Compare commits

9 Commits

Author SHA1 Message Date
Victor Mylle
174a82fab2 Plots to compare between quantile regression and diffusion 2024-02-18 19:21:59 +01:00
Victor Mylle
bd250a664b Fixed diffusion confidence interval plot 2024-02-18 16:01:18 +01:00
Victor Mylle
7bd0476085 Added plots thresholds densities 2024-02-14 18:12:11 +00:00
Victor Mylle
d10f8a5ff6 Clamping diffusion output 2024-02-12 09:54:56 +00:00
Victor Mylle
77be7371df Track large files with Git LFS 2024-02-05 16:22:22 +00:00
Victor Mylle
acaad2710a Changed steps in diffusion model 2024-01-20 09:44:14 +00:00
Victor Mylle
c6fa17fa40 Fixed sampling for GRU and reduced batch size 2024-01-19 00:10:12 +00:00
Victor Mylle
e8e53ab185 Updated training script for GRU model 2024-01-18 23:21:57 +00:00
Victor Mylle
32de50b87e Added GRU diffusion model 2024-01-18 23:21:01 +00:00
18 changed files with 417 additions and 2353 deletions

1
.gitattributes vendored Normal file
View File

@@ -0,0 +1 @@
*.csv filter=lfs diff=lfs merge=lfs -text

View File

@@ -1,7 +1,5 @@
FROM pytorch/pytorch:2.0.1-cuda11.7-cudnn8-runtime
FROM pytorch/pytorch:1.13.1-cuda11.6-cudnn8-devel
#FROM getkeops/keops-full:2.1-geomloss0.2.5-cuda11.8-pytorch2.0.0-python3.10
# FROM pytorch/pytorch:2.1.0-cuda11.8-cudnn8-devel
RUN apt-get update
RUN apt-get install -y git

View File

@@ -144,5 +144,14 @@ Test data: 01-01-2023 until 08-102023
- [x] Profit penalty parameter als over charge cycles voor een dag -> parameter bepalen op training data (convex probleem) (< 400 charge cycles per jaar) (over een dag kijken hoeveel charge cycles -> profit - penalty * charge cycles erover, (misschien belonen als eronder charge cycles))
- [ ] Meer verschil bekijken tussen GRU en diffusion
- [ ] Andere lagen voor diffusion model (GRU, kijken naar TSDiff)
- [x] Policies met andere modellen (Linear, Non Linear)
- [ ] (In Progress) Andere lagen voor diffusion model (GRU, kijken naar TSDiff)
- [x] Policies met andere modellen (Linear, Non Linear)
- [ ] Visualize the policies over the whole testr set -> thresholds plotten voor elke dag (elke policy) -> mss distribution om overzichtelijk te houden (mean and std)
- [ ] Probleem met diffusion model (activation function? waarom direct grote waardes?)
- [ ] Autoregressive confidence problem -> Quantiles zelf uit elkaar halen (helpt dit?)
- [ ] time steps reducing for diffusion model (UNet activation functions?)
- [ ] (State space model? S4)

View File

@@ -11,6 +11,4 @@ clearml
properscoring
nbconvert
torchinfo
tabulate
einops
opt_einsum
tabulate

View File

@@ -25,12 +25,19 @@ class NrvDataset(Dataset):
self.sequence_length = sequence_length
self.predict_sequence_length = predict_sequence_length
self.samples_to_skip = self.skip_samples(dataframe=dataframe)
self.samples_to_skip = self.skip_samples(dataframe=dataframe, full_day_skip=self.full_day_skip)
total_indices = set(
range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
)
self.valid_indices = sorted(list(total_indices - set(self.samples_to_skip)))
# full day indices
full_day_skipped_samples = self.skip_samples(dataframe=dataframe, full_day_skip=True)
full_day_total_indices = set(
range(len(dataframe) - self.sequence_length - self.predict_sequence_length)
)
self.full_day_valid_indices = sorted(list(full_day_total_indices - set(full_day_skipped_samples)))
self.history_features = []
if self.data_config.LOAD_HISTORY:
self.history_features.append("total_load")
@@ -73,7 +80,7 @@ class NrvDataset(Dataset):
self.history_features, self.forecast_features = self.preprocess_data(dataframe)
def skip_samples(self, dataframe):
def skip_samples(self, dataframe, full_day_skip):
nan_rows = dataframe[dataframe.isnull().any(axis=1)]
nan_indices = nan_rows.index
skip_indices = [
@@ -91,7 +98,7 @@ class NrvDataset(Dataset):
# add indices that are not the start of a day (00:15) to the skip indices (use datetime column)
# get indices of all 00:15 timestamps
if self.full_day_skip:
if full_day_skip:
start_of_day_indices = dataframe[
dataframe["datetime"].dt.time != pd.Timestamp("00:00:00").time()
].index

View File

@@ -45,3 +45,53 @@ class SimpleDiffusionModel(DiffusionModel):
self.layers.append(nn.ReLU())
self.layers.append(nn.Linear(hidden_sizes[-1] + time_dim + other_inputs_dim, input_size))
class GRUDiffusionModel(DiffusionModel):
def __init__(self, input_size: int, hidden_sizes: list, other_inputs_dim: int, gru_hidden_size: int, time_dim: int = 64):
super(GRUDiffusionModel, self).__init__(time_dim)
self.other_inputs_dim = other_inputs_dim
self.gru_hidden_size = gru_hidden_size
# GRU layer
self.gru = nn.GRU(input_size=input_size + time_dim + other_inputs_dim,
hidden_size=gru_hidden_size,
num_layers=3,
batch_first=True)
# Fully connected layers after GRU
self.fc_layers = nn.ModuleList()
prev_size = gru_hidden_size
for hidden_size in hidden_sizes:
self.fc_layers.append(nn.Linear(prev_size, hidden_size))
self.fc_layers.append(nn.ReLU())
prev_size = hidden_size
# Final output layer
self.fc_layers.append(nn.Linear(prev_size, input_size))
def forward(self, x, t, inputs):
batch_size, seq_len = x.shape
x = x.unsqueeze(-1).repeat(1, 1, seq_len)
# Positional encoding for each time step
t = t.unsqueeze(-1).type(torch.float)
t = self.pos_encoding(t, self.time_dim) # Shape: [batch_size, seq_len, time_dim]
# repeat time encoding for each time step t is shape [batch_size, time_dim], i want [batch_size, seq_len, time_dim]
t = t.unsqueeze(1).repeat(1, seq_len, 1)
# Concatenate x, t, and inputs along the feature dimension
x = torch.cat((x, t, inputs), dim=-1) # Shape: [batch_size, seq_len, input_size + time_dim + other_inputs_dim]
# Pass through GRU
output, hidden = self.gru(x) # Hidden Shape: [batch_size, seq_len, 1]
# Get last hidden state
x = hidden[-1]
# Process each time step's output with fully connected layers
for layer in self.fc_layers:
x = layer(x)
return x

