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6.26 kB
| """Fit the paper's six station-wise model configurations.""" | |
| import json | |
| import os | |
| import sys | |
| from pathlib import Path | |
| import numpy as np | |
| import torch | |
| import yaml | |
| from torch.nn.parallel import DistributedDataParallel | |
| from torch.utils.data import DataLoader, Dataset, DistributedSampler | |
| ROOT = Path(__file__).resolve().parents[1] | |
| sys.path.insert(0, str(ROOT)) | |
| from model.globalsurgeml import GlobalSurgeML | |
| CONFIGURATIONS = { | |
| "LR-RS": ("rs_daily", "linear"), | |
| "LR-RS-lag": ("rs_lagged", "linear"), | |
| "RF-RS-lag": ("rs_lagged", "random_forest"), | |
| "LR-AR": ("ar_daily", "linear"), | |
| "LR-AR-lag": ("ar_lagged", "linear"), | |
| "RF-AR-lag": ("ar_lagged", "random_forest"), | |
| } | |
| class SurgeDataset(Dataset): | |
| def __init__(self, path, config): | |
| self.data = np.load(path) | |
| expected = config["data"] | |
| if str(self.data["format_version"]) != expected["format_version"]: | |
| raise ValueError("incompatible storm-surge data format") | |
| dimensions = {"rs_daily": expected["rs_daily_features"], "rs_lagged": expected["rs_lagged_features"], | |
| "ar_daily": expected["ar_daily_features"], "ar_lagged": expected["ar_lagged_features"]} | |
| for key, width in dimensions.items(): | |
| if self.data[key].shape[1:] != (int(width),): | |
| raise ValueError(f"{key} must have shape [N,{width}]") | |
| if self.data["targets_m"].shape[1:] != (1,): | |
| raise ValueError("targets_m must have shape [N,1]") | |
| def __len__(self): | |
| return len(self.data["targets_m"]) | |
| def __getitem__(self, index): | |
| return {key: torch.from_numpy(self.data[key][index]).float() for key in | |
| ("rs_daily", "rs_lagged", "ar_daily", "ar_lagged", "targets_m")} | |
| def device_from_config(config, rank=0): | |
| requested = config["runtime"]["device"] | |
| if requested == "auto": | |
| return torch.device("cuda", rank) if torch.cuda.is_available() else torch.device("cpu") | |
| return torch.device(requested) | |
| def main(): | |
| config = yaml.safe_load((ROOT / "conf/config.yaml").read_text()) | |
| seed = int(config["seed"]) | |
| np.random.seed(seed) | |
| torch.manual_seed(seed) | |
| distributed = int(os.environ.get("WORLD_SIZE", "1")) > 1 | |
| local_rank = int(os.environ.get("LOCAL_RANK", "0")) | |
| if distributed: | |
| torch.distributed.init_process_group("nccl" if torch.cuda.is_available() else "gloo") | |
| rank = torch.distributed.get_rank() if distributed else 0 | |
| device = device_from_config(config, local_rank) | |
| if device.type == "cuda": | |
| torch.cuda.set_device(device) | |
| dataset = SurgeDataset(ROOT / config["data"]["root"] / "train.npz", config) | |
| sampler = DistributedSampler(dataset, shuffle=True) if distributed else None | |
| loader = DataLoader(dataset, batch_size=int(config["train"]["batch_size"]), sampler=sampler, | |
| shuffle=sampler is None, num_workers=int(config["train"]["num_workers"])) | |
| full = dataset.data | |
| means, scales, states, history = {}, {}, {}, [] | |
| models = {} | |
| for model_index, (name, (feature_key, method)) in enumerate(CONFIGURATIONS.items()): | |
| array = full[feature_key].astype(np.float32) | |
| means[name] = array.mean(0).astype(np.float32) | |
| scales[name] = array.std(0).clip(1e-6).astype(np.float32) | |
| standardized = (array - means[name]) / scales[name] | |
| model = GlobalSurgeML(array.shape[1], method, config["model"], seed + model_index).to(device) | |
| if method == "linear": | |
| model.regressor.select_features(standardized, full["targets_m"][:, 0], | |
| float(config["model"]["p_value_threshold"])) | |
| wrapped = DistributedDataParallel(model, device_ids=[local_rank] if device.type == "cuda" else None) if distributed else model | |
| optimizer = torch.optim.Adam(wrapped.parameters(), lr=float(config["train"]["learning_rate"]), | |
| weight_decay=float(config["train"]["weight_decay"])) | |
| for epoch in range(int(config["train"]["epochs"])): | |
| if sampler: | |
| sampler.set_epoch(epoch) | |
| total, steps = 0.0, 0 | |
| for batch in loader: | |
| features = (batch[feature_key].to(device) - torch.from_numpy(means[name]).to(device)) / torch.from_numpy(scales[name]).to(device) | |
| target = batch["targets_m"].to(device) | |
| prediction = wrapped(features) | |
| loss = torch.nn.functional.mse_loss(prediction, target) | |
| optimizer.zero_grad(set_to_none=True) | |
| loss.backward() | |
| torch.nn.utils.clip_grad_norm_(wrapped.parameters(), float(config["train"]["gradient_clip_norm"])) | |
| optimizer.step() | |
| total += float(loss.detach()) | |
| steps += 1 | |
| history.append({"model": name, "epoch": epoch + 1, "mse_m2": total / max(steps, 1)}) | |
| model = wrapped.module if distributed else wrapped | |
| else: | |
| model.regressor.fit(standardized, full["targets_m"][:, 0]) | |
| prediction = model(torch.from_numpy(standardized).to(device)) | |
| history.append({"model": name, "epoch": 1, | |
| "mse_m2": float(torch.nn.functional.mse_loss(prediction.cpu(), torch.from_numpy(full["targets_m"])).item())}) | |
| models[name] = model | |
| states[name] = model.state_dict() | |
| if rank == 0: | |
| checkpoint = ROOT / config["paths"]["checkpoint"] | |
| metrics = ROOT / config["paths"]["training_metrics"] | |
| checkpoint.parent.mkdir(parents=True, exist_ok=True) | |
| metrics.parent.mkdir(parents=True, exist_ok=True) | |
| torch.save({"model": states, "model_config": config["model"], "configurations": CONFIGURATIONS, | |
| "feature_means": means, "feature_scales": scales, | |
| "format_version": config["data"]["format_version"], "target_unit": "m"}, checkpoint) | |
| metrics.write_text(json.dumps({"history": history}, indent=2) + "\n") | |
| print(f"checkpoint={checkpoint.relative_to(ROOT)} models={len(states)}") | |
| if distributed: | |
| torch.distributed.destroy_process_group() | |
| if __name__ == "__main__": | |
| main() | |