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Add visualize codes for Q

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This commit is contained in:
D-X-Y
2021-04-11 21:45:20 +08:00
parent e777f38233
commit 0e2dd13762
16 changed files with 570 additions and 125 deletions
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84
exps/trading/organize_results.py
View File

@@ -20,87 +20,7 @@ import qlib
from qlib.config import REG_CN
from qlib.workflow import R
class QResult:
"""A class to maintain the results of a qlib experiment."""
def __init__(self, name):
self._result = defaultdict(list)
self._name = name
self._recorder_paths = []
def append(self, key, value):
self._result[key].append(value)
def append_path(self, xpath):
self._recorder_paths.append(xpath)
@property
def name(self):
return self._name
@property
def paths(self):
return self._recorder_paths
@property
def result(self):
return self._result
def __len__(self):
return len(self._result)
def update(self, metrics, filter_keys=None):
for key, value in metrics.items():
if filter_keys is not None and key in filter_keys:
key = filter_keys[key]
elif filter_keys is not None:
continue
self.append(key, value)
@staticmethod
def full_str(xstr, space):
xformat = "{:" + str(space) + "s}"
return xformat.format(str(xstr))
@staticmethod
def merge_dict(dict_list):
new_dict = dict()
for xkey in dict_list[0].keys():
values = [x for xdict in dict_list for x in xdict[xkey]]
new_dict[xkey] = values
return new_dict
def info(
self,
keys: List[Text],
separate: Text = "& ",
space: int = 20,
verbose: bool = True,
):
avaliable_keys = []
for key in keys:
if key not in self.result:
print("There are invalid key [{:}].".format(key))
else:
avaliable_keys.append(key)
head_str = separate.join([self.full_str(x, space) for x in avaliable_keys])
values = []
for key in avaliable_keys:
if "IR" in key:
current_values = [x * 100 for x in self._result[key]]
else:
current_values = self._result[key]
mean = np.mean(current_values)
std = np.std(current_values)
# values.append("{:.4f} $\pm$ {:.4f}".format(mean, std))
values.append("{:.2f} $\pm$ {:.2f}".format(mean, std))
value_str = separate.join([self.full_str(x, space) for x in values])
if verbose:
print(head_str)
print(value_str)
return head_str, value_str
from utils.qlib_utils import QResult
def compare_results(
heads, values, names, space=10, separate="& ", verbose=True, sort_key=False
@@ -149,7 +69,7 @@ def query_info(save_dir, verbose, name_filter, key_map):
for idx, (key, experiment) in enumerate(experiments.items()):
if experiment.id == "0":
continue
if name_filter is not None and re.match(name_filter, experiment.name) is None:
if name_filter is not None and re.fullmatch(name_filter, experiment.name) is None:
continue
recorders = experiment.list_recorders()
recorders, not_finished = filter_finished(recorders)

4
lib/procedures/basic_main.py
View File

@@ -2,9 +2,11 @@
# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2019 #
##################################################
import os, sys, time, torch
# modules in AutoDL
from log_utils import AverageMeter
from log_utils import time_string
from utils import obtain_accuracy
from .eval_funcs import obtain_accuracy
def basic_train(

14
lib/procedures/eval_funcs.py Normal file
View File

@@ -0,0 +1,14 @@
def obtain_accuracy(output, target, topk=(1,)):
"""Computes the precision@k for the specified values of k"""
maxk = max(topk)
batch_size = target.size(0)
_, pred = output.topk(maxk, 1, True, True)
pred = pred.t()
correct = pred.eq(target.view(1, -1).expand_as(pred))
res = []
for k in topk:
correct_k = correct[:k].view(-1).float().sum(0, keepdim=True)
res.append(correct_k.mul_(100.0 / batch_size))
return res

4
lib/procedures/funcs_nasbench.py
View File

@@ -3,12 +3,14 @@
#####################################################
import os, time, copy, torch, pathlib
# modules in AutoDL
import datasets
from config_utils import load_config
from procedures import prepare_seed, get_optim_scheduler
from utils import get_model_infos, obtain_accuracy
from log_utils import AverageMeter, time_string, convert_secs2time
from models import get_cell_based_tiny_net
from utils import get_model_infos
from .eval_funcs import obtain_accuracy
__all__ = ["evaluate_for_seed", "pure_evaluate", "get_nas_bench_loaders"]

