The directory is as follows:
-
Import package and set random seed
-
Define hyperparameters as a class
-
define your own model
-
Define the early stop class (this step can be omitted)
-
Define your own dataset Dataset, DataLoader
-
Instantiate the model, set loss, optimizer, etc.
-
Start training and adjust lr
-
drawing
-
predict
1. Import package and set random seed
import numpy as np
import torch
import torch.nn as nn
import numpy as np
import pandas as pd
from torch.utils.data import DataLoader, Dataset
from sklearn.model_selection import train_test_split
import matplotlib.pyplot as plt
import random
seed = 42
torch.manual_seed(seed)
np.random.seed(seed)
random.seed(seed)
2. Define hyperparameters in a class way
class argparse():
pass
args = argparse()
args.epochs, args.learning_rate, args.patience = [30, 0.001, 4]
args.hidden_size, args.input_size= [40, 30]
args.device, = [torch.device("cuda:0" if torch.cuda.is_available() else "cpu"),]
3. Define your own model
class Your_model(nn.Module):
def __init__(self):
super(Your_model, self).__init__()
pass
def forward(self,x):
pass
return x
Fourth, define the early stop class (this step can be omitted)
class EarlyStopping():
def __init__(self,patience=7,verbose=False,delta=0):
self.patience = patience
self.verbose = verbose
self.counter = 0
self.best_score = None
self.early_stop = False
self.val_loss_min = np.Inf
self.delta = delta
def __call__(self,val_loss,model,path):
print("val_loss={}".format(val_loss))
score = -val_loss
if self.best_score is None:
self.best_score = score
self.save_checkpoint(val_loss,model,path)
elif score < self.best_score+self.delta:
self.counter+=1
print(f'EarlyStopping counter: {self.counter} out of {self.patience}')
if self.counter>=self.patience:
self.early_stop = True
else:
self.best_score = score
self.save_checkpoint(val_loss,model,path)
self.counter = 0
def save_checkpoint(self,val_loss,model,path):
if self.verbose:
print(
f'Validation loss decreased ({self.val_loss_min:.6f} --> {val_loss:.6f}). Saving model ...')
torch.save(model.state_dict(), path+'/'+'model_checkpoint.pth')
self.val_loss_min = val_loss
5. Define your own dataset Dataset, DataLoader
class Dataset_name(Dataset):
def __init__(self, flag='train'):
assert flag in ['train', 'test', 'valid']
self.flag = flag
self.__load_data__()
def __getitem__(self, index):
pass
def __len__(self):
pass
def __load_data__(self, csv_paths: list):
pass
print(
"train_X.shape:{}\ntrain_Y.shape:{}\nvalid_X.shape:{}\nvalid_Y.shape:{}\n"
.format(self.train_X.shape, self.train_Y.shape, self.valid_X.shape, self.valid_Y.shape))
train_dataset = Dataset_name(flag='train')
train_dataloader = DataLoader(dataset=train_dataset, batch_size=64, shuffle=True)
valid_dataset = Dataset_name(flag='valid')
valid_dataloader = DataLoader(dataset=valid_dataset, batch_size=64, shuffle=True)
6. Instantiate the model, set loss, optimizer, etc.
model = Your_model().to(args.device)
criterion = torch.nn.MSELoss()
optimizer = torch.optim.Adam(Your_model.parameters(),lr=args.learning_rate)
train_loss = []
valid_loss = []
train_epochs_loss = []
valid_epochs_loss = []
early_stopping = EarlyStopping(patience=args.patience,verbose=True)
7. Start training and adjust lr
for epoch in range(args.epochs):
Your_model.train()
train_epoch_loss = []
for idx,(data_x,data_y) in enumerate(train_dataloader,0):
data_x = data_x.to(torch.float32).to(args.device)
data_y = data_y.to(torch.float32).to(args.device)
outputs = Your_model(data_x)
optimizer.zero_grad()
loss = criterion(data_y,outputs)
loss.backward()
optimizer.step()
train_epoch_loss.append(loss.item())
train_loss.append(loss.item())
if idx%(len(train_dataloader)//2)==0:
print("epoch={}/{},{}/{}of train, loss={}".format(
epoch, args.epochs, idx, len(train_dataloader),loss.item()))
train_epochs_loss.append(np.average(train_epoch_loss))
#=====================valid============================
Your_model.eval()
valid_epoch_loss = []
for idx,(data_x,data_y) in enumerate(valid_dataloader,0):
data_x = data_x.to(torch.float32).to(args.device)
data_y = data_y.to(torch.float32).to(args.device)
outputs = Your_model(data_x)
loss = criterion(outputs,data_y)
valid_epoch_loss.append(loss.item())
valid_loss.append(loss.item())
valid_epochs_loss.append(np.average(valid_epoch_loss))
#==================early stopping======================
early_stopping(valid_epochs_loss[-1],model=Your_model,path=r'c:\\your_model_to_save')
if early_stopping.early_stop:
print("Early stopping")
break
#====================adjust lr========================
lr_adjust = {
2: 5e-5, 4: 1e-5, 6: 5e-6, 8: 1e-6,
10: 5e-7, 15: 1e-7, 20: 5e-8
}
if epoch in lr_adjust.keys():
lr = lr_adjust[epoch]
for param_group in optimizer.param_groups:
param_group['lr'] = lr
print('Updating learning rate to {}'.format(lr))
8. Drawing
plt.figure(figsize=(12,4))
plt.subplot(121)
plt.plot(train_loss[:])
plt.title("train_loss")
plt.subplot(122)
plt.plot(train_epochs_loss[1:],'-o',label="train_loss")
plt.plot(valid_epochs_loss[1:],'-o',label="valid_loss")
plt.title("epochs_loss")
plt.legend()
plt.show()
9. Forecast
# A Dataloader for a prediction set can be defined here. You can also directly reshape your prediction data, add batch_size=1
Your_model.eval()
predict = Your_model(data)