View File

@@ -1,172 +0,0 @@
# Copyright Amazon.com, Inc. or its affiliates. All Rights Reserved.
# SPDX-License-Identifier: Apache-2.0
import math
import torch
from torch import nn
from src.models.tsdiff_s4.s4 import S4
class SinusoidalPositionEmbeddings(nn.Module):
def __init__(self, dim):
super().__init__()
self.dim = dim
def forward(self, time):
device = time.device
half_dim = self.dim // 2
embeddings = math.log(10000) / (half_dim - 1)
embeddings = torch.exp(
torch.arange(half_dim, device=device) * -embeddings
)
embeddings = time[:, None] * embeddings[None, :]
embeddings = torch.cat((embeddings.sin(), embeddings.cos()), dim=-1)
return embeddings
class S4Layer(nn.Module):
def __init__(
self,
d_model,
dropout=0.0,
):
super().__init__()
self.layer = S4(
d_model=d_model,
d_state=128,
bidirectional=True,
dropout=dropout,
transposed=True,
postact=None,
)
self.norm = nn.LayerNorm(d_model)
self.dropout = (
nn.Dropout1d(dropout) if dropout > 0.0 else nn.Identity()
)
def forward(self, x):
"""
Input x is shape (B, d_input, L)
"""
z = x
# Prenorm
z = self.norm(z.transpose(-1, -2)).transpose(-1, -2)
# Apply layer: we ignore the state input and output for training
z, _ = self.layer(z)
# Dropout on the output of the layer
z = self.dropout(z)
# Residual connection
x = z + x
return x, None
def default_state(self, *args, **kwargs):
return self.layer.default_state(*args, **kwargs)
def step(self, x, state, **kwargs):
z = x
# Prenorm
z = self.norm(z.transpose(-1, -2)).transpose(-1, -2)
# Apply layer
z, state = self.layer.step(z, state, **kwargs)
# Residual connection
x = z + x
return x, state
class S4Block(nn.Module):
def __init__(self, d_model, dropout=0.0, expand=2, num_features=0):
super().__init__()
self.s4block = S4Layer(d_model, dropout=dropout)
self.time_linear = nn.Linear(d_model, d_model)
self.tanh = nn.Tanh()
self.sigm = nn.Sigmoid()
self.out_linear1 = nn.Conv1d(
in_channels=d_model, out_channels=d_model, kernel_size=1
)
self.out_linear2 = nn.Conv1d(
in_channels=d_model, out_channels=d_model, kernel_size=1
)
self.feature_encoder = nn.Conv1d(num_features, d_model, kernel_size=1)
def forward(self, x, t, features=None):
t = self.time_linear(t)[:, None, :].repeat(1, x.shape[2], 1)
t = t.transpose(-1, -2)
out, _ = self.s4block(x + t)
if features is not None:
out = out + self.feature_encoder(features)
out = self.tanh(out) * self.sigm(out)
out1 = self.out_linear1(out)
out2 = self.out_linear2(out)
return out1 + x, out2
def Conv1dKaiming(in_channels, out_channels, kernel_size):
layer = nn.Conv1d(in_channels, out_channels, kernel_size)
nn.init.kaiming_normal_(layer.weight)
return layer
class BackboneModel(nn.Module):
def __init__(
self,
input_dim,
hidden_dim,
output_dim,
step_emb,
num_residual_blocks,
num_features,
residual_block="s4",
dropout=0.0,
init_skip=True,
):
super().__init__()
if residual_block == "s4":
residual_block = S4Block
else:
raise ValueError(f"Unknown residual block {residual_block}")
self.input_init = nn.Sequential(
nn.Linear(input_dim, hidden_dim),
nn.ReLU(),
)
self.time_init = nn.Sequential(
nn.Linear(step_emb, hidden_dim),
nn.SiLU(),
nn.Linear(hidden_dim, hidden_dim),
nn.SiLU(),
)
self.out_linear = nn.Sequential(
nn.Linear(hidden_dim, hidden_dim),
nn.ReLU(),
nn.Linear(hidden_dim, output_dim),
)
residual_blocks = []
for i in range(num_residual_blocks):
residual_blocks.append(
residual_block(
hidden_dim, num_features=num_features, dropout=dropout
)
)
self.residual_blocks = nn.ModuleList(residual_blocks)
self.step_embedding = SinusoidalPositionEmbeddings(step_emb)
self.init_skip = init_skip
def forward(self, input, t, features=None):
x = self.input_init(input) # B, L ,C
step_emb = self.step_embedding(t)
t = self.time_init(step_emb)
x = x.transpose(-1, -2)
if features is not None:
features = features.transpose(-1, -2)
skips = []
for layer in self.residual_blocks:
x, skip = layer(x, t, features)
skips.append(skip)
skip = torch.stack(skips).sum(0)
skip = skip.transpose(-1, -2)
out = self.out_linear(skip)
if self.init_skip:
out = out + input
return out

