TSEditor / plot.py
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import os
import torch
import numpy as np
os.environ["WANDB_ENABLED"] = "false"
from engine.solver import Trainer
from data.build_dataloader import build_dataloader
from utils.metric_utils import visualization, save_pdf
# from utils.metric_utils import visualization
from utils.io_utils import load_yaml_config, instantiate_from_config
from models.model_utils import unnormalize_to_zero_to_one
from scipy.signal import find_peaks, peak_prominences
# disable user warnings
import warnings
warnings.simplefilter("ignore", UserWarning)
import scipy.stats
import numpy as np
import seaborn as sns
import matplotlib.pyplot as plt
from sklearn.manifold import TSNE
from sklearn.decomposition import PCA
class Arguments:
def __init__(self, config_path) -> None:
self.config_path = config_path
# self.config_path = "./config/control/revenue-baseline-sine.yaml"
self.save_dir = (
"../../../data/" + os.path.basename(self.config_path).split(".")[0]
)
self.gpu = 0
os.makedirs(self.save_dir, exist_ok=True)
self.mode = "infill"
self.missing_ratio = 0.95
self.milestone = 10
import numpy as np
import matplotlib as mpl
def create_color_gradient(sorting_value=None, start_color='#FFFF00', end_color='#00008B'):
"""Create color gradient using matplotlib color interpolation."""
def color_fader(c1, c2, mix=0):
"""Fade from color c1 to c2 with mix ratio."""
c1 = np.array(mpl.colors.to_rgb(c1))
c2 = np.array(mpl.colors.to_rgb(c2))
return mpl.colors.to_hex((1-mix)*c1 + mix*c2)
if sorting_value is not None:
# Normalize values between 0-1
values = np.array(list(sorting_value.values()))
normalized = (values - values.min()) / (values.max() - values.min())
# Create color mapping
return {
key: color_fader(start_color, end_color, mix=norm_val)
for key, norm_val in zip(sorting_value.keys(), normalized)
}
else:
# Return middle point color
return color_fader(start_color, end_color, mix=0.5)
def create_color_gradient(sorting_value=None, start_color='#FFFF00', middle_color='#00FF00', end_color='#00008B'):
"""Create color gradient using matplotlib interpolation with middle color."""
def color_fader(c1, c2, mix=0):
"""Fade from color c1 to c2 with mix ratio."""
c1 = np.array(mpl.colors.to_rgb(c1))
c2 = np.array(mpl.colors.to_rgb(c2))
return mpl.colors.to_hex((1-mix)*c1 + mix*c2)
if sorting_value is not None:
values = np.array(list(sorting_value.values()))
normalized = (values - values.min()) / (values.max() - values.min())
colors = {}
for key, norm_val in zip(sorting_value.keys(), normalized):
if norm_val <= 0.5:
# Interpolate between start and middle
mix = norm_val * 2 # Scale 0-0.5 to 0-1
colors[key] = color_fader(start_color, middle_color, mix)
else:
# Interpolate between middle and end
mix = (norm_val - 0.5) * 2 # Scale 0.5-1 to 0-1
colors[key] = color_fader(middle_color, end_color, mix)
return colors
else:
return middle_color # Return middle color directly
def evaluate_peak_detection(data, target_peaks, window_size=7, min_distance=5, prominence_threshold=0.1):
"""
Evaluate peak detection accuracy by comparing detected peaks with target peaks.