3
lib/procedures/search_main.py
View File

@@ -3,9 +3,10 @@
##################################################
import os, sys, time, torch
from log_utils import AverageMeter, time_string
from utils import obtain_accuracy
from models import change_key
from .eval_funcs import obtain_accuracy
def get_flop_loss(expected_flop, flop_cur, flop_need, flop_tolerant):
expected_flop = torch.mean(expected_flop)

4
lib/procedures/search_main_v2.py
View File

@@ -2,9 +2,11 @@
# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2019 #
##################################################
import os, sys, time, torch
# modules in AutoDL
from log_utils import AverageMeter, time_string
from utils import obtain_accuracy
from models import change_key
from .eval_funcs import obtain_accuracy
def get_flop_loss(expected_flop, flop_cur, flop_need, flop_tolerant):

4
lib/procedures/simple_KD_main.py
View File

@@ -4,9 +4,9 @@
import os, sys, time, torch
import torch.nn.functional as F
# our modules
# modules in AutoDL
from log_utils import AverageMeter, time_string
from utils import obtain_accuracy
from .eval_funcs import obtain_accuracy
def simple_KD_train(

6
lib/utils/__init__.py
View File

@@ -1,3 +1,9 @@
#####################################################
# Copyright (c) Xuanyi Dong [GitHub D-X-Y], 2019.01 #
#####################################################
# This directory contains some ad-hoc functions, classes, etc.
# It will be re-formulated in the future.
#####################################################
from .evaluation_utils import obtain_accuracy
from .gpu_manager import GPUManager
from .flop_benchmark import get_model_infos, count_parameters, count_parameters_in_MB

36
lib/utils/affine_utils.py
View File

@@ -76,10 +76,12 @@ def rotate2affine(degree):
# shape is a tuple [H, W]
def normalize_points(shape, points):
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(shape) == 2, "invalid shape : {:}".format(
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(
shape
)
assert isinstance(points, torch.Tensor) and (points.shape[0] == 2), "points are wrong : {:}".format(points.shape)
) == 2, "invalid shape : {:}".format(shape)
assert isinstance(points, torch.Tensor) and (
points.shape[0] == 2
), "points are wrong : {:}".format(points.shape)
(H, W), points = shape, points.clone()
points[0, :] = normalize_L(points[0, :], W)
points[1, :] = normalize_L(points[1, :], H)
@@ -88,10 +90,12 @@ def normalize_points(shape, points):
# shape is a tuple [H, W]
def normalize_points_batch(shape, points):
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(shape) == 2, "invalid shape : {:}".format(
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(
shape
)
assert isinstance(points, torch.Tensor) and (points.size(-1) == 2), "points are wrong : {:}".format(points.shape)
) == 2, "invalid shape : {:}".format(shape)
assert isinstance(points, torch.Tensor) and (
points.size(-1) == 2
), "points are wrong : {:}".format(points.shape)
(H, W), points = shape, points.clone()
x = normalize_L(points[..., 0], W)
y = normalize_L(points[..., 1], H)
@@ -100,10 +104,12 @@ def normalize_points_batch(shape, points):
# shape is a tuple [H, W]
def denormalize_points(shape, points):
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(shape) == 2, "invalid shape : {:}".format(
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(
shape
)
assert isinstance(points, torch.Tensor) and (points.shape[0] == 2), "points are wrong : {:}".format(points.shape)
) == 2, "invalid shape : {:}".format(shape)
assert isinstance(points, torch.Tensor) and (
points.shape[0] == 2
), "points are wrong : {:}".format(points.shape)
(H, W), points = shape, points.clone()
points[0, :] = denormalize_L(points[0, :], W)
points[1, :] = denormalize_L(points[1, :], H)
@@ -112,10 +118,12 @@ def denormalize_points(shape, points):
# shape is a tuple [H, W]
def denormalize_points_batch(shape, points):
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(shape) == 2, "invalid shape : {:}".format(
assert (isinstance(shape, tuple) or isinstance(shape, list)) and len(
shape
)
assert isinstance(points, torch.Tensor) and (points.shape[-1] == 2), "points are wrong : {:}".format(points.shape)
) == 2, "invalid shape : {:}".format(shape)
assert isinstance(points, torch.Tensor) and (
points.shape[-1] == 2
), "points are wrong : {:}".format(points.shape)
(H, W), points = shape, points.clone()
x = denormalize_L(points[..., 0], W)
y = denormalize_L(points[..., 1], H)
@@ -145,5 +153,7 @@ def affine2image(image, theta, shape):
theta = theta[:2, :].unsqueeze(0)
grid_size = torch.Size([1, C, shape[0], shape[1]])
grid = F.affine_grid(theta, grid_size)
affI = F.grid_sample(image.unsqueeze(0), grid, mode="bilinear", padding_mode="border")
affI = F.grid_sample(
image.unsqueeze(0), grid, mode="bilinear", padding_mode="border"
)
return affI.squeeze(0)