File diff suppressed because it is too large Load Diff

View File

@@ -4,39 +4,18 @@
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"/opt/conda/lib/python3.10/site-packages/tqdm/auto.py:22: TqdmWarning: IProgress not found. Please update jupyter and ipywidgets. See https://ipywidgets.readthedocs.io/en/stable/user_install.html\n",
" from .autonotebook import tqdm as notebook_tqdm\n"
]
}
],
"outputs": [],
"source": [
"import sys\n",
"sys.path.append('../..')\n",
"import torch\n",
"\n",
"%load_ext autoreload\n",
"%autoreload 2"
"import torch"
]
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The autoreload extension is already loaded. To reload it, use:\n",
" %reload_ext autoreload\n"
]
}
],
"outputs": [],
"source": [
"from src.data import DataProcessor, DataConfig\n",
"from src.trainers.quantile_trainer import AutoRegressiveQuantileTrainer, NonAutoRegressiveQuantileRegression\n",
@@ -52,7 +31,7 @@
"from datetime import datetime\n",
"import torch.nn as nn\n",
"from src.models.time_embedding_layer import TimeEmbedding\n",
"from src.models.diffusion_model import SimpleDiffusionModel\n",
"from src.models.diffusion_model import SimpleDiffusionModel, GRUDiffusionModel\n",
"from src.trainers.diffusion_trainer import DiffusionTrainer\n",
"from torchinfo import summary\n",
"\n",
@@ -65,7 +44,7 @@
},
{
"cell_type": "code",
"execution_count": 8,
"execution_count": 3,
"metadata": {},
"outputs": [],
"source": [
@@ -84,29 +63,98 @@
"data_config.NOMINAL_NET_POSITION = True\n",
"\n",
"data_processor = DataProcessor(data_config, path=\"../../\", lstm=True)\n",
"data_processor.set_batch_size(128)\n",
"data_processor.set_batch_size(1024)\n",
"data_processor.set_full_day_skip(True)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"execution_count": 4,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"ClearML Task: created new task id=b71216825809432682ea3c7841c07612\n",
"ClearML results page: http://192.168.1.182:8080/projects/2e46d4af6f1e4c399cf9f5aa30bc8795/experiments/b71216825809432682ea3c7841c07612/output/log\n"
"torch.Size([1024, 96, 96])\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"500 model found when searching for `file:///workspaces/Thesis/src/notebooks/checkpoint.pt`\n",
"Selected model `Autoregressive Non Linear Quantile Regression + Quarter + DoW + Net` (id=bc0cb0d7fc614e2e8b0edf5b85348646)\n"
"/opt/conda/lib/python3.10/site-packages/torch/nn/modules/loss.py:536: UserWarning: Using a target size (torch.Size([1024, 96])) that is different to the input size (torch.Size([2, 1024, 96])). This will likely lead to incorrect results due to broadcasting. Please ensure they have the same size.\n",
" return F.mse_loss(input, target, reduction=self.reduction)\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"torch.Size([556, 96, 96])\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"/opt/conda/lib/python3.10/site-packages/torch/nn/modules/loss.py:536: UserWarning: Using a target size (torch.Size([556, 96])) that is different to the input size (torch.Size([2, 556, 96])). This will likely lead to incorrect results due to broadcasting. Please ensure they have the same size.\n",
" return F.mse_loss(input, target, reduction=self.reduction)\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n",
"torch.Size([1024, 96, 96])\n",
"torch.Size([556, 96, 96])\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"\n",
"KeyboardInterrupt\n",
"\n"
]
}
],
@@ -116,14 +164,15 @@
"epochs=150\n",
"\n",
"#### Model ####\n",
"model = SimpleDiffusionModel(96, [512, 512, 512], other_inputs_dim=inputDim[1], time_dim=64)\n",
"# model = SimpleDiffusionModel(96, [512, 512, 512], other_inputs_dim=inputDim[1], time_dim=64)\n",
"model = GRUDiffusionModel(96, [256, 256], other_inputs_dim=inputDim[2], time_dim=64, gru_hidden_size=128)\n",
"\n",
"#### ClearML ####\n",
"task = clearml_helper.get_task(task_name=\"Diffusion Model\")\n",
"# task = clearml_helper.get_task(task_name=\"Diffusion Model\")\n",
"\n",
"#### Trainer ####\n",
"trainer = DiffusionTrainer(model, data_processor, \"cuda\")\n",
"trainer.train(epochs, learningRate, task)"
"trainer.train(epochs, learningRate, None)"
]
},
{
@@ -243,165 +292,6 @@
"sample_diffusion(new_model, 1, inputs)"
]
},
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": []
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# Trying out BackboneModel using S4 state space model"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"[KeOps] Compiling cuda jit compiler engine ... \n",
"[KeOps] Warning : There were warnings or errors compiling formula :\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"\n",
"OK\n",
"[pyKeOps] Compiling nvrtc binder for python ... \n",
"[KeOps] Warning : There were warnings or errors compiling formula :\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libstdc++.so: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010001\n",
"/usr/bin/ld: warning: /opt/conda/lib/libgcc_s.so.1: unsupported GNU_PROPERTY_TYPE (5) type: 0xc0010002\n",
"\n",
"OK\n"
]
}
],
"source": [
"import sys\n",
"sys.path.append('../..')\n",
"import torch\n",
"\n",
"%load_ext autoreload\n",
"%autoreload 2\n",
"from src.models.tsdiff_s4.backbones import BackboneModel\n",
"from src.trainers.diffusion_trainer import DiffusionTrainer\n",
"\n",
"backbone = BackboneModel(\n",
" input_dim=1,\n",
" hidden_dim=512,\n",
" output_dim=1,\n",
" step_emb=128,\n",
" num_residual_blocks=3,\n",
" num_features=2\n",
")\n",
"backbone = backbone.to(\"cuda\")"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"[KeOps] Generating code for formula Sum_Reduction(ComplexMult(Real2Complex(1/ComplexSquareAbs(ComplexMult(Var(1,2,0)-Var(2,2,1),Var(1,2,0)-Conj(Var(2,2,1))))),ComplexMult(Var(1,2,0)*ComplexReal(Var(0,2,1))-Real2Complex(Sum(Var(0,2,1)*Var(2,2,1))),Conj(ComplexMult(Var(1,2,0)-Var(2,2,1),Var(1,2,0)-Conj(Var(2,2,1)))))),0) ... "
]
},
{
"ename": "",
"evalue": "",
"output_type": "error",
"traceback": [
"\u001b[1;31mThe Kernel crashed while executing code in the the current cell or a previous cell. Please review the code in the cell(s) to identify a possible cause of the failure. Click <a href='https://aka.ms/vscodeJupyterKernelCrash'>here</a> for more info. View Jupyter <a href='command:jupyter.viewOutput'>log</a> for further details."
]
}
],
"source": [
"# now lets find out what the input shape of the featues and input must be\n",
"\n",
"# input: (B, L, C)\n",
"# features: (B, L, F)\n",
"# time: (B, 1)\n",
"\n",
"# output: (B, L, C)? \n",
"\n",
"input = torch.randn(2, 96, 1).to(\"cuda\")\n",
"features = torch.randn(2, 96, 2).to(\"cuda\")\n",
"times = torch.randn(2).to(\"cuda\")\n",
"\n",
"backbone(input, times, features).shape"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [
{
"ename": "KeyError",