Parameters:
data: numpy array of shape (batch_size, seq_length, features)
The generated sequences to analyze
The indices where peaks should occur (e.g., every 7 steps for weekly peaks)
target_peak: list
List of indices where peaks should occur
window_size: int
Size of window to consider a peak match
"""
batch_size, seq_length, features = data.shape
detected_peaks = []
accuracy_metrics = {}
# Create figure for visualization
fig, axes = plt.subplots(4, 2, figsize=(20, 12))
axes = axes.flatten()
# Analyze first 8 batches and first feature (revenue)
overall_matched = 0
overall_targets = 0
for i in range(8):
sequence = data[i, :, 0] # batch i, all timepoints, revenue feature
# Find peaks using scipy
peaks, properties = find_peaks(sequence,
distance=min_distance,
prominence=prominence_threshold)
# Plot original sequence and detected peaks
axes[i].plot(sequence, label='Generated Sequence')
axes[i].plot(peaks, sequence[peaks], "x", label='Detected Peaks')
# Plot target peak positions
target_positions = target_peaks # np.arange(0, seq_length, 7) # Weekly peaks
axes[i].plot(target_positions, sequence[target_positions], "o",
label='Target Peak Positions')
axes[i].set_title(f'Sequence {i+1} Peak Detection Analysis')
axes[i].legend()
axes[i].grid(True)
# Count matches within window for this sequence
matched_peaks = 0
for target in target_positions:
# Check if any detected peak is within the window of the target
matches = np.any((peaks >= target - window_size//2) &
(peaks <= target + window_size//2))
if matches:
matched_peaks += 1
overall_matched += matched_peaks
overall_targets += len(target_positions)
for i in range(8, batch_size):
peaks, properties = find_peaks(data[i, :, 0], distance=min_distance, prominence=prominence_threshold)
matched_peaks = 0
for target in target_peaks:
matches = np.any((peaks >= target - window_size//2) &
(peaks <= target + window_size//2))
if matches:
matched_peaks += 1
overall_matched += matched_peaks
overall_targets += len(target_peaks)
# Calculate overall metrics
accuracy = overall_matched / overall_targets
precision = overall_matched / (len(peaks) * 8) if len(peaks) > 0 else 0
accuracy_metrics = {
'accuracy': accuracy,
'precision': precision,
'total_targets': overall_targets,
'detected_peaks': len(peaks) * 8,
'matched_peaks': overall_matched
}
plt.tight_layout()
plt.show()
return accuracy_metrics, peaks
for config_path in [
"./config/modified/sines.yaml",
"./config/modified/revenue-baseline-365.yaml",
"./config/modified/energy.yaml",
"./config/modified/fmri.yaml",
]:
args = Arguments(config_path)
configs = load_yaml_config(args.config_path)
device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")
torch.cuda.set_device(args.gpu)
dl_info = build_dataloader(configs, args)
model = instantiate_from_config(configs["model"]).to(device)
trainer = Trainer(config=configs, args=args, model=model, dataloader=dl_info)
# trainer.load(args.milestone, from_folder="../../../data/ckpt_baseline_240")
# trainer.train()
from data.build_dataloader import build_dataloader_cond
# args.milestone
trainer.load("10")
test_dl_info = build_dataloader_cond(configs, args)
test_dataloader, test_dataset = test_dl_info["dataloader"], test_dl_info["dataset"]
coef = configs["dataloader"]["test_dataset"]["coefficient"]
stepsize = configs["dataloader"]["test_dataset"]["step_size"]
sampling_steps = configs["dataloader"]["test_dataset"]["sampling_steps"]
seq_length, feature_dim = test_dataset.window, test_dataset.var_num
# samples, ori_data, masks = trainer.restore(
# test_dataloader,
# [seq_length, feature_dim],
# coef,
# stepsize,
# sampling_steps,
# control_signal={},
# # test=
# )
# if test_dataset.auto_norm:
# samples = unnormalize_to_zero_to_one(samples)
# ori_data = np.load(os.path.join(dataset.dir, f"sine_ground_truth_{seq_length}_test.npy"))
dataset_name = os.path.basename(args.config_path).split(".")[0].split("-")[0]
mapper = {
"sines": "sines",
"revenue": "revenue",
"energy": "energy",
"fmri": "fMRI",
}
gap = seq_length // 5
ori_data = np.load(
os.path.join("../../../data/train/", dataset_name, "samples", f"{mapper[dataset_name]}_norm_truth_{seq_length}_train.npy")
)
masks = np.load(os.path.join("../../../data/train/", dataset_name, "samples", f"{mapper[dataset_name]}_masking_{seq_length}.npy"))
sample_num, seq_len, feat_dim = masks.shape
observed = ori_data[:sample_num] * masks
ori_data = ori_data[:sample_num]
import pickle
from pathlib import Path
# Cache file path
cache_dir = Path(f"../../../data/cache_{dataset_name}")
cache_dir.mkdir(exist_ok=True)
def load_cached_results():
results = {'unconditional': None, 'sum_controlled': {}, 'anchor_controlled': {}}
for cache_file in cache_dir.glob('*.pkl'):
with open(cache_file, 'rb') as f:
key = cache_file.stem
if key == 'unconditional':
results['unconditional'] = pickle.load(f)
elif key.startswith('sum_'):
param = key[4:] # Remove 'sum_' prefix
results['sum_controlled'][param] = pickle.load(f)
elif key.startswith('anchor_'):
param = key[7:] # Remove 'anchor_' prefix
results['anchor_controlled'][param] = pickle.load(f)
return results
def save_result(key, subkey, data):
if subkey:
filename = f"{key}_{subkey}.pkl"
else:
filename = f"{key}.pkl"
with open(cache_dir / filename, 'wb') as f:
pickle.dump(data, f)
results = load_cached_results()
dataset = dl_info["dataset"]
seq_length, feature_dim = dataset.window, dataset.var_num
coef = configs["dataloader"]["test_dataset"]["coefficient"]
stepsize = configs["dataloader"]["test_dataset"]["step_size"]
# Unconditional sampling
if results['unconditional'] is None:
print("Generating unconditional data...")
