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@ -80,7 +80,7 @@ class CreditProductsDataset:
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'fclose_flag',
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'pre_loans5', 'pre_loans6090', 'pre_loans530', 'pre_loans90', 'pre_loans3060'
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]
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self.num_columns = ['pre_loans5'] # TODO empty list get DatParallel to crash
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self.num_columns = []
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# make unified category index for embeddings for all columns. zero index embedding for padding will be zeroed during training
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self.cat_cardinalities = self.features_df.max(axis=0)[self.cat_columns] + 1
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@ -102,13 +102,12 @@ class CreditProductsDataset:
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self.targets_df = self.targets_df.sort_index()
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self.targets = torch.tensor(self.targets_df.flag.values).type(torch.float32)
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def get_batch(self, batch_size=4):
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def get_train_batch(self, batch_size=4):
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sampled_ids = np.random.choice(self.train_uniq_client_ids, batch_size, replace=False) # think about replace=True
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cat_features_batch = self.cat_features[sampled_ids]
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num_features_batch = self.num_features[sampled_ids]
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if self.dropout_rate > 0.0:
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cat_features_batch *= torch.empty_like(cat_features_batch).bernoulli_(1-self.dropout_rate) # argument is keep_prob
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num_features_batch *= torch.empty_like(num_features_batch).bernoulli_(1-self.dropout_rate) # argument is keep_prob
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cat_features_batch *= torch.empty_like(cat_features_batch).bernoulli_(1-self.dropout_rate) # arg is keep_probability
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num_features_batch *= torch.empty_like(num_features_batch).bernoulli_(1-self.dropout_rate)
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targets_batch = self.targets[sampled_ids]
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return cat_features_batch, num_features_batch, targets_batch
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@ -122,23 +121,24 @@ class CreditProductsDataset:
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# for parallel data selection
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class WrapperDataset(Dataset):
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def __init__(self, credit_dataset, encoder, batch_size, datasets_per_epoch):
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def __init__(self, credit_dataset, batch_size, datasets_per_epoch=1):
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self.credit_dataset = credit_dataset
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self.encoder = encoder
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self.batch_size = batch_size
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self.num_batches = len(self.credit_dataset.train_uniq_client_ids) // self.batch_size // torch.distributed.get_world_size() * datasets_per_epoch
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self.num_batches = len(self.credit_dataset.train_uniq_client_ids) \
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// self.batch_size \
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* datasets_per_epoch
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def __len__(self):
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return self.num_batches
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def __getitem__(self, idx):
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cat_inputs, num_inputs, targets = self.credit_dataset.get_batch(batch_size=self.batch_size)
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cat_inputs, num_inputs, targets = self.credit_dataset.get_train_batch(batch_size=self.batch_size)
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return cat_inputs, num_inputs, targets
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##################################### Model ###########################################################################################
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class Encoder(nn.Module):
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def __init__(self, cat_columns, num_columns, cat_features_max_id, category_feature_dim=4, out_dim=64, dropout_rate=0.0):
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def __init__(self, cat_columns, num_columns, cat_features_max_id, category_feature_dim=4, out_dim=64):
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super().__init__()
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self.__dict__.update({k:v for k,v in locals().items() if k != 'self'})
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self.total_h_dim = len(self.cat_columns) * category_feature_dim + len(self.num_columns)
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@ -152,12 +152,8 @@ class Encoder(nn.Module):
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cat_embed_tensor = cat_embed_tensor.reshape(cat_features_batch.shape[0], cat_features_batch.shape[1], -1)
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num_embed_tensor = self.num_scales * num_features_batch + self.num_shifts
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embed_tensor = torch.concat([cat_embed_tensor, num_embed_tensor], dim=-1)
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inputs = self.proj(embed_tensor)
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if self.dropout_rate > 0.0:
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inputs = F.dropout1d(inputs, p=self.dropout_rate)
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targets = targets_batch
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return inputs, targets
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# RoFormer: Enhanced Transformer with Rotary Position Embedding https://arxiv.org/abs/2104.09864
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@ -192,18 +188,6 @@ class DyT(nn.Module):
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x = torch.tanh(self.alpha * x)
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return x * self.weight + self.bias
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class DyC(nn.Module):
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def __init__(self, num_features, alpha_init_value=0.5):