"evalue": "'nvrtc'",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mKeyError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[0;32mIn[3], line 13\u001b[0m\n\u001b[1;32m 10\u001b[0m times \u001b[38;5;241m=\u001b[39m torch\u001b[38;5;241m.\u001b[39mtensor([\u001b[38;5;241m0\u001b[39m]\u001b[38;5;241m*\u001b[39m\u001b[38;5;241m2\u001b[39m)\u001b[38;5;241m.\u001b[39mto(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mcuda\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[1;32m 11\u001b[0m features \u001b[38;5;241m=\u001b[39m torch\u001b[38;5;241m.\u001b[39mrandn(\u001b[38;5;241m2\u001b[39m, \u001b[38;5;241m96\u001b[39m, \u001b[38;5;241m2\u001b[39m)\u001b[38;5;241m.\u001b[39mto(\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mcuda\u001b[39m\u001b[38;5;124m\"\u001b[39m)\n\u001b[0;32m---> 13\u001b[0m \u001b[43mmodel\u001b[49m\u001b[43m(\u001b[49m\u001b[43minputs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mtimes\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mfeatures\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241m.\u001b[39mshape\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/backbones.py:164\u001b[0m, in \u001b[0;36mBackboneModel.forward\u001b[0;34m(self, input, t, features)\u001b[0m\n\u001b[1;32m 162\u001b[0m skips \u001b[38;5;241m=\u001b[39m []\n\u001b[1;32m 163\u001b[0m \u001b[38;5;28;01mfor\u001b[39;00m layer \u001b[38;5;129;01min\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mresidual_blocks:\n\u001b[0;32m--> 164\u001b[0m x, skip \u001b[38;5;241m=\u001b[39m \u001b[43mlayer\u001b[49m\u001b[43m(\u001b[49m\u001b[43mx\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mt\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mfeatures\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 165\u001b[0m skips\u001b[38;5;241m.\u001b[39mappend(skip)\n\u001b[1;32m 167\u001b[0m skip \u001b[38;5;241m=\u001b[39m torch\u001b[38;5;241m.\u001b[39mstack(skips)\u001b[38;5;241m.\u001b[39msum(\u001b[38;5;241m0\u001b[39m)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/backbones.py:96\u001b[0m, in \u001b[0;36mS4Block.forward\u001b[0;34m(self, x, t, features)\u001b[0m\n\u001b[1;32m 94\u001b[0m t \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mtime_linear(t)[:, \u001b[38;5;28;01mNone\u001b[39;00m, :]\u001b[38;5;241m.\u001b[39mrepeat(\u001b[38;5;241m1\u001b[39m, x\u001b[38;5;241m.\u001b[39mshape[\u001b[38;5;241m2\u001b[39m], \u001b[38;5;241m1\u001b[39m)\n\u001b[1;32m 95\u001b[0m t \u001b[38;5;241m=\u001b[39m t\u001b[38;5;241m.\u001b[39mtranspose(\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m, \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m2\u001b[39m)\n\u001b[0;32m---> 96\u001b[0m out, _ \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43ms4block\u001b[49m\u001b[43m(\u001b[49m\u001b[43mx\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m+\u001b[39;49m\u001b[43m \u001b[49m\u001b[43mt\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 97\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m features \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m:\n\u001b[1;32m 98\u001b[0m out \u001b[38;5;241m=\u001b[39m out \u001b[38;5;241m+\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mfeature_encoder(features)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/backbones.py:56\u001b[0m, in \u001b[0;36mS4Layer.forward\u001b[0;34m(self, x)\u001b[0m\n\u001b[1;32m 54\u001b[0m z \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mnorm(z\u001b[38;5;241m.\u001b[39mtranspose(\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m, \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m2\u001b[39m))\u001b[38;5;241m.\u001b[39mtranspose(\u001b[38;5;241m-\u001b[39m\u001b[38;5;241m1\u001b[39m, \u001b[38;5;241m-\u001b[39m\u001b[38;5;241m2\u001b[39m)\n\u001b[1;32m 55\u001b[0m \u001b[38;5;66;03m# Apply layer: we ignore the state input and output for training\u001b[39;00m\n\u001b[0;32m---> 56\u001b[0m z, _ \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mlayer\u001b[49m\u001b[43m(\u001b[49m\u001b[43mz\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 57\u001b[0m \u001b[38;5;66;03m# Dropout on the output of the layer\u001b[39;00m\n\u001b[1;32m 58\u001b[0m z \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mdropout(z)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:1761\u001b[0m, in \u001b[0;36mS4.forward\u001b[0;34m(self, u, state, rate, lengths, **kwargs)\u001b[0m\n\u001b[1;32m 1759\u001b[0m \u001b[38;5;66;03m# Compute SS Kernel\u001b[39;00m\n\u001b[1;32m 1760\u001b[0m L_kernel \u001b[38;5;241m=\u001b[39m L \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mL \u001b[38;5;129;01mis\u001b[39;00m \u001b[38;5;28;01mNone\u001b[39;00m \u001b[38;5;28;01melse\u001b[39;00m \u001b[38;5;28mmin\u001b[39m(L, \u001b[38;5;28mround\u001b[39m(\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mL \u001b[38;5;241m/\u001b[39m rate))\n\u001b[0;32m-> 1761\u001b[0m k, k_state \u001b[38;5;241m=\u001b[39m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mkernel\u001b[49m\u001b[43m(\u001b[49m\n\u001b[1;32m 1762\u001b[0m \u001b[43m \u001b[49m\u001b[43mL\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mL_kernel\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mrate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mrate\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mstate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mstate\u001b[49m\n\u001b[1;32m 1763\u001b[0m \u001b[43m\u001b[49m\u001b[43m)\u001b[49m \u001b[38;5;66;03m# (C H L) (B C H L)\u001b[39;00m\n\u001b[1;32m 1765\u001b[0m \u001b[38;5;66;03m# Convolution\u001b[39;00m\n\u001b[1;32m 1766\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mbidirectional:\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:1549\u001b[0m, in \u001b[0;36mSSKernel.forward\u001b[0;34m(self, state, L, rate)\u001b[0m\n\u001b[1;32m 1548\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mforward\u001b[39m(\u001b[38;5;28mself\u001b[39m, state\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, L\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mNone\u001b[39;00m, rate\u001b[38;5;241m=\u001b[39m\u001b[38;5;241m1.0\u001b[39m):\n\u001b[0;32m-> 1549\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43mself\u001b[39;49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mkernel\u001b[49m\u001b[43m(\u001b[49m\u001b[43mstate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mstate\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mL\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mL\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mrate\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[43mrate\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/nn/modules/module.py:1501\u001b[0m, in \u001b[0;36mModule._call_impl\u001b[0;34m(self, *args, **kwargs)\u001b[0m\n\u001b[1;32m 1496\u001b[0m \u001b[38;5;66;03m# If we don't have any hooks, we want to skip the rest of the logic in\u001b[39;00m\n\u001b[1;32m 1497\u001b[0m \u001b[38;5;66;03m# this function, and just call forward.\u001b[39;00m\n\u001b[1;32m 1498\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m (\u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39m_forward_pre_hooks\n\u001b[1;32m 1499\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_backward_pre_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_backward_hooks\n\u001b[1;32m 1500\u001b[0m \u001b[38;5;129;01mor\u001b[39;00m _global_forward_hooks \u001b[38;5;129;01mor\u001b[39;00m _global_forward_pre_hooks):\n\u001b[0;32m-> 1501\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mforward_call\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 1502\u001b[0m \u001b[38;5;66;03m# Do not call functions when jit is used\u001b[39;00m\n\u001b[1;32m 1503\u001b[0m full_backward_hooks, non_full_backward_hooks \u001b[38;5;241m=\u001b[39m [], []\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:925\u001b[0m, in \u001b[0;36mSSKernelNPLR.forward\u001b[0;34m(self, state, rate, L)\u001b[0m\n\u001b[1;32m 923\u001b[0m r \u001b[38;5;241m=\u001b[39m cauchy_mult(v, z, w, symmetric\u001b[38;5;241m=\u001b[39m\u001b[38;5;28;01mTrue\u001b[39;00m)\n\u001b[1;32m 924\u001b[0m \u001b[38;5;28;01melif\u001b[39;00m has_pykeops:\n\u001b[0;32m--> 925\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[43mcauchy_conj\u001b[49m\u001b[43m(\u001b[49m\u001b[43mv\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mz\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mw\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 926\u001b[0m \u001b[38;5;28;01melse\u001b[39;00m:\n\u001b[1;32m 927\u001b[0m r \u001b[38;5;241m=\u001b[39m cauchy_naive(v, z, w)\n",
