|
| 1 | +import argparse |
| 2 | +import os |
| 3 | +import torch |
| 4 | +from exp.exp_main import Exp_Main |
| 5 | +import random |
| 6 | +import numpy as np |
| 7 | + |
| 8 | +fix_seed = 2021 |
| 9 | +random.seed(fix_seed) |
| 10 | +torch.manual_seed(fix_seed) |
| 11 | +np.random.seed(fix_seed) |
| 12 | + |
| 13 | +parser = argparse.ArgumentParser(description='Autoformer & Transformer family for Time Series Forecasting') |
| 14 | + |
| 15 | +# basic config |
| 16 | +parser.add_argument('--is_training', type=int, required=True, default=1, help='status') |
| 17 | +parser.add_argument('--model_id', type=str, required=True, default='test', help='model id') |
| 18 | +parser.add_argument('--model', type=str, required=True, default='Transformer', |
| 19 | + help='model name, options: [Autoformer, Informer, Transformer]') |
| 20 | + |
| 21 | +# data loader |
| 22 | +parser.add_argument('--data', type=str, required=True, default='ETTm1', help='dataset type') |
| 23 | +parser.add_argument('--root_path', type=str, default='./data/ETT/', help='root path of the data file') |
| 24 | +parser.add_argument('--data_path', type=str, default='ETTh1.csv', help='data file') |
| 25 | +parser.add_argument('--features', type=str, default='M', |
| 26 | + help='forecasting task, options:[M, S, MS]; M:multivariate predict multivariate, S:univariate predict univariate, MS:multivariate predict univariate') |
| 27 | +parser.add_argument('--target', type=str, default='OT', help='target feature in S or MS task') |
| 28 | +parser.add_argument('--freq', type=str, default='h', |
| 29 | + help='freq for time features encoding, options:[s:secondly, t:minutely, h:hourly, d:daily, b:business days, w:weekly, m:monthly], you can also use more detailed freq like 15min or 3h') |
| 30 | +parser.add_argument('--checkpoints', type=str, default='./checkpoints/', help='location of model checkpoints') |
| 31 | + |
| 32 | +# forecasting task |
| 33 | +parser.add_argument('--seq_len', type=int, default=96, help='input sequence length') |
| 34 | +parser.add_argument('--label_len', type=int, default=48, help='start token length') |
| 35 | +parser.add_argument('--pred_len', type=int, default=96, help='prediction sequence length') |
| 36 | + |
| 37 | + |
| 38 | +# DLinear |
| 39 | +parser.add_argument('--individual', action='store_true', default=False, help='DLinear: a linear layer for each variate(channel) individually') #not share |
| 40 | +# Formers |
| 41 | +parser.add_argument('--embed_type', type=int, default=0, help='0: default 1: value embedding + temporal embedding + positional embedding 2: value embedding + temporal embedding 3: value embedding + positional embedding 4: value embedding') |
| 42 | +parser.add_argument('--enc_in', type=int, default=7, help='encoder input size') # DLinear with --individual, use this hyperparameter as the number of channels |
| 43 | +parser.add_argument('--dec_in', type=int, default=7, help='decoder input size') |
| 44 | +parser.add_argument('--c_out', type=int, default=7, help='output size') |
| 45 | +parser.add_argument('--d_model', type=int, default=512, help='dimension of model') |
| 46 | +parser.add_argument('--n_heads', type=int, default=8, help='num of heads') |
| 47 | +parser.add_argument('--e_layers', type=int, default=2, help='num of encoder layers') |
| 48 | +parser.add_argument('--d_layers', type=int, default=1, help='num of decoder layers') |
| 49 | +parser.add_argument('--d_ff', type=int, default=2048, help='dimension of fcn') |
| 50 | +parser.add_argument('--moving_avg', type=int, default=25, help='window size of moving average') |
| 51 | +parser.add_argument('--factor', type=int, default=1, help='attn factor') |
| 52 | +parser.add_argument('--distil', action='store_false', |
| 53 | + help='whether to use distilling in encoder, using this argument means not using distilling', |
| 54 | + default=True) |
| 55 | +parser.add_argument('--dropout', type=float, default=0.05, help='dropout') |
| 56 | +parser.add_argument('--embed', type=str, default='timeF', |
| 57 | + help='time features encoding, options:[timeF, fixed, learned]') |
| 58 | +parser.add_argument('--activation', type=str, default='gelu', help='activation') |