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super().__init__()
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self.alpha = nn.Parameter(torch.ones(1) * alpha_init_value)
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self.weight = nn.Parameter(torch.ones(num_features))
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self.bias = nn.Parameter(torch.zeros(num_features))
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def forward(self, x):
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x = torch.clip(self.alpha * x, min=-1, max=1)
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return x * self.weight + self.bias
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# from layers import ChebyKANLayer
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# Attention Is All You Need https://arxiv.org/pdf/1706.03762v7
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# NeoBERT: A Next-Generation BERT https://arxiv.org/html/2502.19587v1
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class TransformerLayer(nn.Module):
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@ -216,9 +200,8 @@ class TransformerLayer(nn.Module):
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self.o_proj = nn.Linear(h_dim, h_dim)
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self.ff1 = nn.Linear(h_dim, 4*h_dim)
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self.ff2 = nn.Linear(4*h_dim, h_dim)
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self.ln1 = DyC(h_dim)
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self.ln2 = DyC(h_dim)
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self.ln3 = DyC(max_seq_len)
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self.ln1 = DyT(h_dim)
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self.ln2 = DyT(h_dim)
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self.rope = RoPE(dim=h_dim//self.num_heads, max_seq_len=max_seq_len)
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def split_to_heads(self, x, B, T, H):
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@ -227,15 +210,12 @@ class TransformerLayer(nn.Module):
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def gather_heads(self, x, B, T, H):
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return rearrange(x, '(b n) t h -> b t (n h)', b=B, t=T, n=self.num_heads) if self.num_heads > 1 else x
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# how to check that attention is actually make some difference
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def attention(self, x):
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q = self.rope(self.split_to_heads(self.q_proj(x), *x.shape))
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k = self.rope(self.split_to_heads(self.k_proj(x), *x.shape))
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v = self.split_to_heads(self.v_proj(x), *x.shape)
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scores = (q @ k.transpose(1, 2)) * (self.h_dim ** -0.5)
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# attention = nn.functional.softmax(F.dropout1d(scores, p=self.dropout_rate), dim=2)
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# attention = self.ln3(F.dropout1d(scores, p=self.dropout_rate))
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attention = self.ln3(scores)
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attention = nn.functional.softmax(scores, dim=2)
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return self.o_proj(self.gather_heads(attention @ v, *x.shape))
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def forward(self, x):
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@ -271,17 +251,18 @@ class Model(nn.Module):
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inputs, targets = self.encoder(cat_inputs, num_inputs, targets)
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return self.classifier(inputs), targets
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def test(start_time, epoch, batches_per_epoch, batch_size, model, optimizer, credit_train_dataset, test_auroc, writer):
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def test(start_time, epoch, batches_per_epoch, batch_size, model, optimizer, credit_dataset, test_auroc, writer):
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model.eval()
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optimizer.eval()
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with torch.no_grad():
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test_iterator = credit_train_dataset.get_test_batch_iterator(batch_size=batch_size)
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test_iterator = credit_dataset.get_test_batch_iterator(batch_size=batch_size)
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for test_batch_id, (test_cat_inputs, test_num_inputs, test_targets) in enumerate(test_iterator):
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test_cat_inputs, test_num_inputs, test_targets = [x.to(device_id, non_blocking=True) for x in [test_cat_inputs, test_num_inputs, test_targets]]
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test_cat_inputs = test_cat_inputs.to("cuda", non_blocking=True)
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test_num_inputs = test_num_inputs.to("cuda", non_blocking=True)
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test_targets = test_targets.to("cuda", non_blocking=True)
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outputs, targets = model(test_cat_inputs, test_num_inputs, test_targets)
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test_auroc.update(outputs, targets.long())
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print(f"\r {test_batch_id}/{len(credit_train_dataset.test_uniq_client_ids)//batch_size} {test_auroc.compute().item():.5f}", end = " "*20)
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if torch.distributed.get_rank() == 0:
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print(f"\r {test_batch_id}/{len(credit_dataset.test_uniq_client_ids)//batch_size} {test_auroc.compute().item():.5f}", end = " "*20)
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writer.add_scalar('test_roc_auc', test_auroc.compute().item(), epoch * batches_per_epoch)
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print(f"\r {datetime.now() - start_time} {epoch}/{epochs} Test rocauc: {test_auroc.compute().item():.5f}", end = " "*20)
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print()
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@ -294,11 +275,10 @@ layers_num = 6
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num_heads = 2
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class_num = 1
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dataset_dropout_rate = 0.4
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encoder_dropout_rate = 0.0
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classifier_dropout_date = 0.4