"File \u001b[0;32m/workspaces/Thesis/src/notebooks/../../src/models/tsdiff_s4/s4.py:89\u001b[0m, in \u001b[0;36mcauchy_conj\u001b[0;34m(v, z, w)\u001b[0m\n\u001b[1;32m 86\u001b[0m z \u001b[38;5;241m=\u001b[39m _c2r(z)\n\u001b[1;32m 87\u001b[0m w \u001b[38;5;241m=\u001b[39m _c2r(w)\n\u001b[0;32m---> 89\u001b[0m r \u001b[38;5;241m=\u001b[39m \u001b[38;5;241m2\u001b[39m \u001b[38;5;241m*\u001b[39m \u001b[43mcauchy_mult\u001b[49m\u001b[43m(\u001b[49m\u001b[43mv\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mz\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mw\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[43mbackend\u001b[49m\u001b[38;5;241;43m=\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mGPU\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m)\u001b[49m\n\u001b[1;32m 90\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m _r2c(r)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:688\u001b[0m, in \u001b[0;36mGenred.__call__\u001b[0;34m(self, backend, device_id, ranges, out, *args)\u001b[0m\n\u001b[1;32m 686\u001b[0m params\u001b[38;5;241m.\u001b[39mny \u001b[38;5;241m=\u001b[39m ny\n\u001b[1;32m 687\u001b[0m params\u001b[38;5;241m.\u001b[39mout \u001b[38;5;241m=\u001b[39m out\n\u001b[0;32m--> 688\u001b[0m out \u001b[38;5;241m=\u001b[39m \u001b[43mGenredAutograd_fun\u001b[49m\u001b[43m(\u001b[49m\u001b[43mparams\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m)\u001b[49m\n\u001b[1;32m 690\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m postprocess(out, \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtorch\u001b[39m\u001b[38;5;124m\"\u001b[39m, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mreduction_op, nout, \u001b[38;5;28mself\u001b[39m\u001b[38;5;241m.\u001b[39mopt_arg, dtype)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:384\u001b[0m, in \u001b[0;36mGenredAutograd_fun\u001b[0;34m(*inputs)\u001b[0m\n\u001b[1;32m 383\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mGenredAutograd_fun\u001b[39m(\u001b[38;5;241m*\u001b[39minputs):\n\u001b[0;32m--> 384\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mGenredAutograd\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mapply\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43minputs\u001b[49m\u001b[43m)\u001b[49m[\u001b[38;5;241m0\u001b[39m]\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/torch/autograd/function.py:506\u001b[0m, in \u001b[0;36mFunction.apply\u001b[0;34m(cls, *args, **kwargs)\u001b[0m\n\u001b[1;32m 503\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;129;01mnot\u001b[39;00m torch\u001b[38;5;241m.\u001b[39m_C\u001b[38;5;241m.\u001b[39m_are_functorch_transforms_active():\n\u001b[1;32m 504\u001b[0m \u001b[38;5;66;03m# See NOTE: [functorch vjp and autograd interaction]\u001b[39;00m\n\u001b[1;32m 505\u001b[0m args \u001b[38;5;241m=\u001b[39m _functorch\u001b[38;5;241m.\u001b[39mutils\u001b[38;5;241m.\u001b[39munwrap_dead_wrappers(args)\n\u001b[0;32m--> 506\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[38;5;28;43msuper\u001b[39;49m\u001b[43m(\u001b[49m\u001b[43m)\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43mapply\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43margs\u001b[49m\u001b[43m,\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43mkwargs\u001b[49m\u001b[43m)\u001b[49m \u001b[38;5;66;03m# type: ignore[misc]\u001b[39;00m\n\u001b[1;32m 508\u001b[0m \u001b[38;5;28;01mif\u001b[39;00m \u001b[38;5;28mcls\u001b[39m\u001b[38;5;241m.\u001b[39msetup_context \u001b[38;5;241m==\u001b[39m _SingleLevelFunction\u001b[38;5;241m.\u001b[39msetup_context:\n\u001b[1;32m 509\u001b[0m \u001b[38;5;28;01mraise\u001b[39;00m \u001b[38;5;167;01mRuntimeError\u001b[39;00m(\n\u001b[1;32m 510\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mIn order to use an autograd.Function with functorch transforms \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 511\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124m(vmap, grad, jvp, jacrev, ...), it must override the setup_context \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 512\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mstaticmethod. For more details, please see \u001b[39m\u001b[38;5;124m'\u001b[39m\n\u001b[1;32m 513\u001b[0m \u001b[38;5;124m'\u001b[39m\u001b[38;5;124mhttps://pytorch.org/docs/master/notes/extending.func.html\u001b[39m\u001b[38;5;124m'\u001b[39m)\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:295\u001b[0m, in \u001b[0;36mGenredAutograd.forward\u001b[0;34m(*inputs)\u001b[0m\n\u001b[1;32m 293\u001b[0m \u001b[38;5;129m@staticmethod\u001b[39m\n\u001b[1;32m 294\u001b[0m \u001b[38;5;28;01mdef\u001b[39;00m \u001b[38;5;21mforward\u001b[39m(\u001b[38;5;241m*\u001b[39minputs):\n\u001b[0;32m--> 295\u001b[0m \u001b[38;5;28;01mreturn\u001b[39;00m \u001b[43mGenredAutograd_base\u001b[49m\u001b[38;5;241;43m.\u001b[39;49m\u001b[43m_forward\u001b[49m\u001b[43m(\u001b[49m\u001b[38;5;241;43m*\u001b[39;49m\u001b[43minputs\u001b[49m\u001b[43m)\u001b[49m\n",
"File \u001b[0;32m/opt/conda/lib/python3.10/site-packages/pykeops/torch/generic/generic_red.py:91\u001b[0m, in \u001b[0;36mGenredAutograd_base._forward\u001b[0;34m(params, *args)\u001b[0m\n\u001b[1;32m 85\u001b[0m device_id, device_args \u001b[38;5;241m=\u001b[39m set_device(\n\u001b[1;32m 86\u001b[0m tagCPUGPU, tagHostDevice, params\u001b[38;5;241m.\u001b[39mdevice_id_request, \u001b[38;5;241m*\u001b[39margs\n\u001b[1;32m 87\u001b[0m )\n\u001b[1;32m 89\u001b[0m \u001b[38;5;28;01mfrom\u001b[39;00m \u001b[38;5;21;01mpykeops\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mcommon\u001b[39;00m\u001b[38;5;21;01m.\u001b[39;00m\u001b[38;5;21;01mkeops_io\u001b[39;00m \u001b[38;5;28;01mimport\u001b[39;00m keops_binder\n\u001b[0;32m---> 91\u001b[0m myconv \u001b[38;5;241m=\u001b[39m \u001b[43mkeops_binder\u001b[49m\u001b[43m[\u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mnvrtc\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01mif\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[43mtagCPUGPU\u001b[49m\u001b[43m \u001b[49m\u001b[38;5;28;43;01melse\u001b[39;49;00m\u001b[43m \u001b[49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[38;5;124;43mcpp\u001b[39;49m\u001b[38;5;124;43m\"\u001b[39;49m\u001b[43m]\u001b[49m(\n\u001b[1;32m 92\u001b[0m tagCPUGPU,\n\u001b[1;32m 93\u001b[0m tag1D2D,\n\u001b[1;32m 94\u001b[0m tagHostDevice,\n\u001b[1;32m 95\u001b[0m use_ranges,\n\u001b[1;32m 96\u001b[0m device_id,\n\u001b[1;32m 97\u001b[0m params\u001b[38;5;241m.\u001b[39mformula,\n\u001b[1;32m 98\u001b[0m params\u001b[38;5;241m.\u001b[39maliases,\n\u001b[1;32m 99\u001b[0m \u001b[38;5;28mlen\u001b[39m(args),\n\u001b[1;32m 100\u001b[0m params\u001b[38;5;241m.\u001b[39mdtype,\n\u001b[1;32m 101\u001b[0m \u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mtorch\u001b[39m\u001b[38;5;124m\"\u001b[39m,\n\u001b[1;32m 102\u001b[0m params\u001b[38;5;241m.\u001b[39moptional_flags,\n\u001b[1;32m 103\u001b[0m )\u001b[38;5;241m.\u001b[39mimport_module()\n\u001b[1;32m 105\u001b[0m \u001b[38;5;66;03m# N.B.: KeOps C++ expects contiguous data arrays\u001b[39;00m\n\u001b[1;32m 106\u001b[0m test_contig \u001b[38;5;241m=\u001b[39m \u001b[38;5;28mall\u001b[39m(arg\u001b[38;5;241m.\u001b[39mis_contiguous() \u001b[38;5;28;01mfor\u001b[39;00m arg \u001b[38;5;129;01min\u001b[39;00m args)\n",
"\u001b[0;31mKeyError\u001b[0m: 'nvrtc'"
]
}
],
"source": [
"# inputDim = data_processor.get_input_size()\n",
"learningRate = 0.0001\n",
"epochs=150\n",
"\n",
"#### Model ####\n",
"model = BackboneModel(1, 512, output_dim=1, step_emb=64, num_residual_blocks=4, num_features=2)\n",
"model.to(\"cuda\")\n",
"\n",
"inputs = torch.randn(2, 96, 1).to(\"cuda\")\n",
"times = torch.tensor([0]*2).to(\"cuda\")\n",
"features = torch.randn(2, 96, 2).to(\"cuda\")\n",
"\n",
"model(inputs, times, features).shape\n",
"\n",
"#### Trainer ####\n",
"# trainer = DiffusionTrainer(model, data_processor, \"cuda\")\n",
"# trainer.train(epochs, learningRate, None)"
]
},
{
"cell_type": "code",
"execution_count": null,