| 59 | +parser.add_argument('--output_attention', action='store_true', help='whether to output attention in ecoder') |
| 60 | +parser.add_argument('--do_predict', action='store_true', help='whether to predict unseen future data') |
| 61 | + |
| 62 | +# optimization |
| 63 | +parser.add_argument('--num_workers', type=int, default=10, help='data loader num workers') |
| 64 | +parser.add_argument('--itr', type=int, default=2, help='experiments times') |
| 65 | +parser.add_argument('--train_epochs', type=int, default=10, help='train epochs') |
| 66 | +parser.add_argument('--batch_size', type=int, default=32, help='batch size of train input data') |
| 67 | +parser.add_argument('--patience', type=int, default=3, help='early stopping patience') |
| 68 | +parser.add_argument('--learning_rate', type=float, default=0.0001, help='optimizer learning rate') |
| 69 | +parser.add_argument('--des', type=str, default='test', help='exp description') |
| 70 | +parser.add_argument('--loss', type=str, default='mse', help='loss function') |
| 71 | +parser.add_argument('--lradj', type=str, default='type1', help='adjust learning rate') |
| 72 | +parser.add_argument('--use_amp', action='store_true', help='use automatic mixed precision training', default=False) |
| 73 | + |
| 74 | +# GPU |
| 75 | +parser.add_argument('--use_gpu', type=bool, default=True, help='use gpu') |
| 76 | +parser.add_argument('--gpu', type=int, default=0, help='gpu') |
| 77 | +parser.add_argument('--use_multi_gpu', action='store_true', help='use multiple gpus', default=False) |
| 78 | +parser.add_argument('--devices', type=str, default='0,1,2,3', help='device ids of multile gpus') |
| 79 | +parser.add_argument('--test_flop', action='store_true', default=False, help='See utils/tools for usage') |
| 80 | + |
| 81 | +args = parser.parse_args() |
| 82 | + |
| 83 | +args.use_gpu = True if torch.cuda.is_available() and args.use_gpu else False |
| 84 | + |
| 85 | +if args.use_gpu and args.use_multi_gpu: |
| 86 | + args.dvices = args.devices.replace(' ', '') |
| 87 | + device_ids = args.devices.split(',') |
| 88 | + args.device_ids = [int(id_) for id_ in device_ids] |
| 89 | + args.gpu = args.device_ids[0] |
| 90 | + |
| 91 | +print('Args in experiment:') |
| 92 | +print(args) |
| 93 | + |
| 94 | +Exp = Exp_Main |
| 95 | + |
| 96 | +if args.is_training: |
| 97 | + for ii in range(args.itr): |
| 98 | + # setting record of experiments |
| 99 | + setting = '{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_fc{}_eb{}_dt{}_{}_{}'.format( |
| 100 | + args.model_id, |
| 101 | + args.model, |
| 102 | + args.data, |
| 103 | + args.features, |
| 104 | + args.seq_len, |
| 105 | + args.label_len, |
| 106 | + args.pred_len, |
| 107 | + args.d_model, |
| 108 | + args.n_heads, |
| 109 | + args.e_layers, |
| 110 | + args.d_layers, |
| 111 | + args.d_ff, |
| 112 | + args.factor, |
| 113 | + args.embed, |
| 114 | + args.distil, |
| 115 | + args.des, ii) |
| 116 | + |
| 117 | + exp = Exp(args) # set experiments |
| 118 | + print('>>>>>>>start training : {}>>>>>>>>>>>>>>>>>>>>>>>>>>'.format(setting)) |
| 119 | + exp.train(setting) |
| 120 | + |
| 121 | + print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting)) |
| 122 | + exp.test(setting) |
| 123 | + |
| 124 | + if args.do_predict: |
| 125 | + print('>>>>>>>predicting : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting)) |
| 126 | + exp.predict(setting, True) |
| 127 | + |
| 128 | + torch.cuda.empty_cache() |
| 129 | +else: |
| 130 | + ii = 0 |
| 131 | + setting = '{}_{}_{}_ft{}_sl{}_ll{}_pl{}_dm{}_nh{}_el{}_dl{}_df{}_fc{}_eb{}_dt{}_{}_{}'.format(args.model_id, |
| 132 | + args.model, |
| 133 | + args.data, |
| 134 | + args.features, |
| 135 | + args.seq_len, |
| 136 | + args.label_len, |
| 137 | + args.pred_len, |
| 138 | + args.d_model, |
| 139 | + args.n_heads, |
| 140 | + args.e_layers, |
| 141 | + args.d_layers, |
| 142 | + args.d_ff, |
| 143 | + args.factor, |
| 144 | + args.embed, |
| 145 | + args.distil, |
| 146 | + args.des, ii) |
| 147 | + |
| 148 | + exp = Exp(args) # set experiments |
| 149 | + print('>>>>>>>testing : {}<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<<'.format(setting)) |
| 150 | + exp.test(setting, test=1) |
| 151 | + torch.cuda.empty_cache() |
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