from data_provider.data_factory import data_provider from experiments.exp_basic import Exp_Basic from utils.tools import EarlyStopping, adjust_learning_rate, visual from utils.metrics import metric import torch import torch.nn as nn from torch import optim import os import time import warnings import pdb import numpy as np import random warnings.filterwarnings('ignore') # train on partial variate data and test on the full variates, used for two types of experiments: # (1) Generalize on unseen variate (Figure 5 of our paper) # (2) Efficient training strategy (Figure 8 of our paper) class Exp_Long_Term_Forecast_Partial(Exp_Basic): def __init__(self, args): super(Exp_Long_Term_Forecast_Partial, self).__init__(args) def _build_model(self): model = self.model_dict[self.args.model].Model(self.args).float() if self.args.use_multi_gpu and self.args.use_gpu: model = nn.DataParallel(model, device_ids=self.args.device_ids) return model def _get_data(self, flag): data_set, data_loader = data_provider(self.args, flag) return data_set, data_loader def _select_optimizer(self): model_optim = optim.Adam(self.model.parameters(), lr=self.args.learning_rate) return model_optim def _select_criterion(self): criterion = nn.MSELoss() return criterion def vali(self, vali_data, vali_loader, criterion, partial_train=False): total_loss = [] self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(vali_loader): batch_x = batch_x.float().to(self.device) batch_y = batch_y.float() if 'PEMS' in self.args.data or 'Solar' in self.args.data: batch_x_mark = None batch_y_mark = None else: batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) if partial_train: # we train models with only partial variates from the dataset partial_start = self.args.partial_start_index partial_end = min(self.args.enc_in + partial_start, batch_x.shape[-1]) batch_x = batch_x[:, :, partial_start:partial_end] batch_y = batch_y[:, :, partial_start:partial_end] # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) else: if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] elif self.args.channel_independence: B, Tx, N = batch_x.shape _, Ty, _ = dec_inp.shape if batch_x_mark == None: outputs = self.model(batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1), batch_x_mark, \ dec_inp.permute(0, 2, 1).reshape(B * N, Ty, 1), batch_y_mark).reshape( B, N, -1).permute(0, 2, 1) else: outputs = self.model(batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1), batch_x_mark.repeat(N, 1, 1), \ dec_inp.permute(0, 2, 1).reshape(B * N, Ty, 1), batch_y_mark.repeat(N, 1, 1)) \ .reshape(B, N, -1).permute(0, 2, 1) else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) pred = outputs.detach().cpu() true = batch_y.detach().cpu() loss = criterion(pred, true) total_loss.append(loss) total_loss = np.average(total_loss) self.model.train() return total_loss def train(self, setting): train_data, train_loader = self._get_data(flag='train') vali_data, vali_loader = self._get_data(flag='val') test_data, test_loader = self._get_data(flag='test') path = os.path.join(self.args.checkpoints, setting) if not os.path.exists(path): os.makedirs(path) time_now = time.time() train_steps = len(train_loader) early_stopping = EarlyStopping(patience=self.args.patience, verbose=True) model_optim = self._select_optimizer() criterion = self._select_criterion() if self.args.use_amp: scaler = torch.cuda.amp.GradScaler() for epoch in range(self.args.train_epochs): iter_count = 0 train_loss = [] self.model.train() epoch_time = time.time() for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(train_loader): iter_count += 1 model_optim.zero_grad() batch_x = batch_x.float().to(self.device) batch_y = batch_y.float().to(self.device) if 'PEMS' in self.args.data or 'Solar' in self.args.data: batch_x_mark = None batch_y_mark = None else: batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) # Variate Generalization training: # We train with partial variates (args.enc_in < number of dataset variates) # and test the obtained model directly on all variates. partial_start = self.args.partial_start_index partial_end = min(self.args.enc_in + partial_start, batch_x.shape[-1]) batch_x = batch_x[:, :, partial_start:partial_end] batch_y = batch_y[:, :, partial_start:partial_end] # Efficient training strategy: randomly choose part of the variates # and only train the model with selected variates in each batch if self.args.efficient_training: _, _, N = batch_x.shape index = np.stack(random.sample(range(N), N))[-self.args.enc_in:] batch_x = batch_x[:, :, index] batch_y = batch_y[:, :, index] # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) loss = criterion(outputs, batch_y) train_loss.append(loss.item()) else: if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] elif self.args.channel_independence: B, Tx, N = batch_x.shape _, Ty, _ = dec_inp.shape if batch_x_mark == None: outputs = self.model(batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1), batch_x_mark, \ dec_inp.permute(0, 2, 1).reshape(B * N, Ty, 1), batch_y_mark).reshape( B, N, -1).permute(0, 2, 1) else: a = batch_x.permute(0, 2, 1) b = batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1) outputs = self.model(batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1), batch_x_mark.repeat(N, 1, 1), \ dec_inp.permute(0, 2, 1).reshape(B * N, Ty, 1), batch_y_mark.repeat(N, 1, 1)) \ .reshape(B, N, -1).permute(0, 2, 1) else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) loss = criterion(outputs, batch_y) train_loss.append(loss.item()) if (i + 1) % 100 == 0: print("\titers: {0}, epoch: {1} | loss: {2:.7f}".format(i + 1, epoch + 1, loss.item())) speed = (time.time() - time_now) / iter_count left_time = speed * ((self.args.train_epochs - epoch) * train_steps - i) print('\tspeed: {:.4f}s/iter; left time: {:.4f}s'.format(speed, left_time)) iter_count = 0 time_now = time.time() if self.args.use_amp: scaler.scale(loss).backward() scaler.step(model_optim) scaler.update() else: loss.backward() model_optim.step() print("Epoch: {} cost time: {}".format(epoch + 1, time.time() - epoch_time)) train_loss = np.average(train_loss) vali_loss = self.vali(vali_data, vali_loader, criterion, partial_train=True) test_loss = self.vali(test_data, test_loader, criterion, partial_train=False) print("Epoch: {0}, Steps: {1} | Train Loss: {2:.7f} Vali Loss: {3:.7f} Test Loss: {4:.7f}".format( epoch + 1, train_steps, train_loss, vali_loss, test_loss)) early_stopping(vali_loss, self.model, path) if early_stopping.early_stop: print("Early stopping") break adjust_learning_rate(model_optim, epoch + 1, self.args) best_model_path = path + '/' + 'checkpoint.pth' self.model.load_state_dict(torch.load(best_model_path)) return self.model def test(self, setting, test=0): test_data, test_loader = self._get_data(flag='test') if test: print('loading model') self.model.load_state_dict(torch.load(os.path.join('./checkpoints/' + setting, 'checkpoint.pth'))) preds = [] trues = [] folder_path = './test_results/' + setting + '/' if not os.path.exists(folder_path): os.makedirs(folder_path) self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(test_loader): # During model inference, test the obtained model directly on all variates. batch_x = batch_x.float().to(self.device) batch_y = batch_y.float().to(self.device) if 'PEMS' in self.args.data or 'Solar' in self.args.data: batch_x_mark = None batch_y_mark = None else: batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) else: if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] elif self.args.channel_independence: # compare the result with channel_independence B, Tx, N = batch_x.shape _, Ty, _ = dec_inp.shape if batch_x_mark == None: outputs = self.model(batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1), batch_x_mark, \ dec_inp.permute(0, 2, 1).reshape(B * N, Ty, 1), batch_y_mark).reshape( B, N, -1).permute(0, 2, 1) else: outputs = self.model(batch_x.permute(0, 2, 1).reshape(B * N, Tx, 1), batch_x_mark.repeat(N, 1, 1), \ dec_inp.permute(0, 2, 1).reshape(B * N, Ty, 1), batch_y_mark.repeat(N, 1, 1)) \ .reshape(B, N, -1).permute(0, 2, 1) else: # directly test the trained model on all variates without fine-tuning. outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) f_dim = -1 if self.args.features == 'MS' else 0 outputs = outputs[:, -self.args.pred_len:, f_dim:] batch_y = batch_y[:, -self.args.pred_len:, f_dim:].to(self.device) outputs = outputs.detach().cpu().numpy() batch_y = batch_y.detach().cpu().numpy() if test_data.scale and self.args.inverse: shape = outputs.shape outputs = test_data.inverse_transform(outputs.squeeze(0)).reshape(shape) batch_y = test_data.inverse_transform(batch_y.squeeze(0)).reshape(shape) pred = outputs true = batch_y preds.append(pred) trues.append(true) if i % 20 == 0: input = batch_x.detach().cpu().numpy() if test_data.scale and self.args.inverse: shape = input.shape input = test_data.inverse_transform(input.squeeze(0)).reshape(shape) gt = np.concatenate((input[0, :, -1], true[0, :, -1]), axis=0) pd = np.concatenate((input[0, :, -1], pred[0, :, -1]), axis=0) visual(gt, pd, os.path.join(folder_path, str(i) + '.pdf')) preds = np.array(preds) trues = np.array(trues) print('test shape:', preds.shape, trues.shape) preds = preds.reshape(-1, preds.shape[-2], preds.shape[-1]) trues = trues.reshape(-1, trues.shape[-2], trues.shape[-1]) print('test shape:', preds.shape, trues.shape) # result save folder_path = './results/' + setting + '/' if not os.path.exists(folder_path): os.makedirs(folder_path) mae, mse, rmse, mape, mspe = metric(preds, trues) print('mse:{}, mae:{}'.format(mse, mae)) f = open("result_long_term_forecast.txt", 'a') f.write(setting + " \n") f.write('mse:{}, mae:{}'.format(mse, mae)) f.write('\n') f.write('\n') f.close() np.save(folder_path + 'metrics.npy', np.array([mae, mse, rmse, mape, mspe])) np.save(folder_path + 'pred.npy', preds) np.save(folder_path + 'true.npy', trues) return def predict(self, setting, load=False): pred_data, pred_loader = self._get_data(flag='pred') if load: path = os.path.join(self.args.checkpoints, setting) best_model_path = path + '/' + 'checkpoint.pth' self.model.load_state_dict(torch.load(best_model_path)) preds = [] self.model.eval() with torch.no_grad(): for i, (batch_x, batch_y, batch_x_mark, batch_y_mark) in enumerate(pred_loader): batch_x = batch_x.float().to(self.device) batch_y = batch_y.float() batch_x_mark = batch_x_mark.float().to(self.device) batch_y_mark = batch_y_mark.float().to(self.device) # decoder input dec_inp = torch.zeros_like(batch_y[:, -self.args.pred_len:, :]).float() dec_inp = torch.cat([batch_y[:, :self.args.label_len, :], dec_inp], dim=1).float().to(self.device) # encoder - decoder if self.args.use_amp: with torch.cuda.amp.autocast(): if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) else: if self.args.output_attention: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark)[0] else: outputs = self.model(batch_x, batch_x_mark, dec_inp, batch_y_mark) outputs = outputs.detach().cpu().numpy() if pred_data.scale and self.args.inverse: shape = outputs.shape outputs = pred_data.inverse_transform(outputs.squeeze(0)).reshape(shape) preds.append(outputs) preds = np.array(preds) preds = preds.reshape(-1, preds.shape[-2], preds.shape[-1]) # result save folder_path = './results/' + setting + '/' if not os.path.exists(folder_path): os.makedirs(folder_path) np.save(folder_path + 'real_prediction.npy', preds) return