Meta-model of the field function OpenTurns 1.16rc1 - openturns

After updating Openturns from 1.15 to 1.16rc1 I have the following issue with building the meta-model of the field function:
to reduce the computational burden:
ot.ResourceMap.SetAsUnsignedInteger("FittingTest-KolmogorovSamplingSize", 1)
algo = ot.FunctionalChaosAlgorithm(sample_X, outputSampleChaos)
algo.run()
metaModel = ot.PointToFieldConnection(postProcessing, algo.getResult().getMetaModel())
The "FittingTest-KolmogorovSamplingSize" was removed from OpenTurns 1.16rc1 and when I try to replace the fitting test with:
ot.ResourceMap.SetAsUnsignedInteger("FittingTest-LillieforsMaximumSamplingSize", 10)
Or with
ot.ResourceMap.SetAsUnsignedInteger("FittingTest-LillieforsMinimumSamplingSize", 1)
The code is freezing. Is there any solution for this?

The proposed solution is simply to use another distribution to model your data. You could have used any other multivariate continuous distribution of proper dimension. IMO it is not a valid answer as the distribution has no link to your data.
After inspection, it appears that the problem has nothing to do with Lilliefors's test. In OT 1.15 we were using this test (under the wrong name of Kolmogorov) to select automatically a distribution suited to the input sample, but we switched to a more sophisticated selection algorithm (see MetaModelAlgorithm::BuildDistribution). It is based on a first pass using the raw Kolomgorov test (thus ignoring the fact that parameters have been estimated) then an information-based criterion is used to select the most relevant model (AIC, AICC, BIC depending on the value of the "MetaModelAlgorithm-ModelSelectionCriterion" key in ResourceMap. The problem is caused by the TrapezoidalFactory class during the Kolmogorov phase. I will provide a fix ASAP in OpenTURNS master. In the mean time, I have adapted the proposed solution to something more adapted to your data:
degree = 6
dimension_xi_X = 3
dimension_xi_Y = 450
enumerateFunction = ot.HyperbolicAnisotropicEnumerateFunction(dimension_xi_X, 0.8)
basis = ot.OrthogonalProductPolynomialFactory(
[ot.StandardDistributionPolynomialFactory(ot.HistogramFactory().build(sample_X[:,i])) for i in range(dimension_xi_X)], enumerateFunction)
basisSize = enumerateFunction.getStrataCumulatedCardinal(degree)
#basis = ot.OrthogonalProductPolynomialFactory(
# [ot.HermiteFactory()] * dimension_xi_X, enumerateFunction)
#basisSize = 450#enumerateFunction.getStrataCumulatedCardinal(degree)
adaptive = ot.FixedStrategy(basis, basisSize)
projection = ot.LeastSquaresStrategy(
ot.LeastSquaresMetaModelSelectionFactory(ot.LARS(), ot.CorrectedLeaveOneOut()))
ot.ResourceMap.SetAsScalar("LeastSquaresMetaModelSelection-ErrorThreshold", 1.0e-7)
algo_chaos = ot.FunctionalChaosAlgorithm(sample_X,
outputSampleChaos,basis.getMeasure(), adaptive, projection)
algo_chaos.run()
result_chaos = algo_chaos.getResult()
meta_model = result_chaos.getMetaModel()
metaModel = ot.PointToFieldConnection(postProcessing,
algo_chaos.getResult().getMetaModel())
I also implemented a quick and dirty estimator of the L2-error:
# Meta_model validation
iMax = 5
# Input values
sample_X_validation = ot.Sample(np.array(month_1_parameters_MSE.iloc[:iMax,0:3]))
print("sample size=", sample_X_validation.getSize())
# sample_X = ot.Sample(month_1_parameters_MSE[['Rseries','Rsh','Isc']])
# output values
#month_1_simulated.iloc[0:1].transpose()
Field = ot.Field(mesh,np.array(month_1_simulated.iloc[0:1]).transpose())
sample_Y_validation = ot.ProcessSample(1,Field)
for k in range(1,iMax):
sample_Y_validation.add( np.array(month_1_simulated.iloc[k:k+1]).transpose() )
# In[18]:
graph = sample_Y_validation.drawMarginal(0)
graph.setColors(['red'])
drawables = graph.getDrawables()
graph2 = metaModel(sample_X_validation).drawMarginal(0)
graph2.setColors(['blue'])
drawables = graph2.getDrawables()
graph.add(graph2)
graph.setTitle('Model/Metamodel Validation')
graph.setXTitle(r'$t$')
graph.setYTitle(r'$z$')
drawables = graph.getDrawables()
L2_error = 0.0
for i in range(iMax):
L2_error = (drawables[i].getData()[:,1]-drawables[iMax+i].getData()[:,1]).computeRawMoment(2)[0]
print("L2_error=", L2_error)
You get an error of 79.488 with the previous answer and 1.3994 with the new proposal. Here is a graphical comparison.
Comparison between test data & previous answer
Comparison between test data & new proposal

