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import os |
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import numpy as np |
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import torch |
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import torch.utils.data |
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from sklearn.metrics import mean_absolute_error |
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from sklearn.metrics import mean_squared_error |
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import sys |
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project_path = "/content/gdrive//My Drive/CS5248_project" |
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sys.path.append(project_path + '/lib') |
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from metrics import masked_mape_np |
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from scipy.sparse.linalg import eigs |
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from metrics import masked_mape_np, masked_mae,masked_mse,masked_rmse,masked_mae_test,masked_rmse_test |
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def re_normalization(x, mean, std): |
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x = x * std + mean |
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return x |
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def max_min_normalization(x, _max, _min): |
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x = 1. * (x - _min)/(_max - _min) |
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x = x * 2. - 1. |
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return x |
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def re_max_min_normalization(x, _max, _min): |
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x = (x + 1.) / 2. |
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x = 1. * x * (_max - _min) + _min |
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return x |
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def get_adjacency_matrix(distance_df_filename, num_of_vertices, id_filename=None): |
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''' |
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Parameters |
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---------- |
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distance_df_filename: str, path of the csv file contains edges information |
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num_of_vertices: int, the number of vertices |
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Returns |
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---------- |
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A: np.ndarray, adjacency matrix |
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''' |
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if 'npy' in distance_df_filename: |
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adj_mx = np.load(distance_df_filename) |
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return adj_mx, None |
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else: |
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import csv |
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A = np.zeros((int(num_of_vertices), int(num_of_vertices)), |
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dtype=np.float32) |
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distaneA = np.zeros((int(num_of_vertices), int(num_of_vertices)), |
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dtype=np.float32) |
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if id_filename: |
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with open(id_filename, 'r') as f: |
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id_dict = {int(i): idx for idx, i in enumerate(f.read().strip().split('\n'))} |
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with open(distance_df_filename, 'r') as f: |
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f.readline() |
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reader = csv.reader(f) |
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for row in reader: |
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if len(row) != 3: |
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continue |
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i, j, distance = int(row[0]), int(row[1]), float(row[2]) |
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A[id_dict[i], id_dict[j]] = 1 |
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distaneA[id_dict[i], id_dict[j]] = distance |
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return A, distaneA |
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else: |
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with open(distance_df_filename, 'r') as f: |
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f.readline() |
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reader = csv.reader(f) |
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for row in reader: |
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if len(row) != 3: |
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continue |
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i, j, distance = int(row[0]), int(row[1]), float(row[2]) |
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A[i, j] = 1 |
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distaneA[i, j] = distance |
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return A, distaneA |
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def scaled_Laplacian(W): |
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''' |
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compute \tilde{L} |
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Parameters |
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---------- |
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W: np.ndarray, shape is (N, N), N is the num of vertices |
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Returns |
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---------- |
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scaled_Laplacian: np.ndarray, shape (N, N) |
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''' |
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assert W.shape[0] == W.shape[1] |
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D = np.diag(np.sum(W, axis=1)) |
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L = D - W |
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lambda_max = eigs(L, k=1, which='LR')[0].real |
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return (2 * L) / lambda_max - np.identity(W.shape[0]) |
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def cheb_polynomial(L_tilde, K): |
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''' |
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compute a list of chebyshev polynomials from T_0 to T_{K-1} |
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Parameters |
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---------- |
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L_tilde: scaled Laplacian, np.ndarray, shape (N, N) |
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K: the maximum order of chebyshev polynomials |
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Returns |
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---------- |
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cheb_polynomials: list(np.ndarray), length: K, from T_0 to T_{K-1} |