22
lib/utils/flop_benchmark.py
View File

@@ -48,7 +48,11 @@ def get_model_infos(model, shape):
if hasattr(model, "auxiliary_param"):
aux_params = count_parameters_in_MB(model.auxiliary_param())
print("The auxiliary params of this model is : {:}".format(aux_params))
print("We remove the auxiliary params from the total params ({:}) when counting".format(Param))
print(
"We remove the auxiliary params from the total params ({:}) when counting".format(
Param
)
)
Param = Param - aux_params
# print_log('FLOPs : {:} MB'.format(FLOPs), log)
@@ -92,7 +96,9 @@ def pool_flops_counter_hook(pool_module, inputs, output):
out_C, output_height, output_width = output.shape[1:]
assert out_C == inputs[0].size(1), "{:} vs. {:}".format(out_C, inputs[0].size())
overall_flops = batch_size * out_C * output_height * output_width * kernel_size * kernel_size
overall_flops = (
batch_size * out_C * output_height * output_width * kernel_size * kernel_size
)
pool_module.__flops__ += overall_flops
@@ -104,7 +110,9 @@ def self_calculate_flops_counter_hook(self_module, inputs, output):
def fc_flops_counter_hook(fc_module, inputs, output):
batch_size = inputs[0].size(0)
xin, xout = fc_module.in_features, fc_module.out_features
assert xin == inputs[0].size(1) and xout == output.size(1), "IO=({:}, {:})".format(xin, xout)
assert xin == inputs[0].size(1) and xout == output.size(1), "IO=({:}, {:})".format(
xin, xout
)
overall_flops = batch_size * xin * xout
if fc_module.bias is not None:
overall_flops += batch_size * xout
@@ -136,7 +144,9 @@ def conv2d_flops_counter_hook(conv_module, inputs, output):
in_channels = conv_module.in_channels
out_channels = conv_module.out_channels
groups = conv_module.groups
conv_per_position_flops = kernel_height * kernel_width * in_channels * out_channels / groups
conv_per_position_flops = (
kernel_height * kernel_width * in_channels * out_channels / groups
)
active_elements_count = batch_size * output_height * output_width
overall_flops = conv_per_position_flops * active_elements_count
@@ -184,7 +194,9 @@ def add_flops_counter_hook_function(module):
if not hasattr(module, "__flops_handle__"):
handle = module.register_forward_hook(fc_flops_counter_hook)
module.__flops_handle__ = handle
elif isinstance(module, torch.nn.AvgPool2d) or isinstance(module, torch.nn.MaxPool2d):
elif isinstance(module, torch.nn.AvgPool2d) or isinstance(
module, torch.nn.MaxPool2d
):
if not hasattr(module, "__flops_handle__"):
handle = module.register_forward_hook(pool_flops_counter_hook)
module.__flops_handle__ = handle

