#include #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(); } std::string get_color_rank(int rank) { auto colors = { Colors::RED(), Colors::GREEN(), Colors::BLUE(), Colors::MAGENTA(), Colors::CYAN() }; return *(colors.begin() + rank % colors.size()); } GridSearch::GridSearch(struct ConfigGrid& config) : config(config) { } json GridSearch::loadResults() { std::ifstream file(Paths::grid_output(config.model)); if (file.is_open()) { return json::parse(file); } return json(); } vector GridSearch::filterDatasets(Datasets& datasets) const { // 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 all_datasets = datasets.getNames(); auto datasets_names = filterDatasets(datasets); for (int idx_dataset = 0; idx_dataset < datasets_names.size(); ++idx_dataset) { auto dataset = datasets_names[idx_dataset]; 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 }, { "idx_dataset", idx_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::mt19937 g{ 271 }; // Use fixed seed to obtain the same shuffle std::shuffle(tasks.begin(), tasks.end(), g); std::cout << "Tasks size: " << tasks.size() << std::endl; std::cout << "|"; for (int i = 0; i < tasks.size(); ++i) { std::cout << (i + 1) % 10; } std::cout << "|" << std::endl << "|" << std::flush; return tasks; } void process_task_mpi_consumer(struct ConfigGrid& config, struct ConfigMPI& config_mpi, json& tasks, int n_task, Datasets& datasets, Task_Result* result) { // initialize Timer timer; timer.start(); json task = tasks[n_task]; auto model = config.model; auto grid = GridData(Paths::grid_input(model)); auto dataset = task["dataset"].get(); auto idx_dataset = task["idx_dataset"].get(); auto seed = task["seed"].get(); auto n_fold = task["fold"].get(); bool stratified = config.stratified; // Generate the hyperparamters combinations auto combinations = grid.getGrid(dataset); 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 (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 }); double best_fold_score = 0.0; int best_idx_combination = -1; json best_fold_hyper; for (int idx_combination = 0; idx_combination < combinations.size(); ++idx_combination) { auto hyperparam_line = combinations[idx_combination]; 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_idx_combination = idx_combination; 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); // Return the result result->idx_dataset = task["idx_dataset"].get(); result->idx_combination = best_idx_combination; result->score = best_fold_score; result->n_fold = n_fold; result->time = timer.getDuration(); // Update progress bar std::cout << get_color_rank(config_mpi.rank) << "*" << std::flush; } // 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 }; // } json store_result(std::vector& names, Task_Result& result, json& results) { json json_result = { { "score", result.score }, { "combination", result.idx_combination }, { "fold", result.n_fold }, { "time", result.time }, { "dataset", result.idx_dataset } }; std::cout << "x Storing result for dataset " << result.idx_dataset << " from " << result.idx_combination << ::endl; std::cout << json_result.dump() << std::endl; std::cout << string(80, '-') << std::endl; auto name = names[result.idx_dataset]; if (!results.contains(name)) { results[name] = json::array(); } results[name].push_back(json_result); std::cout << results.dump() << std::endl; return results; } json producer(json& tasks, struct ConfigMPI& config_mpi, MPI_Datatype& MPI_Result) { Task_Result result; json results; int num_tasks = tasks.size(); auto datasets = Datasets(false, Paths::datasets()); auto names = datasets.getNames(); for (int i = 0; i < num_tasks; ++i) { MPI_Status status; std::cout << "+ Producer waiting for result." << std::endl; MPI_Recv(&result, 1, MPI_Result, MPI_ANY_SOURCE, MPI_ANY_TAG, MPI_COMM_WORLD, &status); if (status.MPI_TAG == TAG_RESULT) { //Store result std::cout << "+ Producer received result from " << status.MPI_SOURCE << std::endl; store_result(names, result, results); } std::cout << "+ Producer sending task " << i << " to " << status.MPI_SOURCE << std::endl; MPI_Send(&i, 1, MPI_INT, status.MPI_SOURCE, TAG_TASK, MPI_COMM_WORLD); } // Send end message to all workers but the manager for (int i = 0; i < config_mpi.n_procs - 1; ++i) { MPI_Status status; std::cout << "+ Producer waiting for result (closing)." << std::endl; MPI_Recv(&result, 1, MPI_Result, MPI_ANY_SOURCE, MPI_ANY_TAG, MPI_COMM_WORLD, &status); if (status.MPI_TAG == TAG_RESULT) { //Store result std::cout << "+ Producer received result from " << status.MPI_SOURCE << " (closing)" << std::endl; store_result(names, result, results); } std::cout << "+ Producer sending end signal to " << status.MPI_SOURCE << std::endl; MPI_Send(&i, 1, MPI_INT, status.MPI_SOURCE, TAG_END, MPI_COMM_WORLD); } return results; } json select_best_results_folds(json& all_results, std::string& model) { json results; Timer timer; auto grid = GridData(Paths::grid_input(model)); // // Select the best result of the computed outer folds // std::cout << "--- Selecting best results of the outer