The solution is to use:
degree = 1
dimension_xi_X = 3
dimension_xi_Y = 450
enumerateFunction = ot.LinearEnumerateFunction(dimension_xi_X)
basis = ot.OrthogonalProductPolynomialFactory(
[ot.HermiteFactory()] * dimension_xi_X, enumerateFunction)
basisSize =450 #enumerateFunction.getStrataCumulatedCardinal(degree)
adaptive = ot.FixedStrategy(basis, basisSize)
projection = ot.LeastSquaresStrategy(
ot.LeastSquaresMetaModelSelectionFactory(ot.LARS(), ot.CorrectedLeaveOneOut()))
ot.ResourceMap.SetAsScalar("LeastSquaresMetaModelSelection-ErrorThreshold", 1.0e-7)
algo_chaos = ot.FunctionalChaosAlgorithm(sample_X,
outputSampleChaos,basis.getMeasure(), adaptive, projection)
algo_chaos.run()
result_chaos = algo_chaos.getResult()
meta_model = result_chaos.getMetaModel()
metaModel1 = ot.PointToFieldConnection(postProcessing,
algo_chaos.getResult().getMetaModel())

Related

Why does my ML model always show the same result?

I've already trained several models for a binary classification problem, basing my election on F-Score and AUC. The code used has been the following:
svm = StandardScaler()
svm.fit(feat_train)
feat_train_std = svm.transform(feat_train)
feat_test_std = svm.transform(feat_test)
model_10= BalancedBaggingClassifier(base_estimator=SVC(C=1.0, random_state=1, kernel='linear'),
sampling_strategy='auto',
replacement=False,
random_state=0)
model_10.fit(feat_train_std, target_train)
pred_target_10 = model_10.predict(feat_test)
mostrar_resultados(target_test, pred_target_10)
pred_target_10 = model_10.predict_proba(feat_test)[:, 1]
average_precision_10 = average_precision_score(target_test, pred_target_10)
precision_10, recall_10, thresholds = precision_recall_curve(target_test, pred_target_10)
auc_precision_recall_10 = auc(recall_10, precision_10)
disp_10 = plot_precision_recall_curve(model_10, feat_test, target_test)
disp_10.ax_.set_title('Binary class Precision-Recall curve: '
'AUC={0:0.2f}'.format(auc_precision_recall_10))
Afterwards, I load the model as follows:
modelo_pickle = 'modelo_pickle.pkl'
joblib.dump(model_10,modelo_pickle)
loaded_model = joblib.load(modelo_pickle)
Then, the aim is to load a new dataset, which columns are the same as the model's variables, and make a prediction for each line:
lista_x=x.to_numpy().tolist()
resultados=[]
for i in lista_x:
pred = loaded_model.predict([i])
resultados.append(pred)
print(resultados)
However, every single result is equal to 1, which does not make any sense. Would anyone tell me what am I missing, please?
Thank you in advance.
Regards,
Previously described.