results['unconditional'] = trainer.sample(
num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim]
)
save_result('unconditional', None, results['unconditional'])
# Different AUC weights
auc_weights = [10,]
auc_values = [-200, -150, -100, 0, 20, 30, 50, 100, 150]
for auc in auc_values:
for weight in auc_weights:
key = f"auc_{auc}_weight_{weight}"
if key not in results['sum_controlled']:
print(f"Generating sum controlled data - AUC: {auc}, Weight: {weight}")
results['sum_controlled'][key] = trainer.control_sample(
num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim],
model_kwargs={
"gradient_control_signal": {"auc": auc, "auc_weight": weight},
"coef": coef,
"learning_rate": stepsize
}
)
save_result('sum', key, results['sum_controlled'][key])
auc_weights = [1, 10, 50, 100]
auc_values = [-200,]
for auc in auc_values:
for weight in auc_weights:
key = f"auc_{auc}_weight_{weight}"
if key not in results['sum_controlled']:
print(f"Generating sum controlled data - AUC: {auc}, Weight: {weight}")
results['sum_controlled'][key] = trainer.control_sample(
num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim],
model_kwargs={
"gradient_control_signal": {"auc": auc, "auc_weight": weight},
"coef": coef,
"learning_rate": stepsize
}
)
save_result('sum', key, results['sum_controlled'][key])
# Different weekly peaks
peak_values = [0.8, 1.0]
peak_weights = [0.1, 0.5, 1.0]
# import matplotlib.pyplot as plt
# for peak in peak_values:
# for weight in peak_weights:
# key = f"peak_{peak}_weight_{weight}"
# if key not in results['anchor_controlled']:
# mask = np.zeros((seq_length, feature_dim), dtype=np.float32)
# mask[::gap, 0] = weight
# target = np.zeros((seq_length, feature_dim), dtype=np.float32)
# target[::gap, 0] = peak
# print(f"Generating anchor controlled data - Peak: {peak}, Weight: {weight}")
# results['anchor_controlled'][key] = trainer.control_sample(
# num=min(1000, len(dataset)), size_every=500, shape=[seq_length, feature_dim],
# model_kwargs={
# "gradient_control_signal": {"auc": -50, "auc_weight": 10.0},
# "coef": coef,
# "learning_rate": stepsize
# },
# target=target,
# partial_mask=mask
# )
# save_result('anchor', key, results['anchor_controlled'][key])
# # plot mask, target, and generated sequence
# plt.figure(figsize=(12, 6))
# plt.plot(mask[:, 0], label='Mask')
# plt.plot(target[:, 0], label='Target')
# plt.plot(results['anchor_controlled'][key][0, :, 0], label='Generated Sequence')
# plt.title(f"Anchor Controlled Data - Peak: {peak}, Weight: {weight}")
# plt.legend()
# plt.show()
# Unnormalize results if needed
if dataset.auto_norm:
for key, data in results.items():
if isinstance(data, dict):
for subkey, subdata in data.items():
results[key][subkey] = unnormalize_to_zero_to_one(subdata)
else:
results[key] = unnormalize_to_zero_to_one(data)
# Store the results in variables for compatibility with existing code
unconditional_data = results['unconditional']
sum_controled_data = results['sum_controlled']# ['auc_0_weight_10.0'] # default values
anchor_controled_data = results['anchor_controlled'] # ['peak_0.8_weight_0.1'] # default values
# Sum control
samples = 1000
data = {
"ori_data": ori_data[:samples, :, :1],
"Unconditional": unconditional_data[:samples, :, :1],
}
# for key, value in sum_controled_data.items():
# if "weight_10" in key:
# data[key] = value
# print(key)
keys = [
# "auc_-200_weight_10",
"auc_-100_weight_10",
# "auc_0_weight_10",
"auc_20_weight_10",
# "auc_30_weight_10",
"auc_50_weight_10",
# "auc_100_weight_10",
"auc_150_weight_10",
]
for key in keys:
data[key] = sum_controled_data[key][:samples, :, :1]
# print sum
print(key, " ==> ", sum_controled_data[key][:samples, :, :1].sum() / sum_controled_data[key][:samples, :, :1].shape[0])
# visualization_control(
# data=data,
# analysis="kernel",
# compare=ori_data.shape[0],
# output_label="revenue"
# )
def visualization_control_subplots(data, analysis="kernel", compare=100, output_label="", highlight=None):