View File

@@ -1197,7 +1197,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.11"
"version": "3.10.8"
}
},
"nbformat": 4,

View File

@@ -8,7 +8,8 @@ import pandas as pd
import datetime
from tqdm import tqdm
from src.utils.imbalance_price_calculator import ImbalancePriceCalculator
import time
import seaborn as sns
import matplotlib.pyplot as plt
import plotly.express as px
### import functions ###
@@ -16,7 +17,7 @@ from src.trainers.quantile_trainer import auto_regressive as quantile_auto_regre
from src.trainers.diffusion_trainer import sample_diffusion
from src.utils.clearml import ClearMLHelper
# argparse to parse task id and model type
### Arguments ###
parser = argparse.ArgumentParser()
parser.add_argument('--task_id', type=str, default=None)
parser.add_argument('--model_type', type=str, default=None)
@@ -27,6 +28,7 @@ assert args.task_id is not None, "Please specify task id"
assert args.model_type is not None, "Please specify model type"
assert args.model_name is not None, "Please specify model name"
### Baseline Policy ###
battery = Battery(2, 1)
baseline_policy = BaselinePolicy(battery, data_path="")
@@ -124,6 +126,9 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
predicted_nrv_profits_cycles = {i: [0, 0] for i in penalties}
baseline_profits_cycles = {i: [0, 0] for i in penalties}
_charge_thresholds = {}
_discharge_thresholds = {}
initial, nrvs, target = predict_NRV(model, date, data_processor, test_loader)
initial = np.repeat(initial, nrvs.shape[0])
@@ -139,6 +144,10 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
for penalty in penalties:
found_charge_thresholds, found_discharge_thresholds = baseline_policy.get_optimal_thresholds(reconstructed_imbalance_prices, charge_thresholds, discharge_thresholds, penalty)
_charge_thresholds[penalty] = found_charge_thresholds
_discharge_thresholds[penalty] = found_discharge_thresholds
next_day_charge_threshold = found_charge_thresholds.mean(axis=0)
next_day_discharge_threshold = found_discharge_thresholds.mean(axis=0)
yesterday_charge_thresholds, yesterday_discharge_thresholds = baseline_policy.get_optimal_thresholds(yesterday_imbalance_prices, charge_thresholds, discharge_thresholds, penalty)
@@ -153,23 +162,26 @@ def get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc,
baseline_profits_cycles[penalty][0] += yesterday_profit.item()
baseline_profits_cycles[penalty][1] += yesterday_charge_cycles.item()
return predicted_nrv_profits_cycles, baseline_profits_cycles
return predicted_nrv_profits_cycles, baseline_profits_cycles, _charge_thresholds, _discharge_thresholds
def next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV: callable):
penalties = [0, 10, 50, 150, 300, 500, 600, 800, 1000, 1500, 2000, 2500]
penalties = [0, 50, 250, 500, 1000, 1500]
predicted_nrv_profits_cycles = {i: [0, 0] for i in penalties}
baseline_profits_cycles = {i: [0, 0] for i in penalties}
# get all dates in test set
dates = baseline_policy.test_data["DateTime"].dt.date.unique()
charge_thresholds = {}
discharge_thresholds = {}
# dates back to datetime
dates = baseline_policy.test_data["DateTime"].dt.date.unique()
dates = pd.to_datetime(dates)
for date in tqdm(dates):
try:
new_predicted_nrv_profits_cycles, new_baseline_profits_cycles = get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc, predict_NRV, penalties)
new_predicted_nrv_profits_cycles, new_baseline_profits_cycles, new_charge_thresholds, new_discharge_thresholds = get_next_day_profits_for_date(model, data_processor, test_loader, date, ipc, predict_NRV, penalties)
charge_thresholds[date] = new_charge_thresholds
discharge_thresholds[date] = new_discharge_thresholds
for penalty in penalties:
predicted_nrv_profits_cycles[penalty][0] += new_predicted_nrv_profits_cycles[penalty][0]
predicted_nrv_profits_cycles[penalty][1] += new_predicted_nrv_profits_cycles[penalty][1]
@@ -178,16 +190,15 @@ def next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV: call
baseline_profits_cycles[penalty][1] += new_baseline_profits_cycles[penalty][1]
except Exception as e:
# print(f"Error for date {date}")
continue
print(f"Error for date {date}")
return predicted_nrv_profits_cycles, baseline_profits_cycles
return predicted_nrv_profits_cycles, baseline_profits_cycles, charge_thresholds, discharge_thresholds
def main():
clearml_helper = ClearMLHelper(project_name="Thesis/NrvForecast")
task = clearml_helper.get_task(task_name="Policy Test")
task.execute_remotely(queue_name="default", exit_process=True)
# task.execute_remotely(queue_name="default", exit_process=True)
configuration, model, data_processor, test_loader = load_model(args.task_id)
@@ -205,7 +216,92 @@ def main():
ipc = ImbalancePriceCalculator(data_path="")
predicted_nrv_profits_cycles, baseline_profits_cycles = next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV)
predicted_nrv_profits_cycles, baseline_profits_cycles, charge_thresholds, discharge_thresholds = next_day_test_set(model, data_processor, test_loader, ipc, predict_NRV)
# the charge_thresholds is a dictionary with date as key. The values of the dictionary is another dictionary with keys as penalties and values as the charge thresholds
# create density plot that shows a density plot of the charge thresholds for each penalty (use seaborn displot) (One plot with a different color for each penalty)
charge_thresholds_for_penalty = {}
for d in charge_thresholds.values():
for penalty, thresholds in d.items():
if penalty not in charge_thresholds_for_penalty:
charge_thresholds_for_penalty[penalty] = []
charge_thresholds_for_penalty[penalty].extend(thresholds)
discharge_thresholds_for_penalty = {}
for d in discharge_thresholds.values():
for penalty, thresholds in d.items():
if penalty not in discharge_thresholds_for_penalty:
discharge_thresholds_for_penalty[penalty] = []
discharge_thresholds_for_penalty[penalty].extend(thresholds)
def plot_threshold_distribution(thresholds: dict, title: str):
data_to_plot = []
for penalty, values in thresholds.items():
for value in values:
data_to_plot.append({'Penalty': penalty, 'Value': value.item()})
df = pd.DataFrame(data_to_plot)
palette = sns.color_palette("bright", len(thresholds.keys()))
fig = sns.displot(data=df, x="Value", hue="Penalty", kind="kde", palette=palette)
plt.title('Density of Charge Thresholds by Penalty')
plt.xlabel('Charge Threshold')
plt.ylabel('Density')
plt.legend(title='Penalty')
task.get_logger().report_matplotlib_figure(
"Policy Results",
title,
iteration=0,
figure=fig
)
plt.close()
### Plot charge thresholds distribution ###
plot_threshold_distribution(charge_thresholds_for_penalty, "Charge Thresholds")
### Plot discharge thresholds distribution ###
plot_threshold_distribution(discharge_thresholds_for_penalty, "Discharge Thresholds")
def plot_thresholds_per_day(thresholds: dict, title: str):
# plot mean charge threshold per day (per penalty (other color))
data_to_plot = []
for date, values in thresholds.items():
for penalty, value in values.items():
mean_val = value.mean().item()
std_val = value.std().item() # Calculate standard deviation
data_to_plot.append({'Date': date, 'Penalty': penalty, 'Mean': mean_val, 'StdDev': std_val})
print(f"Date: {date}, Penalty: {penalty}, Mean: {mean_val}, StdDev: {std_val}")
df = pd.DataFrame(data_to_plot)
df["Date"] = pd.to_datetime(df["Date"])
fig = px.line(
df,
x="Date",
y="Mean",
color="Penalty",
title=title,
labels={"Mean": "Threshold", "Date": "Date"},
markers=True, # Adds markers to the lines
hover_data=["Penalty"], # Adds additional hover information
)
fig.update_layout(
width=1000, # Set the width of the figure
height=600, # Set the height of the figure
title_x=0.5, # Center the title horizontally
)
task.get_logger().report_plotly(
"Thresholds per Day",
title,
iteration=0,
figure=fig
)
### Plot mean charge thresholds per day ###
plot_thresholds_per_day(charge_thresholds, "Mean Charge Thresholds per Day")
### Plot mean discharge thresholds per day ###
plot_thresholds_per_day(discharge_thresholds, "Mean Discharge Thresholds per Day")
# create dataframe with columns "name", "penalty", "profit", "cycles"
df = pd.DataFrame(columns=["name", "penalty", "profit", "cycles"])

View File

@@ -33,67 +33,29 @@ class AutoRegressiveTrainer(Trainer):
self.model.output_size = 1
def debug_plots(self, task, train: bool, data_loader, sample_indices, epoch):
num_samples = len(sample_indices)
rows = num_samples # One row per sample since we only want one column
# check if self has get_plot_error
if hasattr(self, "get_plot_error"):
cols = 2
print("Using get_plot_error")
else:
cols = 1
print("Using get_plot")
fig = make_subplots(
rows=rows,
cols=cols,
subplot_titles=[f"Sample {i+1}" for i in range(num_samples)],
)
for i, idx in enumerate(sample_indices):
auto_regressive_output = self.auto_regressive(data_loader.dataset, [idx])
for actual_idx, idx in sample_indices.items():
auto_regressive_output = self.auto_regressive(data_loader.dataset, [idx]*1000)
if len(auto_regressive_output) == 3:
initial, predictions, target = auto_regressive_output
else:
initial, predictions, _, target = auto_regressive_output
initial, _, predictions, target = auto_regressive_output
initial = initial.squeeze(0)
predictions = predictions.squeeze(0)
target = target.squeeze(0)
# keep one initial
initial = initial[0]
target = target[0]
sub_fig = self.get_plot(initial, target, predictions, show_legend=(i == 0))
predictions = predictions
row = i + 1
col = 1
fig = self.get_plot(initial, target, predictions, show_legend=(0 == 0))
for trace in sub_fig.data:
fig.add_trace(trace, row=row, col=col)
if cols == 2:
error_sub_fig = self.get_plot_error(
target, predictions
)
for trace in error_sub_fig.data:
fig.add_trace(trace, row=row, col=col + 1)
loss = self.criterion(
predictions.to(self.device), target.to(self.device)
).item()
fig["layout"]["annotations"][i].update(
text=f"{self.criterion.__class__.__name__}: {loss:.6f}"
task.get_logger().report_matplotlib_figure(
title="Training" if train else "Testing",
series=f'Sample {actual_idx}',
iteration=epoch,
figure=fig,
)
# y axis same for all plots
# fig.update_yaxes(range=[-1, 1], col=1)
fig.update_layout(height=1000 * rows)
task.get_logger().report_plotly(
title=f"{'Training' if train else 'Test'} Samples",
series="full_day",
iteration=epoch,
figure=fig,
)
def auto_regressive(self, data_loader, idx, sequence_length: int = 96):
self.model.eval()