How to save the model weights after running train_detector in mmdetection?

cfg.optimizer.lr = 0.02 / 8
cfg.lr_config.warmup = None
cfg.log_config.interval = 600
# Change the evaluation metric since we use customized dataset.
cfg.evaluation.metric = 'bbox'
# We can set the evaluation interval to reduce the evaluation times
cfg.evaluation.interval = 3
# We can set the checkpoint saving interval to reduce the storage cost
cfg.checkpoint_config.interval = 3
# Set seed thus the results are more reproducible
cfg.seed = 0
set_random_seed(0, deterministic=False)
cfg.gpu_ids = range(1)
cfg.load_from = 'gdrive/My Drive/mmdetection/checkpoints/vfnet_r50_fpn_mdconv_c3-
c5_mstrain_2x_coco_20201027pth-6879c318.pth'
cfg.work_dir = "../vinbig"
cfg.runner.max_epochs = 6
cfg.total_epochs = 6model = build_detector(cfg.model)
datasets = [build_dataset(cfg.data.train)]
train_detector(model, datasets[0], cfg, distributed=False, validate=True)
Now,my question is once I have finetuned the model on my custom dataset,how do i use it for testing? Where is the finetuned model stored?
At most of the places, the model is immediately used for testing but how do I save the finetuned model to be tested later on.
img = mmcv.imread('kitti_tiny/training/image_2/000068.jpeg')
model.cfg = cfg
result = inference_detector(model, img)
show_result_pyplot(model, img, result)
The above is what occurs mostly after the training phase. But that is because the model is already in runtime.How can i create my own mmdetection model checkpoint?
I have been working on Google colab.
Well, I don't know how to do it manually, but your checkpoints are automatically
saved in cfg.work_dir = "../vinbig". There you can find 'latest.pth' file as your final checkpoint.
Took me a while to find, because the documentation in mmdet.core.evaluation.eval_hooks is not very clear, but the old version at their readthedocs describes a save_best attribute to the EvalHook
save_best (str, optional): If a metric is specified, it would measure
the best checkpoint during evaluation. The information about best
checkpoint would be save in best.json.
Options are the evaluation metrics to the test dataset. e.g.,
``bbox_mAP``, ``segm_mAP`` for bbox detection and instance
segmentation. ``AR#100`` for proposal recall. If ``save_best`` is
``auto``, the first key will be used. The interval of
``CheckpointHook`` should device EvalHook. Default: None.
To enable it, you can just add the argument to the evaluation attribute in the config:
cfg.evaluation = dict(interval= 2, metric='mAP', save_best='mAP')
This will test the model on the validation set every 2 epochs and save the checkpoint that obtained the best mAP metric (in your case it might need to be bbox instead), in addition to every checkpoint indicated by the checkpoint_config.interval attribute.
:)
Edit: mmdet's EvalHook inherits from mmcv's EvalHook, where the documentation is complete.