# from scipy import integrate
# Calculate area under curve for each distribution
def get_auc(data_array):
return data_array.sum(-1).mean()
# Get AUC values
auc_orig = get_auc(data["ori_data"])
auc_uncond = get_auc(data["Unconditional"])
# Setup subplots
keys = [k for k in data.keys() if k not in ["ori_data", "Unconditional"]]
l = len(keys)
n_cols = min(4, len(keys))
n_rows = (len(keys) + n_cols - 1) // n_cols
fig, axes = plt.subplots(n_rows, n_cols, figsize=(6*n_cols, 4*n_rows))
fig.set_dpi(300)
if n_rows == 1:
axes = axes.reshape(1, -1)
def beautiful_text(key):
print(key)
if "auc" in key:
auc = key.split("_")[1]
weight = key.split("_")[3]
if highlight is None:
return f"AUC: $\\mathbf{{{auc}}}$ Weight: {weight}"
else:
return f"AUC: {auc} Weight: $\\mathbf{{{weight}}}$"
if "peak" in key:
peak = key.split("_")[1]
weight = key.split("_")[3]
return f"Peak: {peak} Weight: {weight}"
return key
# Plot distributions
# colors = create_color_gradient({key: get_auc(data[key]) for key in keys}, '#004225','#F02147', '#4B0082')
def get_alpha(idx, n_plots):
"""Generate alpha value between 0.3-0.8 based on plot index"""
return 0.5 + (0.4 * idx / (n_plots - 1)) if n_plots > 1 else 0.8
for idx, key in enumerate(keys):
row, col = idx // n_cols, idx % n_cols
ax = axes[row, col]
# Plot distributions
sns.distplot(data["ori_data"], hist=False, kde=True,
kde_kws={"linewidth": 2, "alpha": 0.9 - get_alpha(idx, l) * 0.5}, color='red',
ax=ax, label=f'Original\n$\overline{{Area}}={auc_orig:.3f}$')
sns.distplot(data["Unconditional"], hist=False, kde=True,
kde_kws={"linewidth": 2, "linestyle":"--", "alpha": 0.9 - get_alpha(idx, l) * 0.5},
color='#15B01A', ax=ax, #FF4500 GREEN:15B01A
label=f'Unconditional\n$\overline{{Area}}= {auc_uncond:.3f}$')
auc_control = get_auc(data[key])
sns.distplot(data[key], hist=False, kde=True,
kde_kws={"linewidth": 2, "alpha": get_alpha(idx, l), "linestyle": "--"}, color="#9A0EEA",
ax=ax, label=f'{beautiful_text(key)}\n$\overline{{Area}}= {auc_control:.3f})$')
# ax.set_title(f'{beautiful_text(key)}')
ax.legend()
# Set labels only for first column and last row
if col == 0: ax.set_ylabel('Density')
else: ax.set_ylabel('')
if row == n_rows - 1: ax.set_xlabel('Value')
else: ax.set_xlabel('')
fig.suptitle(f"Kernel Density Estimation of {output_label}", fontsize=16)#, fontweight='bold')
plt.tight_layout()
plt.show()
# save pdf
# plt.savefig(f"./figures/{output_label}_kde.pdf", bbox_inches='tight')
save_pdf(fig, f"./figures/{output_label}_kde.pdf")
plt.close()
ds_name_display = {
"sines": "Synthetic Sine Waves",
"revenue": "Revenue",
"energy": "ETTh",
"fmri": "fMRI",
}
visualization_control_subplots(
data=data,
analysis="kernel",
compare=ori_data.shape[0],
output_label=f"{ds_name_display[dataset_name]} Dataset with Summation Control"
)
# peak control
# data = {
# "ori_data": ori_data[:samples, :, :1],
# "Unconditional": unconditional_data[:samples, :, :1],
# }
# keys = [
# "peak_0.8_weight_0.1",
# "peak_0.8_weight_0.5",
# "peak_0.8_weight_1.0",
# "peak_1.0_weight_0.1",
# "peak_1.0_weight_0.5",
# "peak_1.0_weight_1.0",
# ]
# for key in keys:
# data[key] = anchor_controled_data[key][:samples, :, :1]
# # print peak
# print(key, " ==> ", anchor_controled_data[key][:samples, :, :1].max())
# visualization_control(
# data=data,
# analysis="kernel",
# compare=ori_data.shape[0],
# output_label="revenue"
# )
# # config_mapping = {
# # "sines": {
# # }
# # "revenue": "revenue",
# # "energy": "energy",
# # "fmri": "fMRI",
# # }
# # Evaluate peak detection for different control settings
# peak_accuracies = {}
# for key, data in anchor_controled_data.items():
# print(f"\nEvaluating {key}")
# metrics, peaks = evaluate_peak_detection(
# data,
# target_peaks=range(0, seq_length, gap),
# window_size=max(1, gap//2),
# min_distance=max(1, gap - 1)
# )
# peak_accuracies[key] = metrics
# print(f"Accuracy: {metrics['accuracy']:.3f}")
# print(f"Precision: {metrics['precision']:.3f}")
# print(f"Matched peaks: {metrics['matched_peaks']} / {metrics['total_targets']}")
print("="*50)