View File

@@ -19,7 +19,11 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
alpha = 1. - beta
alpha_hat = torch.cumprod(alpha, dim=0)
inputs = inputs.repeat(n, 1).to(device)
if len(inputs.shape) == 2:
inputs = inputs.repeat(n, 1)
elif len(inputs.shape) == 3:
inputs = inputs.repeat(n, 1, 1)
model.eval()
with torch.no_grad():
x = torch.randn(inputs.shape[0], ts_length).to(device)
@@ -36,17 +40,17 @@ def sample_diffusion(model: DiffusionModel, n: int, inputs: torch.tensor, noise_
noise = torch.zeros_like(x)
x = 1/torch.sqrt(_alpha) * (x-((1-_alpha) / (torch.sqrt(1 - _alpha_hat))) * predicted_noise) + torch.sqrt(_beta) * noise
x = torch.clamp(x, -1.0, 1.0)
return x
class DiffusionTrainer:
def __init__(self, model: nn.Module, data_processor: DataProcessor, device: torch.device):
self.model = model
self.device = device
self.noise_steps = 1000
self.beta_start = 1e-4
self.noise_steps = 30
self.beta_start = 0.0001
self.beta_end = 0.02
self.ts_length = 96
@@ -92,7 +96,16 @@ class DiffusionTrainer:
else:
loader = test_loader
indices = np.random.randint(0, len(loader.dataset) - 1, size=num_samples)
# set seed
np.random.seed(42)
actual_indices = np.random.choice(loader.dataset.full_day_valid_indices, num_samples, replace=False)
indices = {}
for i in actual_indices:
indices[i] = loader.dataset.valid_indices.index(i)
print(actual_indices)
return indices
def init_clearml_task(self, task):
@@ -101,8 +114,12 @@ class DiffusionTrainer:
input_data = torch.randn(1024, 96).to(self.device)
time_steps = torch.randn(1024).long().to(self.device)
other_input_data = torch.randn(1024, self.model.other_inputs_dim).to(self.device)
if self.data_processor.lstm:
inputDim = self.data_processor.get_input_size()
other_input_data = torch.randn(1024, inputDim[1], self.model.other_inputs_dim).to(self.device)
else:
other_input_data = torch.randn(1024, self.model.other_inputs_dim).to(self.device)
task.set_configuration_object("model", str(summary(self.model, input_data=[input_data, time_steps, other_input_data])))
self.data_processor = task.connect(self.data_processor, name="data_processor")
@@ -120,8 +137,8 @@ class DiffusionTrainer:
predict_sequence_length=self.ts_length
)
train_sample_indices = self.random_samples(train=True, num_samples=10)
test_sample_indices = self.random_samples(train=False, num_samples=10)
train_sample_indices = self.random_samples(train=True, num_samples=5)
test_sample_indices = self.random_samples(train=False, num_samples=5)
for epoch in range(epochs):
running_loss = 0.0
@@ -132,8 +149,6 @@ class DiffusionTrainer:
t = self.sample_timesteps(time_series.shape[0]).to(self.device)
x_t, noise = self.noise_time_series(time_series, t)
x_t = x_t.unsqueeze(-1)
print(x_t.shape, t.shape, base_pattern.shape)
predicted_noise = self.model(x_t, t, base_pattern)
loss = criterion(predicted_noise, noise)
@@ -145,7 +160,7 @@ class DiffusionTrainer:
running_loss /= len(train_loader.dataset)
if epoch % 20 == 0 and epoch != 0:
if epoch % 40 == 0 and epoch != 0:
self.test(test_loader, epoch, task)
if task:
@@ -156,7 +171,7 @@ class DiffusionTrainer:
value=loss.item(),
)
if epoch % 100 == 0 and epoch != 0:
if epoch % 150 == 0 and epoch != 0:
self.debug_plots(task, True, train_loader, train_sample_indices, epoch)
self.debug_plots(task, False, test_loader, test_sample_indices, epoch)
@@ -165,26 +180,30 @@ class DiffusionTrainer:
def debug_plots(self, task, training: bool, data_loader, sample_indices, epoch):
for i, idx in enumerate(sample_indices):
for actual_idx, idx in sample_indices.items():
features, target, _ = data_loader.dataset[idx]
features = features.to(self.device)
features = features.unsqueeze(0)
self.model.eval()
with torch.no_grad():
samples = self.sample(self.model, 100, features).cpu().numpy()
samples = self.data_processor.inverse_transform(samples)
target = self.data_processor.inverse_transform(target)
ci_99_upper = np.quantile(samples, 0.99, axis=0)
ci_99_lower = np.quantile(samples, 0.01, axis=0)
ci_99_upper = np.quantile(samples, 0.995, axis=0)
ci_99_lower = np.quantile(samples, 0.005, axis=0)
ci_95_upper = np.quantile(samples, 0.95, axis=0)
ci_95_lower = np.quantile(samples, 0.05, axis=0)
ci_95_upper = np.quantile(samples, 0.975, axis=0)
ci_95_lower = np.quantile(samples, 0.025, axis=0)
ci_90_upper = np.quantile(samples, 0.9, axis=0)
ci_90_lower = np.quantile(samples, 0.1, axis=0)
ci_90_upper = np.quantile(samples, 0.95, axis=0)
ci_90_lower = np.quantile(samples, 0.05, axis=0)
ci_50_lower = np.quantile(samples, 0.25, axis=0)
ci_50_upper = np.quantile(samples, 0.75, axis=0)
ci_50_upper = np.quantile(samples, 0.5, axis=0)
ci_50_lower = np.quantile(samples, 0.5, axis=0)
sns.set_theme()
time_steps = np.arange(0, 96)
@@ -210,7 +229,7 @@ class DiffusionTrainer:
task.get_logger().report_matplotlib_figure(
title="Training" if training else "Testing",
series=f'Sample {i}',
series=f'Sample {actual_idx}',
iteration=epoch,
figure=fig,
)
@@ -224,7 +243,7 @@ class DiffusionTrainer:
number_of_samples = 100
sample = self.sample(self.model, number_of_samples, inputs)
# reduce samples from (batch_size*number_of_samples, time_steps) to (batch_size, number_of_samples, time_steps)
samples_batched = sample.reshape(inputs.shape[0], number_of_samples, 96)