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''' |
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N = L_tilde.shape[0] |
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cheb_polynomials = [np.identity(N), L_tilde.copy()] |
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for i in range(2, K): |
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cheb_polynomials.append(2 * L_tilde * cheb_polynomials[i - 1] - cheb_polynomials[i - 2]) |
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return cheb_polynomials |
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def load_graphdata_channel1(graph_signal_matrix_filename, num_of_indices, DEVICE, batch_size, shuffle=True): |
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''' |
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这个是为PEMS的数据准备的函数 |
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将x,y都处理成归一化到[-1,1]之前的数据; |
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每个样本同时包含所有监测点的数据,所以本函数构造的数据输入时空序列预测模型; |
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该函数会把hour, day, week的时间串起来; |
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注: 从文件读入的数据,x是最大最小归一化的,但是y是真实值 |
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这个函数转为mstgcn,astgcn设计,返回的数据x都是通过减均值除方差进行归一化的,y都是真实值 |
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:param graph_signal_matrix_filename: str |
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:param num_of_hours: int |
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:param num_of_days: int |
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:param num_of_weeks: int |
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:param DEVICE: |
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:param batch_size: int |
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:return: |
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three DataLoaders, each dataloader contains: |
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test_x_tensor: (B, N_nodes, in_feature, T_input) |
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test_decoder_input_tensor: (B, N_nodes, T_output) |
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test_target_tensor: (B, N_nodes, T_output) |
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''' |
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file = os.path.basename(graph_signal_matrix_filename).split('.')[0] |
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dirpath = os.path.dirname(graph_signal_matrix_filename) |
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filename = os.path.join(dirpath, |
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file) +'_astcgn' |
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print('load file:', filename) |
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file_data = np.load(filename + '.npz') |
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train_x = file_data['train_x'] |
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train_x = train_x[:, :, 0:5, :] |
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train_target = file_data['train_target'] |
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val_x = file_data['val_x'] |
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val_x = val_x[:, :, 0:5, :] |
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val_target = file_data['val_target'] |
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test_x = file_data['test_x'] |
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test_x = test_x[:, :, 0:5, :] |
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test_target = file_data['test_target'] |
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mean = file_data['mean'][:, :, 0:5, :] |
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std = file_data['std'][:, :, 0:5, :] |
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train_x_tensor = torch.from_numpy(train_x).type(torch.FloatTensor).to(DEVICE) |
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train_target_tensor = torch.from_numpy(train_target).type(torch.FloatTensor).to(DEVICE) |
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train_dataset = torch.utils.data.TensorDataset(train_x_tensor, train_target_tensor) |
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train_loader = torch.utils.data.DataLoader(train_dataset, batch_size=batch_size, shuffle=shuffle) |
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val_x_tensor = torch.from_numpy(val_x).type(torch.FloatTensor).to(DEVICE) |
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val_target_tensor = torch.from_numpy(val_target).type(torch.FloatTensor).to(DEVICE) |
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val_dataset = torch.utils.data.TensorDataset(val_x_tensor, val_target_tensor) |
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val_loader = torch.utils.data.DataLoader(val_dataset, batch_size=batch_size, shuffle=False) |
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test_x_tensor = torch.from_numpy(test_x).type(torch.FloatTensor).to(DEVICE) |
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test_target_tensor = torch.from_numpy(test_target).type(torch.FloatTensor).to(DEVICE) |
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test_dataset = torch.utils.data.TensorDataset(test_x_tensor, test_target_tensor) |
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test_loader = torch.utils.data.DataLoader(test_dataset, batch_size=batch_size, shuffle=False) |
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print('train:', train_x_tensor.size(), train_target_tensor.size()) |
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print('val:', val_x_tensor.size(), val_target_tensor.size()) |
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print('test:', test_x_tensor.size(), test_target_tensor.size()) |
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return train_loader, train_target_tensor, val_loader, val_target_tensor, test_loader, test_target_tensor, mean, std |
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def compute_val_loss_mstgcn(net, val_loader, criterion, masked_flag,missing_value,sw, epoch, limit=None): |
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''' |
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for rnn, compute mean loss on validation set |
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:param net: model |
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:param val_loader: torch.utils.data.utils.DataLoader |
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:param criterion: torch.nn.MSELoss |
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:param sw: tensorboardX.SummaryWriter |
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:param global_step: int, current global_step |
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:param limit: int, |
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:return: val_loss |
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''' |
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net.train(False) |
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with torch.no_grad(): |
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val_loader_length = len(val_loader) |
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tmp = [] |
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for batch_index, batch_data in enumerate(val_loader): |
