--- a +++ b/app/apis/dl_los_pipeline.py @@ -0,0 +1,313 @@ +import math +import pathlib +import pickle +import random + +import numpy as np +import pandas as pd +import torch +import torch.nn.functional as F +import torch.nn.utils.rnn as rnn_utils +from sklearn.model_selection import ( + KFold, + StratifiedKFold, + StratifiedShuffleSplit, + train_test_split, +) +from sklearn.tree import DecisionTreeRegressor +from torch import nn +from torch.autograd import Variable +from torch.utils import data +from torch.utils.data import ( + ConcatDataset, + DataLoader, + Dataset, + Subset, + SubsetRandomSampler, + TensorDataset, + random_split, +) + +from app.core.evaluation import eval_metrics +from app.core.utils import init_random +from app.datasets import get_dataset, load_data +from app.datasets.dl import Dataset +from app.datasets.ml import flatten_dataset, numpy_dataset +from app.models import ( + build_model_from_cfg, + get_multi_task_loss, + predict_all_visits_bce_loss, + predict_all_visits_mse_loss, +) +from app.utils import perflog + + +def train_epoch(model, device, dataloader, loss_fn, optimizer, info): + train_loss = [] + model.train() + for step, data in enumerate(dataloader): + batch_x, batch_y, batch_x_lab_length = data + batch_x, batch_y, batch_x_lab_length = ( + batch_x.float().to(device), + batch_y.float().to(device), + batch_x_lab_length.float().to(device), + ) + batch_y = batch_y[:, :, 1] # 0: outcome, 1: los + batch_y = batch_y.unsqueeze(-1) + optimizer.zero_grad() + output = model(batch_x, device, info) + loss = loss_fn(output, batch_y, batch_x_lab_length) + train_loss.append(loss.item()) + loss.backward() + optimizer.step() + return np.array(train_loss).mean() + + +def val_epoch(model, device, dataloader, loss_fn, los_statistics, info): + """ + val / test + """ + val_loss = [] + y_pred = [] + y_true = [] + model.eval() + with torch.no_grad(): + for step, data in enumerate(dataloader): + batch_x, batch_y, batch_x_lab_length = data + batch_x, batch_y, batch_x_lab_length = ( + batch_x.float().to(device), + batch_y.float().to(device), + batch_x_lab_length.float().to(device), + ) + batch_y = batch_y[:, :, 1] # 0: outcome, 1: los + batch_y = batch_y.unsqueeze(-1) + output = model(batch_x, device, info) + loss = loss_fn(output, batch_y, batch_x_lab_length) + val_loss.append(loss.item()) + output = torch.squeeze(output) + batch_y = torch.squeeze(batch_y) + for i in range(len(batch_y)): + y_pred.extend(output[i][: batch_x_lab_length[i].long()].tolist()) + y_true.extend(batch_y[i][: batch_x_lab_length[i].long()].tolist()) + y_pred = np.array(y_pred) + y_true = np.array(y_true) + y_pred = reverse_zscore_los(y_pred, los_statistics) + y_true = reverse_zscore_los(y_true, los_statistics) + evaluation_scores = eval_metrics.print_metrics_regression(y_true, y_pred, verbose=0) + return np.array(val_loss).mean(), evaluation_scores + + +def calculate_los_statistics(dataset, train_idx): + """calculate los's mean/std""" + # y = dataset.y[train_idx][:, :, 1] + y = [] + for i in train_idx: + # print(dataset.y[i][:dataset.x_lab_length[i].long()]) + for j in range(dataset.x_lab_length[i]): + y.append(dataset.y[i][j][1]) + # y.extend(dataset.y[i][:dataset.x_lab_length[i].long()].tolist()) + y = np.array(y) + mean, std = y.mean(), y.std() + los_statistics = {"los_mean": mean, "los_std": std} + return los_statistics + + +def zscore_los(dataset, los_statistics): + """zscore scale y""" + dataset.y[:, :, 1] = ( + dataset.y[:, :, 1] - los_statistics["los_mean"] + ) / los_statistics["los_std"] + return dataset + + +def reverse_zscore_los(y, los_statistics): + """reverse zscore y""" + y = y * los_statistics["los_std"] + los_statistics["los_mean"] + return y + + +def start_pipeline(cfg, device): + info = {"config": cfg, "epoch": 0} + val_info = {"config": cfg, "epoch": cfg.epochs} + dataset_type, method, num_folds, train_fold = ( + cfg.dataset, + cfg.model, + cfg.num_folds, + cfg.train_fold, + ) + # Load data + x, y, x_lab_length = load_data(dataset_type) + dataset = get_dataset(x, y, x_lab_length) + all_history = {} + test_performance = { + "test_loss": [], + "test_mad": [], + "test_mse": [], + "test_mape": [], + "test_rmse": [], + } + kfold_test = StratifiedKFold( + n_splits=num_folds, shuffle=True, random_state=cfg.dataset_split_seed + ) + skf = kfold_test.split(np.arange(len(dataset)), dataset.y[:, 0, 0]) + for fold_test in range(train_fold): + x, y, x_lab_length = load_data(dataset_type) + dataset = get_dataset(x, y, x_lab_length) + train_and_val_idx, test_idx = next(skf) + print("====== Test Fold {} ======".format(fold_test + 1)) + sss = StratifiedShuffleSplit( + n_splits=1, + test_size=1 / (num_folds - 1), + random_state=cfg.dataset_split_seed, + ) + sub_dataset = Dataset( + dataset.x[train_and_val_idx], + dataset.y[train_and_val_idx], + dataset.x_lab_length[train_and_val_idx], + ) + all_history["test_fold_{}".format(fold_test + 1)] = {} + history = { + "train_loss": [], + "val_loss": [], + "val_mad": [], + "val_mse": [], + "val_mape": [], + "val_rmse": [], + } + train_idx, val_idx = next( + sss.split(np.arange(len(train_and_val_idx)), sub_dataset.y[:, 0, 0]) + ) + # apply z-score transform los + los_statistics = calculate_los_statistics(sub_dataset, train_idx) + print(los_statistics) + sub_dataset = zscore_los(sub_dataset, los_statistics) + dataset = zscore_los(dataset, los_statistics) + + test_sampler = SubsetRandomSampler(test_idx) + test_loader = DataLoader( + dataset, + batch_size=cfg.batch_size, + sampler=test_sampler, + num_workers=0, + ) + + train_sampler = SubsetRandomSampler(train_idx) + val_sampler = SubsetRandomSampler(val_idx) + train_loader = DataLoader( + sub_dataset, + batch_size=cfg.batch_size, + sampler=train_sampler, + num_workers=0, + ) + val_loader = DataLoader( + sub_dataset, + batch_size=cfg.batch_size, + sampler=val_sampler, + num_workers=0, + ) + for seed in cfg.model_init_seed: + init_random(seed) + model = build_model_from_cfg(cfg, device) + optimizer = torch.optim.Adam(model.parameters(), lr=1e-3) + criterion = predict_all_visits_mse_loss + best_val_performance = 1e8 + + if cfg.train == True: + for epoch in range(cfg.epochs): + info["epoch"] = epoch + 1 + train_loss = train_epoch( + model, + device, + train_loader, + criterion, + optimizer, + info=info, + ) + val_loss, val_evaluation_scores = val_epoch( + model, + device, + val_loader, + criterion, + los_statistics, + info=val_info, + ) + # save performance history on validation set + print( + "Epoch:{}/{} AVG Training Loss:{:.3f} AVG Val Loss:{:.3f}".format( + epoch + 1, cfg.epochs, train_loss, val_loss + ) + ) + history["train_loss"].append(train_loss) + history["val_loss"].append(val_loss) + history["val_mad"].append(val_evaluation_scores["mad"]) + history["val_mse"].append(val_evaluation_scores["mse"]) + history["val_mape"].append(val_evaluation_scores["mape"]) + history["val_rmse"].append(val_evaluation_scores["rmse"]) + # if mad is lower, than set the best mad, save the model, and test it on the test set + if val_evaluation_scores["mad"] < best_val_performance: + best_val_performance = val_evaluation_scores["mad"] + torch.save( + model.state_dict(), + f"checkpoints/{cfg.name}_{fold_test + 1}_seed{seed}.pth", + ) + print("[best!!]", epoch) + es = 0 + else: + es += 1 + if es >= 20: + print(f"Early stopping break at epoch {epoch}") + break + print( + f"Best performance on val set {fold_test+1}: \ + MAE = {best_val_performance}" + ) + model = build_model_from_cfg(cfg, device) + model.load_state_dict( + torch.load( + f"checkpoints/{cfg.name}_{fold_test + 1}_seed{seed}.pth", + map_location=torch.device("cpu"), + ) + ) + test_loss, test_evaluation_scores = val_epoch( + model, + device, + test_loader, + criterion, + los_statistics, + info=val_info, + ) + test_performance["test_loss"].append(test_loss) + test_performance["test_mad"].append(test_evaluation_scores["mad"]) + test_performance["test_mse"].append(test_evaluation_scores["mse"]) + test_performance["test_mape"].append(test_evaluation_scores["mape"]) + test_performance["test_rmse"].append(test_evaluation_scores["rmse"]) + print( + f"Performance on test set {fold_test+1}: \ + MAE = {test_evaluation_scores['mad']}, \ + MSE = {test_evaluation_scores['mse']}, \ + MAPE = {test_evaluation_scores['mape']}, \ + RMSE = {test_evaluation_scores['rmse']}" + ) + all_history["test_fold_{}".format(fold_test + 1)] = history + # Calculate average performance on 10-fold test set + test_mad_list = np.array(test_performance["test_mad"]) + test_mse_list = np.array(test_performance["test_mse"]) + test_mape_list = np.array(test_performance["test_mape"]) + test_rmse_list = np.array(test_performance["test_rmse"]) + + print("====================== TEST RESULT ======================") + print("MAE: {:.3f} ({:.3f})".format(test_mad_list.mean(), test_mad_list.std())) + print("MSE: {:.3f} ({:.3f})".format(test_mse_list.mean(), test_mse_list.std())) + print("MAPE: {:.3f} ({:.3f})".format(test_mape_list.mean(), test_mape_list.std())) + print("RMSE: {:.3f} ({:.3f})".format(test_rmse_list.mean(), test_rmse_list.std())) + + print("=========================================================") + perflog.process_and_upload_performance( + cfg, + mae=test_mad_list, + mse=test_mse_list, + rmse=test_rmse_list, + mape=test_mape_list, + verbose=1, + upload=cfg.db, + )