FORESEE / DSOF.py
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Add FORESEE datasets, checkpoints, and replication code
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import torch
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
import numpy as np
import tqdm
import numpy as np
import torch
from scipy.fft import fft, fftfreq
from sklearn.metrics import mean_squared_error, mean_absolute_error
model='STGCN'
train_month=12
import yaml
import os
import yaml
import torch
import numpy as np
from sklearn.linear_model import Ridge
from collections import defaultdict, deque
import numpy as np
from torch.utils.data import DataLoader
from datetime import datetime
from models import STGCN,AGCRN,DCRNN,GWNET,MTGNN,causal_model
from tools.data_tools import load_data, get_datasets, expand_adjacency_matrix, load_paper_adj
from Dataset import STDataset
import csv
from sklearn.metrics import mean_absolute_error, mean_squared_error
import logging
from collections import deque
import numpy as np
model_dict={'STGCN':STGCN,'AGCRN':AGCRN,'DCRNN':DCRNN,'GWNET':GWNET,'MTGNN':MTGNN}
def init_model(model_name='STGCN',model_path='saved_models\STGCN_nycbike_train_months_12final_model.pth',config_path=r'models\nycbike_config.yaml'):
with open(config_path, 'r') as config_file:
config = yaml.safe_load(config_file)
device = config['device']
# Get datasets and scaler
train_dataset, val_dataset, test_dataset, scaler,valid_gird = get_datasets( config)
logging.info("Configuration:")
for key, value in config.items():
logging.info(f"{key}: {value}")
# Create data loaders
train_loader = DataLoader(train_dataset, batch_size=config['batch_size'], shuffle=True)
val_loader = DataLoader(val_dataset, batch_size=config['batch_size'], shuffle=False)
test_loader = DataLoader(test_dataset,1, shuffle=False)
adj_mx = load_paper_adj(config, valid_gird)
config['adj_mx_file'] = os.path.join(config.get('resolved_dataset_dir', 'dataset'), 'adj_mx.npy')
config['num_nodes']=len(valid_gird)
model=causal_model.CausalModel(model_dict[model_name].Model,config,adj_mx).to(device)
model.load_state_dict(torch.load(model_path))
return model,train_loader,val_loader,test_loader,scaler,config,adj_mx
class StudentModel(nn.Module):
def __init__(self, input_len, output_len, num_nodes):
super(StudentModel, self).__init__()
self.input_len = input_len
self.output_len = output_len
self.num_nodes = num_nodes
# 学生网络:轻量级模型,处理残差
self.fc = nn.Sequential(
nn.Linear((input_len + output_len) * num_nodes * 2, 128),
nn.ReLU(),
nn.Linear(128, 64),
nn.ReLU(),
nn.Linear(64, output_len * num_nodes * 2)
)
def forward(self, x_hist, teacher_pred):
"""学生网络前向传播
Args:
x_hist (torch.Tensor): 历史数据 (B, L, N, 2)
teacher_pred (torch.Tensor): 教师预测 (B, H, N, 2)
Returns:
torch.Tensor: 残差预测 (B, H, N, 2)
"""
B = x_hist.shape[0]
# 展平历史数据和教师预测
x_flat = x_hist.reshape(B, -1)
t_flat = teacher_pred.reshape(B, -1)
# 拼接作为学生网络输入
x = torch.cat([x_flat, t_flat], dim=1)
out = self.fc(x)
# 重塑为输出形状
return out.reshape(B, self.output_len, self.num_nodes, 2)
class DSOF(nn.Module):
def __init__(self, base_model: nn.Module, input_len, output_len, num_nodes, device,
buffer_size=100, batch_size=32, gamma=0.7):
"""
DSOF在线预测模型
Args:
base_model: 基础教师模型 (B, L, N, 2) -> (B, H, N, 2)
input_len: 输入序列长度L
output_len: 预测序列长度H
num_nodes: 区域节点数
device: 运行设备
buffer_size: 经验回放缓冲区大小
batch_size: 批次大小
gamma: 时间差分衰减因子
"""
super(DSOF, self).__init__()
self.base_model = base_model
self.student = StudentModel(input_len, output_len, num_nodes).to(device)
self.device = device
self.input_len = input_len
self.output_len = output_len
self.num_nodes = num_nodes
# 在线学习参数
self.buffer = deque(maxlen=buffer_size)
self.batch_size = batch_size
self.gamma = gamma
