Files
2022-08-07 19:58:15 -04:00

114 lines
3.5 KiB
Python

import pytorch_lightning as pl
import torch
from gluonts.torch.modules.loss import DistributionLoss, NegativeLogLikelihood
from gluonts.torch.util import weighted_average
from module import PerceiverARModel
class PerceiverARLightningModule(pl.LightningModule):
"""
A ``pl.LightningModule`` class that can be used to train a
``PerceiverARModel`` with PyTorch Lightning.
This is a thin layer around a (wrapped) ``PerceiverARModel`` object,
that exposes the methods to evaluate training and validation loss.
Parameters
----------
model
``PerceiverARModel`` to be trained.
loss
Loss function to be used for training,
default: ``NegativeLogLikelihood()``.
lr
Learning rate, default: ``1e-3``.
weight_decay
Weight decay regularization parameter, default: ``1e-8``.
"""
def __init__(
self,
model: PerceiverARModel,
loss: DistributionLoss = NegativeLogLikelihood(),
lr: float = 1e-3,
weight_decay: float = 1e-8,
) -> None:
super().__init__()
self.save_hyperparameters()
self.model = model
self.loss = loss
self.lr = lr
self.weight_decay = weight_decay
def _compute_loss(self, batch):
feat_static_cat = batch["feat_static_cat"]
feat_static_real = batch["feat_static_real"]
past_time_feat = batch["past_time_feat"]
past_target = batch["past_target"]
future_time_feat = batch["future_time_feat"]
future_target = batch["future_target"]
past_observed_values = batch["past_observed_values"]
future_observed_values = batch["future_observed_values"]
params, scale, _, _ = self.model.lagged_perciever(
feat_static_cat,
feat_static_real,
past_time_feat,
past_target,
past_observed_values,
future_time_feat,
future_target,
)
distr = self.model.output_distribution(params, scale)
# context_target = past_target[:, -self.model.context_length + 1 :]
# target = torch.cat(
# (context_target, future_target),
# dim=1,
# )
loss_values = self.loss(distr, future_target)
# context_observed = past_observed_values[:, -self.model.context_length + 1 :]
# observed_values = torch.cat((context_observed, future_observed_values), dim=1)
if len(self.model.target_shape) == 0:
loss_weights = future_observed_values
else:
loss_weights, _ = future_observed_values.min(dim=-1, keepdim=False)
return weighted_average(loss_values, weights=loss_weights)
def training_step(self, batch, batch_idx: int): # type: ignore
"""
Execute training step.
"""
train_loss = self._compute_loss(batch)
self.log(
"train_loss",
train_loss,
on_epoch=True,
on_step=False,
prog_bar=True,
)
return train_loss
def validation_step(self, batch, batch_idx: int): # type: ignore
"""
Execute validation step.
"""
val_loss = self._compute_loss(batch)
self.log("val_loss", val_loss, on_epoch=True, on_step=False, prog_bar=True)
return val_loss
def configure_optimizers(self):
"""
Returns the optimizer to use.
"""
return torch.optim.Adam(
self.model.parameters(),
lr=self.lr,
weight_decay=self.weight_decay,
)