176 lines
5.1 KiB
Python
176 lines
5.1 KiB
Python
import math
|
|
import torch
|
|
from torch.utils import data
|
|
import torch.nn as nn
|
|
from matplotlib import pyplot as plt
|
|
import numpy as np
|
|
import time
|
|
|
|
|
|
def mse_fn(y, pred):
|
|
return np.mean((np.array(y) - np.array(pred)) ** 2)
|
|
|
|
|
|
def mae_fn(y, pred):
|
|
return np.mean(np.abs(np.array(y) - np.array(pred)))
|
|
|
|
|
|
def mape_fn(y, pred):
|
|
mask = y != 0
|
|
y = y[mask]
|
|
pred = pred[mask]
|
|
mape = np.abs((y - pred) / y)
|
|
mape = np.mean(mape) * 100
|
|
return mape
|
|
|
|
|
|
def eval(y, pred):
|
|
y = y.cpu().numpy()
|
|
pred = pred.cpu().numpy()
|
|
mse = mse_fn(y, pred)
|
|
rmse = math.sqrt(mse)
|
|
mae = mae_fn(y, pred)
|
|
mape = mape_fn(y, pred)
|
|
return [rmse, mae, mape]
|
|
|
|
|
|
# 测试函数(用于分类)
|
|
def test(net, data_iter, loss_fn, denormalize_fn, device='cpu'):
|
|
rmse, mae, mape = 0, 0, 0
|
|
batch_count = 0
|
|
total_loss = 0.0
|
|
net.eval()
|
|
for seqs, targets in data_iter:
|
|
seqs = seqs.to(device).float()
|
|
targets = targets.to(device).float()
|
|
y_hat = net(seqs)
|
|
loss = loss_fn(y_hat, targets)
|
|
|
|
targets = denormalize_fn(targets)
|
|
y_hat = denormalize_fn(y_hat)
|
|
a, b, c = eval(targets.detach(), y_hat.detach())
|
|
rmse += a
|
|
mae += b
|
|
mape += c
|
|
total_loss += loss.detach().cpu().numpy().tolist()
|
|
batch_count += 1
|
|
return [rmse / batch_count, mae / batch_count, mape / batch_count], total_loss / batch_count
|
|
|
|
|
|
def train(net, train_iter, val_iter, test_iter, loss_fn, denormalize_fn, optimizer, num_epoch,
|
|
early_stop=10, device='cpu', num_print_epoch_round=0):
|
|
train_loss_lst = []
|
|
val_loss_lst = []
|
|
train_score_lst = []
|
|
val_score_lst = []
|
|
epoch_time = []
|
|
|
|
best_epoch = 0
|
|
best_val_rmse = 9999
|
|
early_stop_flag = 0
|
|
for epoch in range(num_epoch):
|
|
net.train()
|
|
epoch_loss = 0
|
|
batch_count = 0
|
|
batch_time = []
|
|
rmse, mae, mape = 0, 0, 0
|
|
for seqs, targets in train_iter:
|
|
batch_s = time.time()
|
|
seqs = seqs.to(device).float()
|
|
targets = targets.to(device).float()
|
|
optimizer.zero_grad()
|
|
y_hat = net(seqs)
|
|
loss = loss_fn(y_hat, targets)
|
|
loss.backward()
|
|
optimizer.step()
|
|
|
|
targets = denormalize_fn(targets)
|
|
y_hat = denormalize_fn(y_hat)
|
|
a, b, c = eval(targets.detach(), y_hat.detach())
|
|
rmse += a
|
|
mae += b
|
|
mape += c
|
|
epoch_loss += loss.detach().cpu().numpy().tolist()
|
|
batch_count += 1
|
|
|
|
batch_time.append(time.time() - batch_s)
|
|
|
|
train_loss = epoch_loss / batch_count
|
|
train_loss_lst.append(train_loss)
|
|
train_score_lst.append([rmse/batch_count, mae/batch_count, mape/batch_count])
|
|
|
|
# 验证集
|
|
val_score, val_loss = test(net, val_iter, loss_fn, denormalize_fn, device)
|
|
val_score_lst.append(val_score)
|
|
val_loss_lst.append(val_loss)
|
|
|
|
epoch_time.append(np.array(batch_time).sum())
|
|
|
|
# 打印本轮训练结果
|
|
if num_print_epoch_round > 0 and (epoch+1) % num_print_epoch_round == 0:
|
|
print(
|
|
f"Epoch [{epoch + 1}/{num_epoch}],",
|
|
f"Train Loss: {train_loss:.4f},",
|
|
f"Train RMSE: {train_score_lst[-1][0]:.4f},",
|
|
f"Val Loss: {val_loss:.4f},",
|
|
f"Val RMSE: {val_score[0]:.6f},",
|
|
f"Time Use: {epoch_time[-1]:.3f}s"
|
|
)
|
|
|
|
# 早停
|
|
if val_score[0] < best_val_rmse:
|
|
best_val_rmse = val_score[0]
|
|
best_epoch = epoch
|
|
early_stop_flag = 0
|
|
else:
|
|
early_stop_flag += 1
|
|
if early_stop_flag == early_stop:
|
|
print(f'The model has not been improved for {early_stop} rounds. Stop early!')
|
|
break
|
|
|
|
# 输出最终训练结果
|
|
print(
|
|
f'Final result:',
|
|
f'Get best validation rmse {np.array(val_score_lst)[:, 0].min():.4f} at epoch {best_epoch},',
|
|
f'Total time {np.array(epoch_time).sum():.2f}s'
|
|
)
|
|
|
|
# 计算测试集效果
|
|
test_score, test_loss = test(net, test_iter, loss_fn, denormalize_fn, device)
|
|
print(
|
|
'Test result:',
|
|
f'Test RMSE: {test_score[0]},',
|
|
f'Test MAE: {test_score[1]},',
|
|
f'Test MAPE: {test_score[2]}'
|
|
)
|
|
return train_loss_lst, val_loss_lst, train_score_lst, val_score_lst, epoch
|
|
|
|
|
|
def visualize(num_epochs, train_data, test_data, x_label='epoch', y_label='loss'):
|
|
x = np.arange(0, num_epochs + 1).astype(dtype=np.int32)
|
|
plt.figure(figsize=(5, 3.5))
|
|
plt.plot(x, train_data, label=f"train_{y_label}", linewidth=1.5)
|
|
plt.plot(x, test_data, label=f"val_{y_label}", linewidth=1.5)
|
|
plt.xlabel(x_label)
|
|
plt.ylabel(y_label)
|
|
plt.legend()
|
|
plt.show()
|
|
|
|
|
|
def plot_metric(score_log):
|
|
score_log = np.array(score_log)
|
|
|
|
plt.figure(figsize=(13, 3.5))
|
|
plt.subplot(1, 3, 1)
|
|
plt.plot(score_log[:, 0], c='#d28ad4')
|
|
plt.ylabel('RMSE')
|
|
|
|
plt.subplot(1, 3, 2)
|
|
plt.plot(score_log[:, 1], c='#e765eb')
|
|
plt.ylabel('MAE')
|
|
|
|
plt.subplot(1, 3, 3)
|
|
plt.plot(score_log[:, 2], c='#6b016d')
|
|
plt.ylabel('MAPE')
|
|
|
|
plt.show() |