate_msd.py new file mode 100644 index 0000000000000000000000000000000000000000..abf951d86cd46743b6511d37b88afe6c035019fe --- /dev/null +++ b/Experiments/evaluate_msd.py @@ -0,0 +1,58 @@ +import os +import numpy as np +import torch +import torch.backends.cudnn +from torch.utils.data import DataLoader +from torch.utils.tensorboard.writer import SummaryWriter + +from EIVArchitectures import Networks, initialize_weights +from EIVData.million_song import load_data +from EIVTrainingRoutines import train_and_store, loss_functions + +from train_noneiv_msd import p, init_std_y_list, seed_list, unscaled_reg, hidden_layers + + +train_data, test_data = load_data() +test_dataloader = DataLoader(test_data, batch_size=int(np.max((len(test_data), 800)))) + +seed = seed_list[0] +init_std_y = init_std_y_list[0] +saved_file = os.path.join('saved_networks', + f'noneiv_msd'\ + f'init_std_y_{init_std_y:.3f}_ureg_{unscaled_reg:.1f}'\ + f'_p_{p:.2f}_seed_{seed}.pkl') + +input_dim = train_data[0][0].numel() +output_dim = train_data[0][1].numel() +net = Networks.FNNBer(p=p, init_std_y=init_std_y, + h=[input_dim, *hidden_layers, output_dim]) +train_and_store.open_stored_training(saved_file=saved_file, + net=net) + + +# RMSE +x,y = next(iter(test_dataloader)) +out = net(x)[0] +if len(y.shape) <=1: + y = y.view((-1,1)) +assert y.shape == out.shape +res = y-out +scale = train_data.dataset.std_labels +scaled_res = res * scale.view((1,-1)) +scaled_res = scaled_res.detach().cpu().numpy().flatten() +rmse = np.sqrt(np.mean(scaled_res**2)) +print(f'RMSE {rmse:.3f}') + + +# NLL +x,y = next(iter(test_dataloader)) +training_state = net.training +net.train() +logdens = net.predictive_logdensity(x, y, number_of_draws=100, + decouple_dimensions=True, + scale_labels=train_data.dataset.std_labels.view((-1,))).mean() +if training_state: + net.train() +else: + net.eval() +print(f'Dropout predictive {logdens:.3f}') diff --git a/Experiments/evaluate_power.py b/Experiments/evaluate_power.py new file mode 100644 index 0000000000000000000000000000000000000000..fdf3e6e5f59baccd530e19201a1686d4a231a28b --- /dev/null +++ b/Experiments/evaluate_power.py @@ -0,0 +1,58 @@ +import os +import numpy as np +import torch +import torch.backends.cudnn +from torch.utils.data import DataLoader +from torch.utils.tensorboard.writer import SummaryWriter + +from EIVArchitectures import Networks, initialize_weights +from EIVData.power_plant import load_data +from EIVTrainingRoutines import train_and_store, loss_functions + +from train_noneiv_power import p, init_std_y_list, seed_list, unscaled_reg, hidden_layers + + +train_data, test_data = load_data() +test_dataloader = DataLoader(test_data, batch_size=int(np.max((len(test_data), 800)))) + +seed = seed_list[0] +init_std_y = init_std_y_list[0] +saved_file = os.path.join('saved_networks', + f'noneiv_power'\ + f'init_std_y_{init_std_y:.3f}_ureg_{unscaled_reg:.1f}'\ + f'_p_{p:.2f}_seed_{seed}.pkl') + +input_dim = train_data[0][0].numel() +output_dim = train_data[0][1].numel() +net = Networks.FNNBer(p=p, init_std_y=init_std_y, + h=[input_dim, *hidden_layers, output_dim]) +train_and_store.open_stored_training(saved_file=saved_file, + net=net) + + +# RMSE +x,y = next(iter(test_dataloader)) +out = net(x)[0] +if len(y.shape) <=1: + y = y.view((-1,1)) +assert y.shape == out.shape +res = y-out +scale = train_data.dataset.std_labels +scaled_res = res * scale.view((1,-1)) +scaled_res = scaled_res.detach().cpu().numpy().flatten() +rmse = np.sqrt(np.mean(scaled_res**2)) +print(f'RMSE {rmse:.3f}') + + +# NLL +x,y = next(iter(test_dataloader)) +training_state = net.training +net.train() +logdens = net.predictive_logdensity(x, y, number_of_draws=100, + decouple_dimensions=True, + scale_labels=train_data.dataset.std_labels.view((-1,))).mean() +if training_state: + net.train() +else: + net.eval() +print(f'Dropout predictive {logdens:.3f}') diff --git a/Experiments/train_noneiv_power.py b/Experiments/train_noneiv_power.py new file mode 100644 index 0000000000000000000000000000000000000000..14ba1200a6f870f426c2f2fa0be4c27773b7b486 --- /dev/null +++ b/Experiments/train_noneiv_power.py @@ -0,0 +1,144 @@ +""" +Train non-EiV model on