#include #include #include "GridSearch.h" #include "Models.h" #include "Paths.h" #include "Folding.h" #include "Colors.h" namespace platform { std::string get_date() { time_t rawtime; tm* timeinfo; time(&rawtime); timeinfo = std::localtime(&rawtime); std::ostringstream oss; oss << std::put_time(timeinfo, "%Y-%m-%d"); return oss.str(); } std::string get_time() { time_t rawtime; tm* timeinfo; time(&rawtime); timeinfo = std::localtime(&rawtime); std::ostringstream oss; oss << std::put_time(timeinfo, "%H:%M:%S"); return oss.str(); } GridSearch::GridSearch(struct ConfigGrid& config) : config(config) { } json GridSearch::getResults() { std::ifstream file(Paths::grid_output(config.model)); if (file.is_open()) { return json::parse(file); } return json(); } vector GridSearch::processDatasets(Datasets& datasets) { // Load datasets auto datasets_names = datasets.getNames(); if (config.continue_from != NO_CONTINUE()) { // Continue previous execution: if (std::find(datasets_names.begin(), datasets_names.end(), config.continue_from) == datasets_names.end()) { throw std::invalid_argument("Dataset " + config.continue_from + " not found"); } // Remove datasets already processed vector< string >::iterator it = datasets_names.begin(); while (it != datasets_names.end()) { if (*it != config.continue_from) { it = datasets_names.erase(it); } else { if (config.only) ++it; else break; } } } // Exclude datasets for (const auto& name : config.excluded) { auto dataset = name.get(); auto it = std::find(datasets_names.begin(), datasets_names.end(), dataset); if (it == datasets_names.end()) { throw std::invalid_argument("Dataset " + dataset + " already excluded or doesn't exist!"); } datasets_names.erase(it); } return datasets_names; } void showProgressComb(const int num, const int n_folds, const int total, const std::string& color) { int spaces = int(log(total) / log(10)) + 1; int magic = n_folds * 3 + 22 + 2 * spaces; std::string prefix = num == 1 ? "" : string(magic, '\b') + string(magic + 1, ' ') + string(magic + 1, '\b'); std::cout << prefix << color << "(" << setw(spaces) << num << "/" << setw(spaces) << total << ") " << Colors::RESET() << flush; } void showProgressFold(int fold, const std::string& color, const std::string& phase) { std::string prefix = phase == "a" ? "" : "\b\b\b\b"; std::cout << prefix << color << fold << Colors::RESET() << "(" << color << phase << Colors::RESET() << ")" << flush; } std::string getColor(bayesnet::status_t status) { switch (status) { case bayesnet::NORMAL: return Colors::GREEN(); case bayesnet::WARNING: return Colors::YELLOW(); case bayesnet::ERROR: return Colors::RED(); default: return Colors::RESET(); } } json GridSearch::build_tasks_mpi() { auto tasks = json::array(); auto grid = GridData(Paths::grid_input(config.model)); auto datasets = Datasets(false, Paths::datasets()); auto datasets_names = processDatasets(datasets); for (const auto& dataset : datasets_names) { for (const auto& seed : config.seeds) { auto combinations = grid.getGrid(dataset); for (int n_fold = 0; n_fold < config.n_folds; n_fold++) { json task = { { "dataset", dataset }, { "seed", seed }, { "fold", n_fold} }; tasks.push_back(task); } } } // It's important to shuffle the array so heavy datasets are spread across the Workers std::random_device rd; std::mt19937 g(rd()); std::shuffle(tasks.begin(), tasks.end(), g); return tasks; } std::pair GridSearch::part_range_mpi(int n_tasks, int nprocs, int rank) { int assigned = 0; int remainder = n_tasks % nprocs; int start = 0; if (rank < remainder) { assigned = n_tasks / nprocs + 1; } else { assigned = n_tasks / nprocs; start = remainder; } start += rank * assigned; int end = start + assigned; if (rank == nprocs - 1) { end = n_tasks; } return { start, end }; } void status(struct ConfigMPI& config_mpi, std::string status) { std::cout << "* (" << config_mpi.rank << "): " << status << std::endl; } void GridSearch::process_task_mpi(struct ConfigMPI& config_mpi, json& task, Datasets& datasets, json& results) { // Process the task and store the result in the results json auto grid = GridData(Paths::grid_input(config.model)); auto dataset = task["dataset"].get(); auto