Sequence to Sequence Loss

I'm trying to figure out how sequence to sequence loss is calculated. I am using the huggingface transformers library in this case, but this might actually be relevant to other DL libraries.
So to get the required data we can do:
from transformers import EncoderDecoderModel, BertTokenizer
import torch
import torch.nn.functional as F
torch.manual_seed(42)
tokenizer = BertTokenizer.from_pretrained('bert-base-uncased')
MAX_LEN = 128
tokenize = lambda x: tokenizer(x, max_length=MAX_LEN, truncation=True, padding=True, return_tensors="pt")
model = EncoderDecoderModel.from_encoder_decoder_pretrained('bert-base-uncased', 'bert-base-uncased') # initialize Bert2Bert from pre-trained checkpoints
input_seq = ["Hello, my dog is cute", "my cat cute"]
output_seq = ["Yes it is", "ok"]
input_tokens = tokenize(input_seq)
output_tokens = tokenize(output_seq)
outputs = model(
input_ids=input_tokens["input_ids"],
attention_mask=input_tokens["attention_mask"],
decoder_input_ids=output_tokens["input_ids"],
decoder_attention_mask=output_tokens["attention_mask"],
labels=output_tokens["input_ids"],
return_dict=True)
idx = output_tokens["input_ids"]
logits = F.log_softmax(outputs["logits"], dim=-1)
mask = output_tokens["attention_mask"]
Edit 1
Thanks to #cronoik I was able to replicate the loss calculated by huggingface as being:
output_logits = logits[:,:-1,:]
output_mask = mask[:,:-1]
label_tokens = output_tokens["input_ids"][:, 1:].unsqueeze(-1)
select_logits = torch.gather(output_logits, -1, label_tokens).squeeze()
huggingface_loss = -select_logits.mean()
However, since the last two tokens of the second input is just padding, shouldn't we calculate the loss to be:
seq_loss = (select_logits * output_mask).sum(dim=-1, keepdims=True) / output_mask.sum(dim=-1, keepdims=True)
seq_loss = -seq_loss.mean()
^This takes into account the length of the sequence of each row of outputs, and the padding by masking it out. Think this is especially useful when we have batches of varying length outputs.
ok I found out where I was making the mistakes. This is all thanks to this thread in the HuggingFace forum.
The output labels need to have -100 for the masked version. The transoformers library does not do it for you.
One silly mistake I made was with the mask. It should have been output_mask = mask[:, 1:] instead of :-1.
1. Using Model
We need to set the masks of output to -100. It is important to use clone as shown below:
labels = output_tokens["input_ids"].clone()
labels[output_tokens["attention_mask"]==0] = -100
outputs = model(
input_ids=input_tokens["input_ids"],
attention_mask=input_tokens["attention_mask"],
decoder_input_ids=output_tokens["input_ids"],
decoder_attention_mask=output_tokens["attention_mask"],
labels=labels,
return_dict=True)
2. Calculating Loss
So the final way to replicate it is as follows:
idx = output_tokens["input_ids"]
logits = F.log_softmax(outputs["logits"], dim=-1)
mask = output_tokens["attention_mask"]
# shift things
output_logits = logits[:,:-1,:]
label_tokens = idx[:, 1:].unsqueeze(-1)
output_mask = mask[:,1:]
# gather the logits and mask
select_logits = torch.gather(output_logits, -1, label_tokens).squeeze()
-select_logits[output_mask==1].mean(), outputs["loss"]
The above however ignores the fact that this comes from two different lines. So an alternate way of calculating loss could be:
seq_loss = (select_logits * output_mask).sum(dim=-1, keepdims=True) / output_mask.sum(dim=-1, keepdims=True)
seq_loss.mean()
thanks for sharing. However, the new version of transformers as of today actually does not "shift" anymore. The following is not needed.
#shift things
output_logits = logits[:,:-1,:]
label_tokens = idx[:, 1:].unsqueeze(-1)
output_mask = mask[:,1:

How to get dataset into array

I have worked all the tutorials and searched for "load csv tensorflow" but just can't get the logic of it all. I'm not a total beginner, but I don't have much time to complete this, and I've been suddenly thrown into Tensorflow, which is unexpectedly difficult.
Let me lay it out:
Very simple CSV file of 184 columns that are all float numbers. A row is simply today's price, three buy signals, and the previous 180 days prices
close = tf.placeholder(float, name='close')
signals = tf.placeholder(bool, shape=[3], name='signals')
previous = tf.placeholder(float, shape=[180], name = 'previous')
This article: https://www.tensorflow.org/guide/datasets
It covers how to load pretty well. It even has a section on changing to numpy arrays, which is what I need to train and test the 'net. However, as the author says in the article leading to this Web page, it is pretty complex. It seems like everything is geared toward doing data manipulation, where we have already normalized our data (nothing has really changed in AI since 1983 in terms of inputs, outputs, and layers).
Here is a way to load it, but not in to Numpy and no example of not manipulating the data.
with tf.Session as sess:
sess.run( tf.global variables initializer())
with open('/BTC1.csv') as csv_file:
csv_reader = csv.reader(csv_file, delimiter =',')
line_count = 0
for row in csv_reader:
?????????
line_count += 1
I need to know how to get the csv file in to the
close = tf.placeholder(float, name='close')
signals = tf.placeholder(bool, shape=[3], name='signals')
previous = tf.placeholder(float, shape=[180], name = 'previous')
so that I can follow the tutorials to train and test the net.
It's not that clear for me your question. You might be answering, tell me if I'm wrong, how to feed data in your model? There are several fashions to do so.
Use placeholders with feed_dict during the session. This is the basic and easier one but often suffers from training performance issue. Further explanation, check this post.
Use queue. Hard to implement and badly documented, I don't suggest, because it's been taken over by the third method.
tf.data API.
...
So to answer your question by the first method:
# get your array outside the session
with open('/BTC1.csv') as csv_file:
csv_reader = csv.reader(csv_file, delimiter =',')
dataset = np.asarray([data for data in csv_reader])
close_col = dataset[:, 0]
signal_cols = dataset[:, 1: 3]
previous_cols = dataset[:, 3:]
# let's say you load 100 row each time for training
batch_size = 100
# define placeholders like you
...
with tf.Session() as sess:
...
for i in range(number_iter):
start = i * batch_size
end = (i + 1) * batch_size
sess.run(train_operation, feed_dict={close: close_col[start: end, ],
signals: signal_col[start: end, ],
previous: previous_col[start: end, ]
}
)
By the third method:
# retrieve your columns like before
...
# let's say you load 100 row each time for training
batch_size = 100
# construct your input pipeline
c_col, s_col, p_col = wrapper(filename)
batch = tf.data.Dataset.from_tensor_slices((close_col, signal_col, previous_col))
batch = batch.shuffle(c_col.shape[0]).batch(batch_size) #mix data --> assemble batches --> prefetch to RAM and ready inject to model
iterator = batch.make_initializable_iterator()
iter_init_operation = iterator.initializer
c_it, s_it, p_it = iterator.get_next() #get next batch operation automatically called at each iteration within the session
# replace your close, signal, previous placeholder in your model by c_it, s_it, p_it when you define your model
...
with tf.Session() as sess:
# you need to initialize the iterators
sess.run([tf.global_variable_initializer, iter_init_operation])
...
for i in range(number_iter):
start = i * batch_size
end = (i + 1) * batch_size
sess.run(train_operation)
Good luck!