power plant dataset using different seeds +""" +import random +import os + +import numpy as np +import torch +import torch.backends.cudnn +from torch.utils.data import DataLoader +from torch.utils.tensorboard.writer import SummaryWriter + +from EIVArchitectures import Networks, initialize_weights +from EIVData.power_plant import load_data +from EIVTrainingRoutines import train_and_store, loss_functions + +# hyperparameters +lr = 1e-3 +batch_size = 64 +test_batch_size = 600 +number_of_epochs = 35 +unscaled_reg = 10 +report_point = 5 +p = 0.2 +lr_update = 10 +# pretraining = 300 +epoch_offset = 15 +init_std_y_list = [0.5] +gamma = 0.5 +hidden_layers = [1024, 1024, 1024, 1024] +device = torch.device('cuda:1' if torch.cuda.is_available() else 'cpu') + +# reproducability +def set_seeds(seed): + torch.backends.cudnn.benchmark = False + np.random.seed(seed) + random.seed(seed) + torch.manual_seed(seed) +seed_list = [0,] + +# to store the RMSE +rmse_chain = [] + +class UpdatedTrainEpoch(train_and_store.TrainEpoch): + def pre_epoch_update(self, net, epoch): + """ + Overwrites the corresponding method + """ + if epoch == 0: + self.lr = self.initial_lr + self.optimizer = torch.optim.Adam(net.parameters(), lr=self.lr) + self.lr_scheduler = torch.optim.lr_scheduler.StepLR( + self.optimizer, lr_update, gamma) + + + def post_epoch_update(self, net, epoch): + """ + Overwrites the corresponding method + """ + if epoch >= epoch_offset: + net.std_y_par.requires_grad = True + self.lr_scheduler.step() + + def extra_report(self, net, i): + """ + Overwrites the corresponding method + and fed after initialization of this class + """ + rmse = self.rmse(net).item() + rmse_chain.append(rmse) + writer.add_scalar('RMSE', rmse, self.total_count) + writer.add_scalar('train loss', self.last_train_loss, self.total_count) + writer.add_scalar('test loss', self.last_test_loss, self.total_count) + print(f'RMSE {rmse:.3f}') + + def rmse(self, net): + """ + Compute the root mean squared error for `net` + """ + net_train_state = net.training + net.eval() + x, y = next(iter(self.test_dataloader)) + if len(y.shape) <= 1: + y = y.view((-1,1)) + out = net(x.to(device))[0].detach().cpu() + assert out.shape == y.shape + if net_train_state: + net.train() + return torch.sqrt(torch.mean((out-y)**2)) + +def train_on_data(init_std_y, seed): + """ + Sets `seed`, loads data and trains an Bernoulli Modell, starting with + `init_std_y`. + """ + # set seed + set_seeds(seed) + # load Datasets + train_data, test_data = load_data(seed=seed, splitting_part=0.8, + normalize=True) + # make dataloaders + train_dataloader = DataLoader(train_data, batch_size=batch_size, + shuffle=True) + test_dataloader = DataLoader(test_data, batch_size=test_batch_size, + shuffle=True) + # create a net + input_dim = train_data[0][0].numel() + output_dim = train_data[0][1].numel() + net = Networks.FNNBer(p=p, + init_std_y=init_std_y, + h=[input_dim, *hidden_layers, output_dim]) + net.apply(initialize_weights.glorot_init) + net = net.to(device) + net.std_y_par.requires_grad = False + std_x_map = lambda: 0.0 + std_y_map = lambda: net.get_std_y().detach().cpu().item() + # regularization + reg = unscaled_reg/len(train_data) + # create epoch_map + criterion = loss_functions.nll_reg_loss + epoch_map = UpdatedTrainEpoch(train_dataloader=train_dataloader, + test_dataloader=test_dataloader, + criterion=criterion, std_y_map=std_y_map, std_x_map=std_x_map, + lr=lr, reg=reg, report_point=report_point, device=device) + # run and save + save_file = os.path.join('saved_networks', + f'noneiv_power'\ + f'init_std_y_{init_std_y:.3f}_ureg_{unscaled_reg:.1f}'\ + f'_p_{p:.2f}_seed_{seed}.pkl') + train_and_store.train_and_store(net=net, + epoch_map=epoch_map, + number_of_epochs=number_of_epochs, + save_file=save_file) + +if __name__ == '__main__': + for seed in seed_list: + # Tensorboard monitoring + writer = SummaryWriter(log_dir=f'/home/martin09/tmp/tensorboard/'\ + f'run_noneiv_power_lr_{lr:.4f}_seed'\ + f'_{seed}_uregu_{unscaled_reg:.1f}_p_{p:.2f}') + print(f'>>>>SEED: {seed}') + for init_std_y in init_std_y_list: + print(f'Using init_std_y={init_std_y:.3f}') + train_on_data(init_std_y, seed)