seed = task["seed"].get(); auto n_fold = task["fold"].get(); // Generate the hyperparamters combinations auto combinations = grid.getGrid(dataset); status(config_mpi, "Processing dataset " + dataset + " with seed " + std::to_string(seed) + " and fold " + std::to_string(n_fold)); auto [X, y] = datasets.getTensors(dataset); auto states = datasets.getStates(dataset); auto features = datasets.getFeatures(dataset); auto className = datasets.getClassName(dataset); // // Start working on task // Fold* fold; if (config.stratified) fold = new StratifiedKFold(config.n_folds, y, seed); else fold = new KFold(config.n_folds, y.size(0), seed); auto [train, test] = fold->getFold(n_fold); auto train_t = torch::tensor(train); auto test_t = torch::tensor(test); auto X_train = X.index({ "...", train_t }); auto y_train = y.index({ train_t }); auto X_test = X.index({ "...", test_t }); auto y_test = y.index({ test_t }); auto num = 0; double best_fold_score = 0.0; json best_fold_hyper; for (const auto& hyperparam_line : combinations) { //status(config_mpi, "* Dataset: " + dataset + " Fold: " + std::to_string(n_fold) + " Processing hyperparameters: " + std::to_string(++num) + "/" + std::to_string(combinations.size())); auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line); Fold* nested_fold; if (config.stratified) nested_fold = new StratifiedKFold(config.nested, y_train, seed); else nested_fold = new KFold(config.nested, y_train.size(0), seed); double score = 0.0; for (int n_nested_fold = 0; n_nested_fold < config.nested; n_nested_fold++) { // Nested level fold auto [train_nested, test_nested] = nested_fold->getFold(n_nested_fold); auto train_nested_t = torch::tensor(train_nested); auto test_nested_t = torch::tensor(test_nested); auto X_nested_train = X_train.index({ "...", train_nested_t }); auto y_nested_train = y_train.index({ train_nested_t }); auto X_nested_test = X_train.index({ "...", test_nested_t }); auto y_nested_test = y_train.index({ test_nested_t }); // Build Classifier with selected hyperparameters auto clf = Models::instance()->create(config.model); auto valid = clf->getValidHyperparameters(); hyperparameters.check(valid, dataset); clf->setHyperparameters(hyperparameters.get(dataset)); // Train model clf->fit(X_nested_train, y_nested_train, features, className, states); // Test model score += clf->score(X_nested_test, y_nested_test); } delete nested_fold; score /= config.nested; if (score > best_fold_score) { best_fold_score = score; best_fold_hyper = hyperparam_line; } } delete fold; // Build Classifier with the best hyperparameters to obtain the best score auto hyperparameters = platform::HyperParameters(datasets.getNames(), best_fold_hyper); auto clf = Models::instance()->create(config.model); auto valid = clf->getValidHyperparameters(); hyperparameters.check(valid, dataset); clf->setHyperparameters(best_fold_hyper); clf->fit(X_train, y_train, features, className, states); best_fold_score = clf->score(X_test, y_test); // Save results results[dataset][std::to_string(n_fold)]["score"] = best_fold_score; results[dataset][std::to_string(n_fold)]["hyperparameters"] = best_fold_hyper; results[dataset][std::to_string(n_fold)]["seed"] = seed; status(config_mpi, "Finished dataset " + dataset + " with seed " + std::to_string(seed) + " and fold " + std::to_string(n_fold) + " score " + std::to_string(best_fold_score)); } void GridSearch::go_mpi(struct ConfigMPI& config_mpi) { /* * Each task is a json object with the following structure: * { * "dataset": "dataset_name", * "seed": # of seed to use, * "model": "model_name", * "Fold": # of fold to process * } * * The overall process consists in these steps: * 1. Manager will broadcast the tasks to all the processes * 1.1 Broadcast the number of tasks * 1.2 Broadcast the length of the following string * 1.2 Broadcast the tasks as a char* string * 2. Workers will receive the tasks and start the process * 2.1 A method will tell each worker the range of tasks to process * 2.2 Each worker will process the tasks and generate the best score for each task * 3. Manager gather the scores from all the workers and find out the best hyperparameters