# -*- coding: utf-8 -*-
"""
Copy of GAN with Generator: LSTM, Discriminator: Convolutional NN with ECG Data
Introduction
------------
The aim of this script is to use a convolutional neural network with
a max pooling layer in the discrimiantor.
This was found to work well with the Physionet ECG data in a paper.
They used two convolutional NN so we will compare the difference between the
images generated using a single layer of CNN in the discriminator and 2 CNN layers
to see if this improves the quality of series generated.
"""
"""
Bringing in required dependencies as defined in the GitHub repo:
https://github.com/josipd/torch-two-sample/blob/master/torch_two_sample/permutation_test.pyx"""
from __future__ import division
import torch
from tqdm import tqdm
import numpy as np
from matplotlib import pyplot as plt
import seaborn as sns
from torchvision import transforms
from torch.autograd.variable import Variable
sns.set(rc={'figure.figsize':(11, 4)})
import datetime
from datetime import date
today = date.today()
import random
import json as js
import pickle
import os
from data import ECGData, PD_to_Tensor
from Model import Generator, Discriminator
device = torch.device('cuda:0' if torch.cuda.is_available() else 'cpu')
if device == 'cuda:0':
print('Using GPU : ')
print(torch.cuda.get_device_name(device))
else :
print('Using CPU')
"""#MMD Evaluation Metric Definition
Using MMD to determine the similarity between distributions
PDIST code comes from torch-two-sample utils code:
https://github.com/josipd/torch-two-sample/blob/master/torch_two_sample/util.py
"""
def pdist(sample_1, sample_2, norm=2, eps=1e-5):
r"""Compute the matrix of all squared pairwise distances.
Arguments
---------
sample_1 : torch.Tensor or Variable
The first sample, should be of shape ``(n_1, d)``.
sample_2 : torch.Tensor or Variable
The second sample, should be of shape ``(n_2, d)``.
norm : float
The l_p norm to be used.
Returns
-------
torch.Tensor or Variable
Matrix of shape (n_1, n_2). The [i, j]-th entry is equal to
``|| sample_1[i, :] - sample_2[j, :] ||_p``."""
n_1, n_2 = sample_1.size(0), sample_2.size(0)
norm = float(norm)
if norm == 2.:
norms_1 = torch.sum(sample_1**2, dim=1, keepdim=True)
norms_2 = torch.sum(sample_2**2, dim=1, keepdim=True)
norms = (norms_1.expand(n_1, n_2) +
norms_2.transpose(0, 1).expand(n_1, n_2))
distances_squared = norms - 2 * sample_1.mm(sample_2.t())
return torch.sqrt(eps + torch.abs(distances_squared))
else:
dim = sample_1.size(1)
expanded_1 = sample_1.unsqueeze(1).expand(n_1, n_2, dim)
expanded_2 = sample_2.unsqueeze(0).expand(n_1, n_2, dim)
differences = torch.abs(expanded_1 - expanded_2) ** norm
inner = torch.sum(differences, dim=2, keepdim=False)
return (eps + inner) ** (1. / norm)
def permutation_test_mat(matrix,
n_1, n_2, n_permutations,
a00=1, a11=1, a01=0):
"""Compute the p-value of the following statistic (rejects when high)
\sum_{i,j} a_{\pi(i), \pi(j)} matrix[i, j].
"""
n = n_1 + n_2
pi = np.zeros(n, dtype=np.int8)
pi[n_1:] = 1
larger = 0.
count = 0
for sample_n in range(1 + n_permutations):
count = 0.
for i in range(n):
for j in range(i, n):
mij = matrix[i, j] + matrix[j, i]
if pi[i] == pi[j] == 0:
count += a00 * mij
elif pi[i] == pi[j] == 1:
count += a11 * mij
else:
count += a01 * mij
if sample_n == 0:
statistic = count
elif statistic <= count:
larger += 1
np.random.shuffle(pi)
return larger / n_permutations
"""Code from Torch-Two-Samples at https://torch-two-sample.readthedocs.io/en/latest/#"""
class MMDStatistic:
r"""The *unbiased* MMD test of :cite:`gretton2012kernel`.