folds ---" << std::endl; std::cout << all_results.dump() << std::endl; for (const auto& result : all_results.items()) { // each result has the results of all the outer folds as each one were a different task double best_score = 0.0; json best; std::cout << " Processing " << result.key() << std::endl; for (const auto& result_fold : result.value()) { double score = result_fold["score"].get(); if (score > best_score) { best_score = score; best = result_fold; } } auto dataset = result.key(); auto combinations = grid.getGrid(dataset); json json_best = { { "score", best_score }, { "hyperparameters", combinations[best["combination"].get()] }, { "date", get_date() + " " + get_time() }, { "grid", grid.getInputGrid(dataset) }, { "duration", timer.translate2String(best["time"].get()) } }; results[dataset] = json_best; } return results; } void consumer(Datasets& datasets, json& tasks, struct ConfigGrid& config, struct ConfigMPI& config_mpi, MPI_Datatype& MPI_Result) { Task_Result result; // Anounce to the producer MPI_Send(&result, 1, MPI_Result, config_mpi.manager, TAG_QUERY, MPI_COMM_WORLD); int task; while (true) { MPI_Status status; std::cout << "- Consumer nº " << config_mpi.rank << " waiting for task." << std::endl; MPI_Recv(&task, 1, MPI_INT, config_mpi.manager, MPI_ANY_TAG, MPI_COMM_WORLD, &status); if (status.MPI_TAG == TAG_END) { break; } // Process task std::cout << " - Consumer nº " << config_mpi.rank << " processing task " << task << std::endl; process_task_mpi_consumer(config, config_mpi, tasks, task, datasets, &result); // Send result to producer MPI_Send(&result, 1, MPI_Result, config_mpi.manager, TAG_RESULT, MPI_COMM_WORLD); std::cout << " - Consumer nº " << config_mpi.rank << " sent task " << task << std::endl; } } void GridSearch::go_producer_consumer(struct ConfigMPI& config_mpi) { /* * Each task is a json object with the following structure: * { * "dataset": "dataset_name", * "idx_dataset": idx_dataset, * "seed": # of seed to use, * "Fold": # of fold to process * } * * The overall process consists in these steps: * 0. Create the MPI result type & tasks * 0.1 Create the MPI result type * 0.2 Manager creates the tasks * 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 */ // // 0.1 Create the MPI result type // Task_Result result; int tasks_size; MPI_Datatype MPI_Result; MPI_Datatype type[5] = { MPI_UNSIGNED, MPI_UNSIGNED, MPI_INT, MPI_DOUBLE, MPI_DOUBLE }; int blocklen[5] = { 1, 1, 1, 1, 1 }; MPI_Aint disp[5]; disp[0] = offsetof(Task_Result, idx_dataset); disp[1] = offsetof(Task_Result, idx_combination); disp[2] = offsetof(Task_Result, n_fold); disp[3] = offsetof(Task_Result, score); disp[4] = offsetof(Task_Result, time); MPI_Type_create_struct(5, blocklen, disp, type, &MPI_Result); MPI_Type_commit(&MPI_Result); // // 0.2 Manager creates the tasks // char* msg; json tasks; if (config_mpi.rank == config_mpi.manager) { timer.start(); 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); tasks = json::parse(msg); delete[] msg; // // 2. All Workers will receive the tasks and start the process // auto datasets = Datasets(config.discretize, Paths::datasets()); if (config_mpi.rank == config_mpi.manager) { json all_results = producer(tasks, config_mpi, MPI_Result); json results = select_best_results_folds(all_results, config.model); save(results); } else { consumer(datasets, tasks, config, config_mpi, MPI_Result); } } // 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) { // timer.start(); // 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 // 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 // MPI_Gather(msg, max_size, MPI_CHAR, total, max_size, MPI_CHAR, config_mpi.manager, MPI_COMM_WORLD); // delete[] msg; // if (config_mpi.rank == config_mpi.manager) { // std::cout << Colors::RESET() << "|" << 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; // // 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; // double duration = 0.0; // json best_hyper; // for (auto& [fold, result] : folds.items()) { // duration += result["duration"].get(); // if (result["score"] > best_score) { // best_score = result["score"]; // best_hyper = result["hyperparameters"]; // } // } // auto timer = Timer(); // json result = { // { "score", best_score }, // { "hyperparameters", best_hyper }, // { "date", get_date() + " " + get_time() }, // { "grid", grid.getInputGrid(dataset) }, // { "duration", timer.translate2String(duration) } // }; // best_results[dataset] = result; // } // save(best_results); // } // } // 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 }; // } // 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 // Timer timer; // timer.start(); // 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); // 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) { // 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; // results[dataset][std::to_string(n_fold)]["duration"] = timer.getDuration(); // std::cout << get_color_rank(config_mpi.rank) << "*" << std::flush; // } 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 */