for each dataset * 3.1 Obtain the maximum size of the results message of all the workers * 3.2 Gather all the results from the workers into the manager * 3.3 Compile the results from all the workers * 3.4 Filter the best hyperparameters for each dataset */ char* msg; int tasks_size; if (config_mpi.rank == config_mpi.manager) { auto tasks = build_tasks_mpi(); auto tasks_str = tasks.dump(); tasks_size = tasks_str.size(); msg = new char[tasks_size + 1]; strcpy(msg, tasks_str.c_str()); } // // 1. Manager will broadcast the tasks to all the processes // MPI_Bcast(&tasks_size, 1, MPI_INT, config_mpi.manager, MPI_COMM_WORLD); if (config_mpi.rank != config_mpi.manager) { msg = new char[tasks_size + 1]; } MPI_Bcast(msg, tasks_size + 1, MPI_CHAR, config_mpi.manager, MPI_COMM_WORLD); json tasks = json::parse(msg); delete[] msg; // // 2. All Workers will receive the tasks and start the process // int num_tasks = tasks.size(); // 2.1 A method will tell each worker the range of tasks to process auto [start, end] = part_range_mpi(num_tasks, config_mpi.n_procs, config_mpi.rank); // 2.2 Each worker will process the tasks and return the best scores obtained auto datasets = Datasets(config.discretize, Paths::datasets()); json results; for (int i = start; i < end; ++i) { // Process task process_task_mpi(config_mpi, tasks[i], datasets, results); } int size = results.dump().size() + 1; int max_size = 0; // // 3. Manager gather the scores from all the workers and find out the best hyperparameters for each dataset // //3.1 Obtain the maximum size of the results message of all the workers MPI_Allreduce(&size, &max_size, 1, MPI_INT, MPI_MAX, MPI_COMM_WORLD); // Assign the memory to the message and initialize it to 0s status(config_mpi, "Max size of the results message: " + std::to_string(max_size)); status(config_mpi, "size of my message " + std::to_string(size)); char* total = NULL; msg = new char[max_size]; strncpy(msg, results.dump().c_str(), size); if (config_mpi.rank == config_mpi.manager) { total = new char[max_size * config_mpi.n_procs]; } // 3.2 Gather all the results from the workers into the manager std::cout << "(" << config_mpi.rank << ")" << msg << std::endl; MPI_Gather(msg, max_size, MPI_CHAR, total, max_size, MPI_CHAR, config_mpi.manager, MPI_COMM_WORLD); if (config_mpi.rank == config_mpi.manager) { std::cout << "Manager taking final control!" << std::endl; json total_results; json best_results; // 3.3 Compile the results from all the workers for (int i = 0; i < config_mpi.n_procs; ++i) { json partial_results = json::parse(total + i * max_size); for (auto& [dataset, folds] : partial_results.items()) { for (auto& [fold, result] : folds.items()) { total_results[dataset][fold] = result; } } } delete[] total; std::cout << "Total results: " << total_results.dump() << std::endl; // 3.4 Filter the best hyperparameters for each dataset auto grid = GridData(Paths::grid_input(config.model)); for (auto& [dataset, folds] : total_results.items()) { double best_score = 0.0; json best_hyper; for (auto& [fold, result] : folds.items()) { if (result["score"] > best_score) { best_score = result["score"]; best_hyper = result["hyperparameters"]; } } json result = { { "score", best_score }, { "hyperparameters", best_hyper }, { "date", get_date() + " " + get_time() }, { "grid", grid.getInputGrid(dataset) }, { "duration", 0 } }; best_results[dataset] = result; } std::cout << "Best results: " << best_results.dump() << std::endl; save(total_results); } delete[] msg; std::cout << "Process " << config_mpi.rank << " finished!" << std::endl; } void GridSearch::go() { timer.start(); auto grid_type = config.nested == 0 ? "Single" : "Nested"; auto datasets = Datasets(config.discretize, Paths::datasets()); auto datasets_names = processDatasets(datasets); json results = initializeResults(); std::cout << "***************** Starting " << grid_type << " Gridsearch *****************" << std::endl; std::cout << "input file=" << Paths::grid_input(config.model) << std::endl; auto grid = GridData(Paths::grid_input(config.model)); Timer timer_dataset; double bestScore = 0; json bestHyperparameters; for (const auto& dataset : datasets_names) { if (!config.quiet) std::cout << "- " << setw(20) << left << dataset << " " << right << flush; auto combinations = grid.getGrid(dataset); timer_dataset.start(); if (config.nested == 0) // for dataset // for hyperparameters // for seed // for fold tie(bestScore, bestHyperparameters) = processFileSingle(dataset, datasets, combinations); else // for dataset // for seed // for fold // for hyperparameters // for nested fold tie(bestScore, bestHyperparameters) = processFileNested(dataset, datasets, combinations); if (!config.quiet) { std::cout << "end." << " Score: " << Colors::IBLUE() << setw(9) << setprecision(7) << fixed << bestScore << Colors::BLUE() << " [" << bestHyperparameters.dump() << "]" << Colors::RESET() << ::endl; } json result = { { "score", bestScore }, { "hyperparameters", bestHyperparameters }, { "date", get_date() + " " + get_time() }, { "grid", grid.getInputGrid(dataset) }, { "duration", timer_dataset.getDurationString() } }; results[dataset] = result; // Save partial results save(results); } // Save final results save(results); std::cout << "***************** Ending " << grid_type << " Gridsearch *******************" << std::endl; } pair GridSearch::processFileSingle(std::string fileName, Datasets& datasets, vector& combinations) { int num = 0; double bestScore = 0.0; json bestHyperparameters; auto totalComb = combinations.size(); for (const auto& hyperparam_line : combinations) { if (!config.quiet) showProgressComb(++num, config.n_folds, totalComb, Colors::CYAN()); auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line); // Get dataset auto [X, y] = datasets.getTensors(fileName); auto states = datasets.getStates(fileName); auto features = datasets.getFeatures(fileName); auto className = datasets.getClassName(fileName); double totalScore = 0.0; int numItems = 0; for (const auto& seed : config.seeds) { if (!config.quiet) std::cout << "(" << seed << ") doing Fold: " << flush; Fold* fold; if (config.stratified) fold = new StratifiedKFold(config.n_folds, y, seed); else fold = new KFold(config.n_folds, y.size(0), seed); for (int nfold = 0; nfold < config.n_folds; nfold++) { auto clf = Models::instance()->create(config.model); auto valid = clf->getValidHyperparameters(); hyperparameters.check(valid, fileName); clf->setHyperparameters(hyperparameters.get(fileName)); auto [train, test] = fold->getFold(nfold); auto train_t = torch::tensor(train); auto test_t = torch::tensor(test); auto X_train = X.index({ "...", train_t }); auto y_train = y.index({ train_t }); auto X_test = X.index({ "...", test_t }); auto y_test = y.index({ test_t }); // Train model if (!config.quiet) showProgressFold(nfold + 1, getColor(clf->getStatus()), "a"); clf->fit(X_train, y_train, features, className, states); // Test model if (!config.quiet) showProgressFold(nfold + 1, getColor(clf->getStatus()), "b"); totalScore += clf->score(X_test, y_test); numItems++; if (!config.quiet) std::cout << "\b\b\b, \b" << flush; } delete fold; } double score = numItems == 0 ? 0.0 : totalScore / numItems; if (score > bestScore) { bestScore = score; bestHyperparameters = hyperparam_line; } } return { bestScore, bestHyperparameters }; } pair GridSearch::processFileNested(std::string fileName, Datasets& datasets, vector& combinations) { // Get dataset auto [X, y] = datasets.getTensors(fileName); auto states = datasets.getStates(fileName); auto features = datasets.getFeatures(fileName); auto className = datasets.getClassName(fileName); int spcs_combinations = int(log(combinations.size()) / log(10)) + 1; double goatScore = 0.0; json goatHyperparameters; // for dataset // for seed // for fold // for hyperparameters // for nested fold for (const auto& seed : config.seeds) { Fold* fold; if (config.stratified) fold = new StratifiedKFold(config.n_folds, y, seed); else fold = new KFold(config.n_folds, y.size(0), seed); double bestScore = 0.0; json bestHyperparameters; std::cout << "(" << seed << ") doing Fold: " << flush; for (int nfold = 0; nfold < config.n_folds; nfold++) { if (!config.quiet) std::cout << Colors::GREEN() << nfold + 1 << " " << flush; // First level fold auto [train, test] = fold->getFold(nfold); auto