The kernel used is equal to:
.. math ::
k(x, x') = \sum_{j=1}^k e^{-\alpha_j\|x - x'\|^2},
for the :math:`\alpha_j` proved in :py:meth:`~.MMDStatistic.__call__`.
Arguments
---------
n_1: int
The number of points in the first sample.
n_2: int
The number of points in the second sample."""
def __init__(self, n_1, n_2):
self.n_1 = n_1
self.n_2 = n_2
# The three constants used in the test.
self.a00 = 1. / (n_1 * (n_1 - 1))
self.a11 = 1. / (n_2 * (n_2 - 1))
self.a01 = - 1. / (n_1 * n_2)
def __call__(self, sample_1, sample_2, alphas, ret_matrix=False):
r"""Evaluate the statistic.
The kernel used is
.. math::
k(x, x') = \sum_{j=1}^k e^{-\alpha_j \|x - x'\|^2},
for the provided ``alphas``.
Arguments
---------
sample_1: :class:`torch:torch.autograd.Variable`
The first sample, of size ``(n_1, d)``.
sample_2: variable of shape (n_2, d)
The second sample, of size ``(n_2, d)``.
alphas : list of :class:`float`
The kernel parameters.
ret_matrix: bool
If set, the call with also return a second variable.
This variable can be then used to compute a p-value using
:py:meth:`~.MMDStatistic.pval`.
Returns
-------
:class:`float`
The test statistic.
:class:`torch:torch.autograd.Variable`
Returned only if ``ret_matrix`` was set to true."""
sample_12 = torch.cat((sample_1, sample_2), 0)
distances = pdist(sample_12, sample_12, norm=2)
kernels = None
for alpha in alphas:
kernels_a = torch.exp(- alpha * distances ** 2)
if kernels is None:
kernels = kernels_a
else:
kernels = kernels + kernels_a
k_1 = kernels[:self.n_1, :self.n_1]
k_2 = kernels[self.n_1:, self.n_1:]
k_12 = kernels[:self.n_1, self.n_1:]
mmd = (2 * self.a01 * k_12.sum() +
self.a00 * (k_1.sum() - torch.trace(k_1)) +
self.a11 * (k_2.sum() - torch.trace(k_2)))
if ret_matrix:
return mmd, kernels
else:
return mmd
def pval(self, distances, n_permutations=1000):
r"""Compute a p-value using a permutation test.
Arguments
---------
matrix: :class:`torch:torch.autograd.Variable`
The matrix computed using :py:meth:`~.MMDStatistic.__call__`.
n_permutations: int
The number of random draws from the permutation null.
Returns
-------
float
The estimated p-value."""
if isinstance(distances, Variable):
distances = distances.data
return permutation_test_mat(distances.cpu().numpy(),
self.n_1, self.n_2,
n_permutations,
a00=self.a00, a11=self.a11, a01=self.a01)
"""
This paper
https://arxiv.org/pdf/1611.04488.pdf says that the most common way to
calculate sigma is to use the median pairwise distances between the joint data.
"""
def pairwisedistances(X,Y,norm=2):
dist = pdist(X,Y,norm)
return np.median(dist.numpy())
"""
Function for loading ECG Data
"""
def GetECGData(source_file,class_id):
compose = transforms.Compose(
[PD_to_Tensor()
])
return ECGData(source_file ,class_id = class_id, transform = compose)
"""
Creating the training set of sine/ECG signals
"""
#Taking normal ECG data for now
source_filename = './mitbih_train.csv'
ecg_data = GetECGData(source_file = source_filename,class_id = 0)
sample_size = 119 #batch size needed for Data Loader and the noise creator function.