View File

@@ -10,7 +10,9 @@ import plotly.graph_objects as go
import numpy as np
import matplotlib.pyplot as plt
from scipy.interpolate import CubicSpline
import matplotlib.pyplot as plt
import seaborn as sns
import matplotlib.patches as mpatches
def sample_from_dist(quantiles, preds):
if isinstance(preds, torch.Tensor):
@@ -261,35 +263,35 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
name="test_CRPS_from_samples_transformed", value=np.mean(crps_from_samples_metric)
)
def get_plot_error(
self,
next_day,
predictions,
):
metric = PinballLoss(quantiles=self.quantiles)
fig = go.Figure()
# def get_plot_error(
# self,
# next_day,
# predictions,
# ):
# metric = PinballLoss(quantiles=self.quantiles)
# fig = go.Figure()
next_day_np = next_day.view(-1).cpu().numpy()
predictions_np = predictions.cpu().numpy()
# next_day_np = next_day.view(-1).cpu().numpy()
# predictions_np = predictions.cpu().numpy()
if True:
next_day_np = self.data_processor.inverse_transform(next_day_np)
predictions_np = self.data_processor.inverse_transform(predictions_np)
# if True:
# next_day_np = self.data_processor.inverse_transform(next_day_np)
# predictions_np = self.data_processor.inverse_transform(predictions_np)
# for each time step, calculate the error using the metric
errors = []
for i in range(96):
# # for each time step, calculate the error using the metric
# errors = []
# for i in range(96):
target_tensor = torch.tensor(next_day_np[i]).unsqueeze(0)
prediction_tensor = torch.tensor(predictions_np[i]).unsqueeze(0)
# target_tensor = torch.tensor(next_day_np[i]).unsqueeze(0)
# prediction_tensor = torch.tensor(predictions_np[i]).unsqueeze(0)
errors.append(metric(prediction_tensor, target_tensor))
# errors.append(metric(prediction_tensor, target_tensor))
# plot the error
fig.add_trace(go.Scatter(x=np.arange(96), y=errors, name=metric.__class__.__name__))
fig.update_layout(title=f"Error of {metric.__class__.__name__} for each time step")
# # plot the error
# fig.add_trace(go.Scatter(x=np.arange(96), y=errors, name=metric.__class__.__name__))
# fig.update_layout(title=f"Error of {metric.__class__.__name__} for each time step")
return fig
# return fig
def get_plot(
@@ -312,26 +314,59 @@ class AutoRegressiveQuantileTrainer(AutoRegressiveTrainer):
next_day_np = self.data_processor.inverse_transform(next_day_np)
predictions_np = self.data_processor.inverse_transform(predictions_np)
ci_99_upper = np.quantile(predictions_np, 0.995, axis=0)
ci_99_lower = np.quantile(predictions_np, 0.005, axis=0)
ci_95_upper = np.quantile(predictions_np, 0.975, axis=0)
ci_95_lower = np.quantile(predictions_np, 0.025, axis=0)
ci_90_upper = np.quantile(predictions_np, 0.95, axis=0)
ci_90_lower = np.quantile(predictions_np, 0.05, axis=0)
ci_50_lower = np.quantile(predictions_np, 0.25, axis=0)
ci_50_upper = np.quantile(predictions_np, 0.75, axis=0)
# Add traces for current and next day
fig.add_trace(go.Scatter(x=np.arange(96), y=current_day_np, name="Current Day"))
fig.add_trace(go.Scatter(x=96 + np.arange(96), y=next_day_np, name="Next Day"))
# fig.add_trace(go.Scatter(x=np.arange(96), y=current_day_np, name="Current Day"))
# fig.add_trace(go.Scatter(x=96 + np.arange(96), y=next_day_np, name="Next Day"))
for i, q in enumerate(self.quantiles):
fig.add_trace(
go.Scatter(
x=96 + np.arange(96),
y=predictions_np[:, i],
name=f"Prediction (Q={q})",
line=dict(dash="dash"),
)
)
# for i, q in enumerate(self.quantiles):
# fig.add_trace(
# go.Scatter(
# x=96 + np.arange(96),
# y=predictions_np[:, i],
# name=f"Prediction (Q={q})",
# line=dict(dash="dash"),
# )
# )
# Update the layout
fig.update_layout(
title="Predictions and Quantiles of the Linear Model",
showlegend=show_legend,
)
# # Update the layout
# fig.update_layout(
# title="Predictions and Quantiles of the Linear Model",
# showlegend=show_legend,
# )
sns.set_theme()
time_steps = np.arange(0, 96)
fig, ax = plt.subplots(figsize=(20, 10))
ax.plot(time_steps, predictions_np.mean(axis=0), label="Mean of NRV samples", linewidth=3)
# ax.fill_between(time_steps, ci_lower, ci_upper, color='b', alpha=0.2, label='Full Interval')
ax.fill_between(time_steps, ci_99_lower, ci_99_upper, color='b', alpha=0.2, label='99% Interval')
ax.fill_between(time_steps, ci_95_lower, ci_95_upper, color='b', alpha=0.2, label='95% Interval')
ax.fill_between(time_steps, ci_90_lower, ci_90_upper, color='b', alpha=0.2, label='90% Interval')
ax.fill_between(time_steps, ci_50_lower, ci_50_upper, color='b', alpha=0.2, label='50% Interval')
ax.plot(next_day_np, label="Real NRV", linewidth=3)
# full_interval_patch = mpatches.Patch(color='b', alpha=0.2, label='Full Interval')
ci_99_patch = mpatches.Patch(color='b', alpha=0.3, label='99% Interval')
ci_95_patch = mpatches.Patch(color='b', alpha=0.4, label='95% Interval')
ci_90_patch = mpatches.Patch(color='b', alpha=0.5, label='90% Interval')
ci_50_patch = mpatches.Patch(color='b', alpha=0.6, label='50% Interval')
ax.legend(handles=[ci_99_patch, ci_95_patch, ci_90_patch, ci_50_patch, ax.lines[0], ax.lines[1]])
return fig
def auto_regressive(self, dataset, idx_batch, sequence_length: int = 96):

View File

@@ -86,7 +86,7 @@ class Trainer:
def random_samples(self, train: bool = True, num_samples: int = 10):
train_loader, test_loader = self.data_processor.get_dataloaders(
predict_sequence_length=self.model.output_size
predict_sequence_length=96
)
if train:
@@ -94,7 +94,14 @@ class Trainer:
else:
loader = test_loader
indices = np.random.randint(0, len(loader.dataset) - 1, size=num_samples)
np.random.seed(42)
actual_indices = np.random.choice(loader.dataset.full_day_valid_indices, num_samples, replace=False)
indices = {}
for i in actual_indices:
indices[i] = loader.dataset.valid_indices.index(i)
print(actual_indices)
return indices
def train(self, epochs: int, remotely: bool = False, task: Task = None):
@@ -107,8 +114,8 @@ class Trainer:
predict_sequence_length=self.model.output_size
)
train_samples = self.random_samples(train=True)
test_samples = self.random_samples(train=False)
train_samples = self.random_samples(train=True, num_samples=5)
test_samples = self.random_samples(train=False, num_samples=5)
self.init_clearml_task(task)

View File

@@ -10,7 +10,7 @@ from torch.nn import MSELoss, L1Loss
from datetime import datetime
import torch.nn as nn
from src.models.time_embedding_layer import TimeEmbedding
from src.models.diffusion_model import SimpleDiffusionModel
from src.models.diffusion_model import GRUDiffusionModel, SimpleDiffusionModel
from src.trainers.diffusion_trainer import DiffusionTrainer
@@ -38,22 +38,24 @@ data_config.NOMINAL_NET_POSITION = True
data_config = task.connect(data_config, name="data_features")
data_processor = DataProcessor(data_config, path="", lstm=False)
data_processor.set_batch_size(8192)
data_processor.set_batch_size(64)
data_processor.set_full_day_skip(True)
inputDim = data_processor.get_input_size()
print("Input dim: ", inputDim)
model_parameters = {
"epochs": 5000,
"learning_rate": 0.0001,
"hidden_sizes": [512, 512, 512],
"time_dim": 64,
"hidden_sizes": [128, 128],
"time_dim": 8,
}
model_parameters = task.connect(model_parameters, name="model_parameters")
#### Model ####
model = SimpleDiffusionModel(96, model_parameters["hidden_sizes"], other_inputs_dim=inputDim[1], time_dim=model_parameters["time_dim"])
# model = GRUDiffusionModel(96, model_parameters["hidden_sizes"], other_inputs_dim=inputDim[2], time_dim=model_parameters["time_dim"], gru_hidden_size=128)
print("Starting training ...")

View File

@@ -10,6 +10,6 @@ class ClearMLHelper:
Task.ignore_requirements("torchvision")
Task.ignore_requirements("tensorboard")
task = Task.init(project_name=self.project_name, task_name=task_name, continue_last_task=False)
task.set_base_docker(f"docker.io/clearml/pytorch-cuda-gcc:2.0.0-cuda11.7-cudnn8-runtime --env GIT_SSL_NO_VERIFY=true --env CLEARML_AGENT_GIT_USER=VictorMylle --env CLEARML_AGENT_GIT_PASS=Voetballer1" )
task.set_base_docker(f"docker.io/clearml/pytorch-cuda-gcc:2.0.0-cuda11.7-cudnn8-runtime")
task.set_packages("requirements.txt")
return task

View File

@@ -1,2 +0,0 @@
import pykeops
pykeops.test_numpy_bindings()