train_t = torch::tensor(train); auto test_t = torch::tensor(test); auto X_train = X.index({ "...", train_t }); auto y_train = y.index({ train_t }); auto X_test = X.index({ "...", test_t }); auto y_test = y.index({ test_t }); auto num = 0; json result_fold; double hypScore = 0.0; double bestHypScore = 0.0; json bestHypHyperparameters; for (const auto& hyperparam_line : combinations) { std::cout << "[" << setw(spcs_combinations) << ++num << "/" << setw(spcs_combinations) << combinations.size() << "] " << std::flush; Fold* nested_fold; if (config.stratified) nested_fold = new StratifiedKFold(config.nested, y_train, seed); else nested_fold = new KFold(config.nested, y_train.size(0), seed); for (int n_nested_fold = 0; n_nested_fold < config.nested; n_nested_fold++) { // Nested level fold auto [train_nested, test_nested] = nested_fold->getFold(n_nested_fold); auto train_nested_t = torch::tensor(train_nested); auto test_nested_t = torch::tensor(test_nested); auto X_nexted_train = X_train.index({ "...", train_nested_t }); auto y_nested_train = y_train.index({ train_nested_t }); auto X_nested_test = X_train.index({ "...", test_nested_t }); auto y_nested_test = y_train.index({ test_nested_t }); // Build Classifier with selected hyperparameters auto hyperparameters = platform::HyperParameters(datasets.getNames(), hyperparam_line); auto clf = Models::instance()->create(config.model); auto valid = clf->getValidHyperparameters(); hyperparameters.check(valid, fileName); clf->setHyperparameters(hyperparameters.get(fileName)); // Train model if (!config.quiet) showProgressFold(n_nested_fold + 1, getColor(clf->getStatus()), "a"); clf->fit(X_nexted_train, y_nested_train, features, className, states); // Test model if (!config.quiet) showProgressFold(n_nested_fold + 1, getColor(clf->getStatus()), "b"); hypScore += clf->score(X_nested_test, y_nested_test); if (!config.quiet) std::cout << "\b\b\b, \b" << flush; } int magic = 3 * config.nested + 2 * spcs_combinations + 4; std::cout << string(magic, '\b') << string(magic, ' ') << string(magic, '\b') << flush; delete nested_fold; hypScore /= config.nested; if (hypScore > bestHypScore) { bestHypScore = hypScore; bestHypHyperparameters = hyperparam_line; } } // Build Classifier with selected hyperparameters auto clf = Models::instance()->create(config.model); clf->setHyperparameters(bestHypHyperparameters); // Train model if (!config.quiet) showProgressFold(nfold + 1, getColor(clf->getStatus()), "a"); clf->fit(X_train, y_train, features, className, states); // Test model if (!config.quiet) showProgressFold(nfold + 1, getColor(clf->getStatus()), "b"); double score = clf->score(X_test, y_test); if (!config.quiet) std::cout << string(2 * config.nested - 1, '\b') << "," << string(2 * config.nested, ' ') << string(2 * config.nested - 1, '\b') << flush; if (score > bestScore) { bestScore = score; bestHyperparameters = bestHypHyperparameters; } } if (bestScore > goatScore) { goatScore = bestScore; goatHyperparameters = bestHyperparameters; } delete fold; } return { goatScore, goatHyperparameters }; } json GridSearch::initializeResults() { // Load previous results json results; if (config.continue_from != NO_CONTINUE()) { if (!config.quiet) std::cout << "* Loading previous results" << std::endl; try { std::ifstream file(Paths::grid_output(config.model)); if (file.is_open()) { results = json::parse(file); results = results["results"]; } } catch (const std::exception& e) { std::cerr << "* There were no previous results" << std::endl; std::cerr << "* Initizalizing new results" << std::endl; results = json(); } } return results; } void GridSearch::save(json& results) { std::ofstream file(Paths::grid_output(config.model)); json output = { { "model", config.model }, { "score", config.score }, { "discretize", config.discretize }, { "stratified", config.stratified }, { "n_folds", config.n_folds }, { "seeds", config.seeds }, { "date", get_date() + " " + get_time()}, { "nested", config.nested}, { "platform", config.platform }, { "duration", timer.getDurationString(true)}, { "results", results } }; file << output.dump(4); } } /* namespace platform */