# Create loader with data, so that we can iterate over it
data_loader = torch.utils.data.DataLoader(ecg_data, batch_size=sample_size, shuffle=True)
# Num batches
num_batches = len(data_loader)
print(num_batches)
"""Creating the Test Set"""
test_filename = './mitbih_test.csv'
ecg_data_test = GetECGData(source_file = test_filename,class_id = 0)
data_loader_test = torch.utils.data.DataLoader(ecg_data_test[:18088], batch_size=sample_size, shuffle=True)
"""##Defining the noise creation function"""
def noise(batch_size, features):
noise_vec = torch.randn(batch_size, features).to(device)
return noise_vec
"""#Initialising Parameters"""
seq_length = ecg_data[0].size()[0] #Number of features
#Params for the generator
hidden_nodes_g = 50
layers = 2
tanh_layer = False
#No. of training rounds per epoch
D_rounds = 3
G_rounds = 1
num_epoch = 35
learning_rate = 0.0002
#Params for the Discriminator
minibatch_layer = 0
minibatch_normal_init_ = True
num_cvs = 2
cv1_out= 10
cv1_k = 3
cv1_s = 1
p1_k = 3
p1_s = 2
cv2_out = 10
cv2_k = 3
cv2_s = 1
p2_k = 3
p2_s = 2
"""# Evaluation of GAN with 2 CNN Layer in Discriminator
##Generator and Discriminator training phase
"""
minibatch_out = [0,3,5,8,10]
for minibatch_layer in minibatch_out:
path = ".../your_path/Run_"+str(today.strftime("%d_%m_%Y"))+"_"+ str(datetime.datetime.now().time()).split('.')[0]
os.mkdir(path)
dict = {'data' : source_filename,
'sample_size' : sample_size,
'seq_length' : seq_length,
'num_layers': layers,
'tanh_layer': tanh_layer,
'hidden_dims_generator': hidden_nodes_g,
'minibatch_layer': minibatch_layer,
'minibatch_normal_init_' : minibatch_normal_init_,
'num_cvs':num_cvs,
'cv1_out':cv1_out,
'cv1_k':cv1_k,
'cv1_s':cv1_s,
'p1_k':p1_k,
'p1_s':p1_s,
'cv2_out':cv2_out,
'cv2_k':cv2_k,
'cv2_s':cv2_s,
'p2_k':p2_k,
'p2_s':p2_s,
'num_epoch':num_epoch,
'D_rounds': D_rounds,
'G_rounds': G_rounds,
'learning_rate' : learning_rate
}
json = js.dumps(dict)
f = open(path+"/settings.json","w")
f.write(json)
f.close()
generator_1 = Generator(seq_length,sample_size,hidden_dim = hidden_nodes_g, tanh_output = tanh_layer).to(device)
discriminator_1 = Discriminator(seq_length, sample_size ,minibatch_normal_init = minibatch_normal_init_, minibatch = minibatch_layer,num_cv = num_cvs, cv1_out = cv1_out,cv1_k = cv1_k, cv1_s = cv1_s, p1_k = p1_k, p1_s = p1_s, cv2_out= cv2_out, cv2_k = cv2_k, cv2_s = cv2_s, p2_k = p2_k, p2_s = p2_s).to(device)
#Loss function
loss_1 = torch.nn.BCELoss()
generator_1.train()
discriminator_1.train()
d_optimizer_1 = torch.optim.Adam(discriminator_1.parameters(),lr = learning_rate)
g_optimizer_1 = torch.optim.Adam(generator_1.parameters(),lr = learning_rate)
G_losses = []
D_losses = []
mmd_list = []
series_list = np.zeros((1,seq_length))
for n in tqdm(range(num_epoch)):
# for k in range(1):
for n_batch, sample_data in enumerate(data_loader):
### TRAIN DISCRIMINATOR ON FAKE DATA
for d in range(D_rounds):
discriminator_1.zero_grad()
h_g = generator_1.init_hidden()
#Generating the noise and label data
noise_sample = Variable(noise(len(sample_data),seq_length))
#Use this line if generator outputs hidden states: dis_fake_data, (h_g_n,c_g_n) = generator.forward(noise_sample,h_g)
dis_fake_data = generator_1.forward(noise_sample,h_g).detach()
y_pred_fake = discriminator_1(dis_fake_data)
loss_fake = loss_1(y_pred_fake,torch.zeros([len(sample_data),1]).to(device))
loss_fake.backward()
#Train discriminator on real data
real_data = Variable(sample_data.float()).to(device)
y_pred_real = discriminator_1.forward(real_data)
loss_real = loss_1(y_pred_real,torch.ones([len(sample_data),1]).to(device))
loss_real.backward()
d_optimizer_1.step() #Updating the weights based on the predictions for both real and fake calculations.