# 不同优化器设置
self.er_optimizer = optim.Adam(
list(self.base_model.parameters()) + list(self.student.parameters()),
lr=1e-4
)
self.td_optimizer = optim.Adam(
self.student.parameters(),
lr=1e-3
)
def forward(self, x_hist):
"""完整前向预测(教师+学生)
Args:
x_hist (torch.Tensor): 历史数据 (B, L, N, 2)
Returns:
torch.Tensor: 最终预测 (B, H, N, 2)
"""
with torch.no_grad():
teacher_pred = self.base_model(x_hist)
student_pred = self.student(x_hist, teacher_pred)
return teacher_pred + student_pred
def _teacher_prediction(self, x_hist):
"""单独教师预测"""
return self.base_model(x_hist)
def online(self, test_loader, scaler):
"""在线预测流程(含双流更新)
Args:
test_loader: 测试数据加载器
scaler: 数据归一化器
Returns:
tuple: 预测结果和真实值
"""
self.base_model.train()
self.student.train()
preds, truths = [], []
batch_idx=0
# 迭代处理每个时间点
for (batch_x, batch_y) in tqdm.tqdm(test_loader):
batch_x = batch_x.to(self.device) # (B, L, N, 2)
batch_y = batch_y.to(self.device) # (B, H, N, 2)
# === 1. 模型预测当前时序 ===
teacher_pred = self.base_model(batch_x)
student_pred = self.student(batch_x, teacher_pred)
total_pred = teacher_pred + student_pred
preds.append(total_pred.detach().cpu().numpy())
truths.append(batch_y.detach().cpu().numpy())
# === 2. 经验回放更新(慢速流)===
if len(self.buffer) >= self.batch_size+10000000:
# 从缓冲区随机采样
indices = np.random.choice(len(self.buffer), self.batch_size, replace=False)
batch_samples = [self.buffer[i] for i in indices]
# 解压数据
x_batch, y_batch = zip(*batch_samples)
x_batch = torch.concatenate(x_batch,dim=0).to(self.device)
y_batch = torch.concatenate(y_batch,dim=0).to(self.device)
# 教师+学生联合预测
teacher_batch = self.base_model(x_batch)
student_batch = self.student(x_batch, teacher_batch)
pred_batch = teacher_batch + student_batch
# 计算损失并更新
loss_er = nn.MSELoss()(pred_batch, y_batch)
self.er_optimizer.zero_grad()
loss_er.backward()
self.er_optimizer.step()
# === 3. 时间差分更新(快速流)===
if batch_idx > 10000000: # 需至少有一次历史预测
# 获取历史预测(上一时间点)
prev_x, prev_pred = self.buffer[-1]
# 构建伪标签 [y_t, teacher_pred_t+1:t+H]
# with torch.no_grad():
# 教师对当前时序预测(包含新数据)
current_teacher = self.base_model(batch_x)
# 真实值仅取第一个时间点 (y_t)
real_first = batch_y[:, :1, :, :]
# 教师预测后续时间点 (y_t+1 到 y_t+H)
teacher_rest = current_teacher[:, :self.output_len-1, :, :]
# 拼接伪标签
pseudo_label = torch.cat([real_first, teacher_rest], dim=1)
# 计算加权TD损失
weights = torch.tensor(
[self.gamma ** i for i in range(self.output_len)],
device=self.device
).view(1, -1, 1, 1)
# 计算上一预测与伪标签差异
td_loss = (prev_pred - pseudo_label).pow(2) * weights
td_loss = td_loss.mean()
# 仅更新学生模型
self.td_optimizer.zero_grad()
td_loss.backward()
self.td_optimizer.step()
# === 4. 更新经验回放缓冲区 ===
# 存入当前预测(等待未来真实值)
self.buffer.append((
batch_x.detach().clone(),
teacher_pred.detach().clone() # 存储基础教师预测
))
# === 5. 添加新数据到缓冲区(当获得完整真实值)===
# 注意:实际应用中需等待H步后获取完整真实值
if batch_idx >= self.output_len:
# 获取完整真实值序列(H步前预测)
past_index = batch_idx - self.output_len
(x_past, y_past) = test_loader.dataset[past_index]
self.buffer.append((
x_past.unsqueeze(0).to(self.device),
y_past.unsqueeze(0).to(self.device)
))
batch_idx=batch_idx+1
# 返回逆归一化的结果
preds = scaler.inverse_transform(np.concatenate(preds, axis=0))
truths = scaler.inverse_transform(np.concatenate(truths, axis=0))
mae= np.mean(np.abs(preds-truths))
rmse= np.sqrt(np.mean((preds-truths)**2))
print('mae:' ,mae)
print('rmse:' ,rmse)
return preds, truths
if __name__=='__main__':
model,train_loader,val_loader,test_loader,scaler,config,adj_mx=init_model(model_name='GWNET',model_path='saved_models\GWNET_chitaxi_final_model.pth',config_path=r'models\chitaxi_config.yaml')
from types import SimpleNamespace
config = SimpleNamespace(**config)
online_model= DSOF( model,6,1,len(adj_mx),'cuda:0',batch_size=32)
online_model.online(test_loader,scaler)