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encoder_inputs, labels = batch_data |
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outputs = net(encoder_inputs) |
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if masked_flag: |
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loss = criterion(outputs, labels, missing_value) |
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else: |
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loss = criterion(outputs, labels) |
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tmp.append(loss.item()) |
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if batch_index % 100 == 0: |
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print('validation batch %s / %s, loss: %.2f' % (batch_index + 1, val_loader_length, loss.item())) |
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if (limit is not None) and batch_index >= limit: |
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break |
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validation_loss = sum(tmp) / len(tmp) |
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sw.add_scalar('validation_loss', validation_loss, epoch) |
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return validation_loss |
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def predict_and_save_results_mstgcn(net, data_loader, data_target_tensor, global_step, metric_method,_mean, _std, params_path, type): |
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''' |
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:param net: nn.Module |
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:param data_loader: torch.utils.data.utils.DataLoader |
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:param data_target_tensor: tensor |
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:param epoch: int |
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:param _mean: (1, 1, 3, 1) |
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:param _std: (1, 1, 3, 1) |
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:param params_path: the path for saving the results |
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:return: |
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''' |
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net.train(False) |
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with torch.no_grad(): |
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data_target_tensor = data_target_tensor.cpu().numpy() |
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loader_length = len(data_loader) |
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prediction = [] |
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input = [] |
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for batch_index, batch_data in enumerate(data_loader): |
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encoder_inputs, labels = batch_data |
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input.append(encoder_inputs[:, :, 0:1].cpu().numpy()) |
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outputs = net(encoder_inputs) |
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prediction.append(outputs.detach().cpu().numpy()) |
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if batch_index % 100 == 0: |
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print('predicting data set batch %s / %s' % (batch_index + 1, loader_length)) |
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input = np.concatenate(input, 0) |
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input = re_normalization(input, _mean, _std) |
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prediction = np.concatenate(prediction, 0) |
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print('input:', input.shape) |
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print('prediction:', prediction.shape) |
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print('data_target_tensor:', data_target_tensor.shape) |
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output_filename = os.path.join(params_path, 'output_epoch_%s_%s' % (global_step, type)) |
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np.savez(output_filename, input=input, prediction=prediction, data_target_tensor=data_target_tensor) |
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excel_list = [] |
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prediction_length = prediction.shape[2] |
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for i in range(prediction_length): |
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assert data_target_tensor.shape[0] == prediction.shape[0] |
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print('current epoch: %s, predict %s points' % (global_step, i)) |
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if metric_method == 'mask': |
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mae = masked_mae_test(data_target_tensor[:, :, i], prediction[:, :, i],0.0) |
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rmse = masked_rmse_test(data_target_tensor[:, :, i], prediction[:, :, i],0.0) |
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mape = masked_mape_np(data_target_tensor[:, :, i], prediction[:, :, i], 0) |
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else : |
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mae = mean_absolute_error(data_target_tensor[:, :, i], prediction[:, :, i]) |
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rmse = mean_squared_error(data_target_tensor[:, :, i], prediction[:, :, i]) ** 0.5 |
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mape = masked_mape_np(data_target_tensor[:, :, i], prediction[:, :, i], 0) |
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print('MAE: %.2f' % (mae)) |
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print('RMSE: %.2f' % (rmse)) |
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print('MAPE: %.2f' % (mape)) |
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excel_list.extend([mae, rmse, mape]) |
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if metric_method == 'mask': |
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mae = masked_mae_test(data_target_tensor.reshape(-1, 1), prediction.reshape(-1, 1), 0.0) |
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rmse = masked_rmse_test(data_target_tensor.reshape(-1, 1), prediction.reshape(-1, 1), 0.0) |
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mape = masked_mape_np(data_target_tensor.reshape(-1, 1), prediction.reshape(-1, 1), 0) |
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else : |
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mae = mean_absolute_error(data_target_tensor.reshape(-1, 1), prediction.reshape(-1, 1)) |
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rmse = mean_squared_error(data_target_tensor.reshape(-1, 1), prediction.reshape(-1, 1)) ** 0.5 |
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mape = masked_mape_np(data_target_tensor.reshape(-1, 1), prediction.reshape(-1, 1), 0) |
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print('all MAE: %.2f' % (mae)) |
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print('all RMSE: %.2f' % (rmse)) |
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print('all MAPE: %.2f' % (mape)) |
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excel_list.extend([mae, rmse, mape]) |
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print(excel_list) |
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