#Train Generator
for g in range(G_rounds):
generator_1.zero_grad()
h_g = generator_1.init_hidden()
noise_sample = Variable(noise(len(sample_data), seq_length))
#Use this line if generator outputs hidden states: gen_fake_data, (h_g_n,c_g_n) = generator.forward(noise_sample,h_g)
gen_fake_data = generator_1.forward(noise_sample,h_g)
y_pred_gen = discriminator_1(gen_fake_data)
error_gen = loss_1(y_pred_gen,torch.ones([len(sample_data),1]).to(device))
error_gen.backward()
g_optimizer_1.step()
if n_batch ==( num_batches - 1):
G_losses.append(error_gen.item())
D_losses.append((loss_real+loss_fake).item())
torch.save(generator_1.state_dict(), path+'/generator_state_'+str(n)+'.pt')
torch.save(discriminator_1.state_dict(),path+ '/discriminator_state_'+str(n)+'.pt')
# Check how the generator is doing by saving G's output on fixed_noise
with torch.no_grad():
h_g = generator_1.init_hidden()
fake = generator_1(noise(len(sample_data), seq_length),h_g).detach().cpu()
generated_sample = torch.zeros(1,seq_length).to(device)
for iter in range(0,int(len(ecg_data_test[:18088])/sample_size)):
noise_sample_test = noise(sample_size, seq_length)
h_g = generator_1.init_hidden()
generated_data = generator_1.forward(noise_sample_test,h_g).detach().squeeze()
generated_sample = torch.cat((generated_sample,generated_data),dim = 0)
# Getting the MMD Statistic for each Training Epoch
generated_sample = generated_sample[1:][:]
sigma = [pairwisedistances(ecg_data_test[:18088].type(torch.DoubleTensor),generated_sample.type(torch.DoubleTensor).squeeze())]
mmd = MMDStatistic(len(ecg_data_test[:18088]),generated_sample.size(0))
mmd_eval = mmd(ecg_data_test[:18088].type(torch.DoubleTensor),generated_sample.type(torch.DoubleTensor).squeeze(),sigma, ret_matrix=False)
mmd_list.append(mmd_eval.item())
series_list = np.append(series_list,fake[0].numpy().reshape((1,seq_length)),axis=0)
#Dumping the errors and mmd evaluations for each training epoch.
with open(path+'/generator_losses.txt', 'wb') as fp:
pickle.dump(G_losses, fp)
with open(path+'/discriminator_losses.txt', 'wb') as fp:
pickle.dump(D_losses, fp)
with open(path+'/mmd_list.txt', 'wb') as fp:
pickle.dump(mmd_list, fp)
#Plotting the error graph
plt.plot(G_losses,'-r',label='Generator Error')
plt.plot(D_losses, '-b', label = 'Discriminator Error')
plt.title('GAN Errors in Training')
plt.legend()
plt.savefig(path+'/GAN_errors.png')
plt.close()
#Plot a figure for each training epoch with the MMD value in the title
i = 0
while i < num_epoch:
if i%3==0:
fig, ax = plt.subplots(3,1,constrained_layout=True)
fig.suptitle("Generated fake data")
for j in range(0,3):
ax[j].plot(series_list[i][:])
ax[j].set_title('Epoch '+str(i)+ ', MMD: %.4f' % (mmd_list[i]))
i = i+1
plt.savefig(path+'/Training_Epoch_Samples_MMD_'+str(i)+'.png')
plt.close(fig)
#Checking the diversity of the samples:
generator_1.eval()
h_g = generator_1.init_hidden()
test_noise_sample = noise(sample_size, seq_length)
gen_data= generator_1.forward(test_noise_sample,h_g).detach()
plt.title("Generated ECG Waves")
plt.plot(gen_data[random.randint(0,sample_size-1)].tolist(),'-b')
plt.plot(gen_data[random.randint(0,sample_size-1)].tolist(),'-r')
plt.plot(gen_data[random.randint(0,sample_size-1)].tolist(),'-g')
plt.plot(gen_data[random.randint(0,sample_size-1)].tolist(),'-', color = 'orange')
plt.savefig(path+'/Generated_Data_Sample1.png')
plt.close()