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epochs = 500
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batch_size = 2000
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datasets_per_epoch = 5
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batch_size = 30000
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datasets_per_epoch = 1
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num_workers = 10
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comment = sys.argv[1]
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@ -316,12 +296,6 @@ start_prep_time = datetime.now()
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credit_train_dataset = CreditProductsDataset(
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features_path="/wd/data/train_data/",
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targets_path="/wd/data/train_target.csv",
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# train_uniq_client_ids_path="/wd/train_uniq_client_ids.csv",
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# test_uniq_client_ids_path="/wd/test_uniq_client_ids.csv",
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# train_uniq_client_ids_path="/wd/dima_train_ids.csv",
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# test_uniq_client_ids_path="/wd/dima_test_ids.csv",
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# train_uniq_client_ids_path=f"/wd/fold{DEVICE_IDX}_train_ids.csv",
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# test_uniq_client_ids_path=f"/wd/fold{DEVICE_IDX}_test_ids.csv",
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train_uniq_client_ids_path=f"/wd/fold3_train_ids.csv",
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test_uniq_client_ids_path=f"/wd/fold3_test_ids.csv",
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dropout_rate=dataset_dropout_rate
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@ -333,8 +307,7 @@ encoder = Encoder(
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num_columns=credit_train_dataset.num_columns,
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cat_features_max_id=credit_train_dataset.cat_features.max(),
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category_feature_dim=category_feature_dim,
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out_dim=h_dim,
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dropout_rate=encoder_dropout_rate
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out_dim=h_dim
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)
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classifier = BertClassifier(
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@ -346,11 +319,8 @@ classifier = BertClassifier(
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dropout_rate = classifier_dropout_date
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)
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device_id = int(os.environ["LOCAL_RANK"])
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model = Model(encoder=encoder, classifier=classifier).to(f"cuda:{device_id}")
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model = Model(encoder=encoder, classifier=classifier).to("cuda")
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print(f"Model parameters count: ", sum(p.numel() for p in model.parameters()))
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model = DDP(model, device_ids=[device_id])
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# The Road Less Scheduled https://arxiv.org/html/2405.15682v4
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optimizer = schedulefree.AdamWScheduleFree(model.parameters())
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@ -359,15 +329,16 @@ positive_counts = credit_train_dataset.targets_df.loc[credit_train_dataset.train
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negative_counts = len(credit_train_dataset.targets_df.loc[credit_train_dataset.train_uniq_client_ids]) - positive_counts
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pos_weight = negative_counts / (positive_counts + 1e-15)
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print(f"Class imbalance: {negative_counts} {positive_counts}. Pos weight: {pos_weight}")
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criterion = torch.nn.BCEWithLogitsLoss(pos_weight=torch.tensor(pos_weight))
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training_data = WrapperDataset(credit_train_dataset, encoder, batch_size=batch_size, datasets_per_epoch=datasets_per_epoch)
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training_data = WrapperDataset(credit_dataset=credit_train_dataset, batch_size=batch_size, datasets_per_epoch=datasets_per_epoch)
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dataloader = DataLoader(training_data, batch_size=1, shuffle=False, num_workers=num_workers, pin_memory=True)
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# number of batches to go through dataset once
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batches_per_epoch = len(training_data)
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print(f"Number of batches per epoch: {batches_per_epoch}, Number of datasets per epoch : {datasets_per_epoch}")
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test_auroc = AUROC(task='binary', sync_on_compute=True)
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test_auroc = AUROC(task='binary')
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start_time = datetime.now()
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print("Started at:", start_time)
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@ -375,45 +346,82 @@ last_display_time = start_time
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last_checkpoint_time = start_time
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try:
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for epoch in range(epochs):
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test(start_time, epoch, batches_per_epoch, batch_size, model, optimizer, credit_train_dataset, test_auroc,
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writer=writer )
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test(
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start_time=start_time,
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epoch=epoch,
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batches_per_epoch=batches_per_epoch,
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batch_size=batch_size,
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model=model,
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optimizer=optimizer,
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credit_dataset=credit_train_dataset,
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test_auroc=test_auroc,
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writer=writer
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)