plotting interaction from mixed model lme4 with CI bands

I have the following mixed effects model:
p1 <- lmer(log(price) ~ year*loca + (1|author), data = df)
'year' is continuous
'loca' is categorical variable with 2 levels
I am trying to plot the significant interaction from this model.
The following code (using the visreg package) plots the lines from each of the two 'loca' but it does not produce a 95% confidence band:
visreg(p1, "year", by = "loca", overlay = T,
line=list(lty = 1, col = c("grey", "black")), points=list(cex=1, pch=19,
col = c("grey", "black")), type="conditional", axes = T)
Then, I tried the following code which allows me to plot the lines, but with no data points on top and no CIs:
visreg(p1, "year", by = "loca", overlay = T,
line=list(lty = 1, col = c("grey60", "black")), points=list(cex=1,
pch=19, col = c("grey", "black")),
type="conditional", trans = exp, fill.par = list(col = c("grey80",
"grey70")))
I get CI bands when I use type = 'contrast' rather than 'conditional'. However, this doesn't work when I try to backtransform the price as above using trans = exp.
Overall I need to be able to plot the interaction with the following attributes:
Confidence bands
backtransformed points
predicted line (one for each level of 'loca')
More than happy to try other methods....but I can't seem to find any that work so far.
Help much appreciated!
one possibility is with the use of the effects package:
library(effects)
eff.p1 <- effect("year*loca", p1, KR=T)
then you could either directly plot it with what the package provides and customize it from there:
plot(eff.p1)
or take what effect produces and plot it with ggplot in a nicer plot:
eff.p1 <- as.data.frame(eff.p1)
ggplot(eff.p1, aes(year, linetype=factor(loca),
color = factor(loca))) +
geom_line(aes(y = fit, group=factor(loca)), size=1.2) +
geom_line(aes(y = lower,
group=factor(loca)), linetype =3) +
geom_line(aes(y = upper,
group=factor(loca)), linetype =3) +
xlab("year") +
ylab("Marginal Effects on Log Price") +
scale_colour_discrete("") +
scale_linetype_discrete("") +
labs(color='loca') + theme_minimal()
I can't really try the code without the data, but I think it should work.
This should do the trick:
install.packages(sjPlot)
library(sjPlot)
plot_model(p1, type = "int", terms = c(year,loca), ci.lvl = 0.95)
Although it comes out with some warnings about labels, testing on my data, it does the back transformation automatically and seems to work fine. Customising should be easy, because I believe sjPlot uses ggplot.
EDIT: #Daniel points out that alternative options which allow more customization would be plot_model(type = "pred", ...) or plot_model(type = "eff", ...)