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for batch_id, (cat_inputs, num_inputs, targets) in enumerate(dataloader):
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model.train()
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optimizer.train()
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optimizer.zero_grad()
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cat_inputs, num_inputs, targets = [x.to(device_id, non_blocking=True) for x in [cat_inputs[0], num_inputs[0], targets[0]]]
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outputs, targets = model(cat_inputs, num_inputs, targets)
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outputs, targets = model(
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cat_inputs[0].to("cuda"),
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num_inputs[0].to("cuda"),
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targets[0].to("cuda")
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)
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loss = criterion(outputs, targets)
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loss.backward()
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optimizer.step()
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ddp_loss[0] = loss.item()
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torch.distributed.all_reduce(ddp_loss, op=torch.distributed.ReduceOp.SUM)
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ddp_loss[0] /= world_size
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current_time = datetime.now()
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if current_time - last_display_time > timedelta(seconds=1):
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last_display_time = current_time
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if rank == 0:
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writer.add_scalar(f'Loss', loss.item(), epoch*batches_per_epoch+batch_id)
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print(f"\r {current_time-start_time} {epoch+1}/{epochs} {batch_id}/{batches_per_epoch} loss: {loss.item():.6f} {comment}", end = " "*2)
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if current_time - last_checkpoint_time > timedelta(hours=8):
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last_checkpoint_time = current_time
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test(start_time, epoch, batches_per_epoch, batch_size, model, optimizer, credit_train_dataset, test_auroc,
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writer=writer )
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test(
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start_time=start_time,
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epoch=epoch,
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batches_per_epoch=batches_per_epoch,
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batch_size=batch_size,
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model=model,
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optimizer=optimizer,
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credit_dataset=credit_train_dataset,
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test_auroc=test_auroc,
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writer=writer
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)
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rocauc = test_auroc.compute().item()
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save_checkpoint(
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credit_dataset=credit_train_dataset,
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encoder = model.module.encoder, model=model.module.classifier, optimizer=optimizer, epoch=epoch,
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loss=loss.item(), rocauc=rocauc, сheсkpoints_dir=сheсkpoints_dir)
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encoder = model.module.encoder,
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model=model.module.classifier,
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optimizer=optimizer,
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epoch=epoch,
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loss=loss.item(),
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rocauc=rocauc,
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сheсkpoints_dir=сheсkpoints_dir
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)
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except KeyboardInterrupt:
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print()
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finally:
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test(epoch+1, batches_per_epoch, batch_size, model, optimizer, credit_train_dataset, test_auroc,
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writer=writer if rank==0 else None)
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test(
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start_time=start_time,
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epoch=epoch+1,
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batches_per_epoch=batches_per_epoch,
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batch_size=batch_size,
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model=model,
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optimizer=optimizer,
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credit_dataset=credit_train_dataset,
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test_auroc=test_auroc,
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writer=writer
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)
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rocauc = test_auroc.compute().item()
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save_checkpoint(
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credit_dataset=credit_train_dataset,
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encoder = model.module.encoder, model=model.module.classifier, optimizer=optimizer, epoch=epoch,
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loss=loss.item(), rocauc=rocauc, сheсkpoints_dir=сheсkpoints_dir)
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encoder = model.encoder,
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model=model.classifier,
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optimizer=optimizer,
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epoch=epoch,
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loss=loss.item(),
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rocauc=rocauc,
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сheсkpoints_dir=сheсkpoints_dir
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)
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writer.close()
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torch.distributed.destroy_process_group()
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Vladimir
2 weeks ago