18
lib/utils/gpu_manager.py
View File

@@ -2,7 +2,15 @@ import os
class GPUManager:
queries = ("index", "gpu_name", "memory.free", "memory.used", "memory.total", "power.draw", "power.limit")
queries = (
"index",
"gpu_name",
"memory.free",
"memory.used",
"memory.total",
"power.draw",
"power.limit",
)
def __init__(self):
all_gpus = self.query_gpu(False)
@@ -28,7 +36,9 @@ class GPUManager:
find = False
for gpu in all_gpus:
if gpu["index"] == CUDA_VISIBLE_DEVICE:
assert not find, "Duplicate cuda device index : {}".format(CUDA_VISIBLE_DEVICE)
assert not find, "Duplicate cuda device index : {}".format(
CUDA_VISIBLE_DEVICE
)
find = True
selected_gpus.append(gpu.copy())
selected_gpus[-1]["index"] = "{}".format(idx)
@@ -52,7 +62,9 @@ class GPUManager:
def select_by_memory(self, numbers=1):
all_gpus = self.query_gpu(False)
assert numbers <= len(all_gpus), "Require {} gpus more than you have".format(numbers)
assert numbers <= len(all_gpus), "Require {} gpus more than you have".format(
numbers
)
alls = []
for idx, gpu in enumerate(all_gpus):
free_memory = gpu["memory.free"]

17
lib/utils/nas_utils.py
View File

@@ -4,7 +4,7 @@ import numpy as np
from copy import deepcopy
import torch.nn as nn
# from utils import obtain_accuracy
# modules in AutoDL
from models import CellStructure
from log_utils import time_string
@@ -56,11 +56,20 @@ def evaluate_one_shot(model, xloader, api, cal_mode, seed=111):
correct = (preds == targets.cuda()).float()
accuracies.append(correct.mean().item())
if idx != 0 and (idx % 500 == 0 or idx + 1 == len(archs)):
cor_accs_valid = np.corrcoef(accuracies, gt_accs_10_valid[: idx + 1])[0, 1]
cor_accs_test = np.corrcoef(accuracies, gt_accs_10_test[: idx + 1])[0, 1]
cor_accs_valid = np.corrcoef(accuracies, gt_accs_10_valid[: idx + 1])[
0, 1
]
cor_accs_test = np.corrcoef(accuracies, gt_accs_10_test[: idx + 1])[
0, 1
]
print(
"{:} {:05d}/{:05d} mode={:5s}, correlation : accs={:.5f} for CIFAR-10 valid, {:.5f} for CIFAR-10 test.".format(
time_string(), idx, len(archs), "Train" if cal_mode else "Eval", cor_accs_valid, cor_accs_test
time_string(),
idx,
len(archs),
"Train" if cal_mode else "Eval",
cor_accs_valid,
cor_accs_test,
)
)
model.load_state_dict(weights)

101
lib/utils/qlib_utils.py Normal file
View File

@@ -0,0 +1,101 @@
import numpy as np
from typing import List, Text
from collections import defaultdict, OrderedDict
class QResult:
"""A class to maintain the results of a qlib experiment."""
def __init__(self, name):
self._result = defaultdict(list)
self._name = name
self._recorder_paths = []
def append(self, key, value):
self._result[key].append(value)
def append_path(self, xpath):
self._recorder_paths.append(xpath)
@property
def name(self):
return self._name
@property
def paths(self):
return self._recorder_paths
@property
def result(self):
return self._result
@property
def keys(self):
return list(self._result.keys())
def __len__(self):
return len(self._result)
def __repr__(self):
return "{name}({xname}, {num} metrics)".format(
name=self.__class__.__name__, xname=self.name, num=len(self.result)
)
def __getitem__(self, key):
if key not in self._result:
raise ValueError(
"Invalid key {:}, please use one of {:}".format(key, self.keys)
)
values = self._result[key]
return float(np.mean(values))
def update(self, metrics, filter_keys=None):
for key, value in metrics.items():
if filter_keys is not None and key in filter_keys:
key = filter_keys[key]
elif filter_keys is not None:
continue
self.append(key, value)
@staticmethod
def full_str(xstr, space):
xformat = "{:" + str(space) + "s}"
return xformat.format(str(xstr))
@staticmethod
def merge_dict(dict_list):
new_dict = dict()
for xkey in dict_list[0].keys():
values = [x for xdict in dict_list for x in xdict[xkey]]
new_dict[xkey] = values
return new_dict
def info(
self,
keys: List[Text],
separate: Text = "& ",
space: int = 20,
verbose: bool = True,
):
avaliable_keys = []
for key in keys:
if key not in self.result:
print("There are invalid key [{:}].".format(key))
else:
avaliable_keys.append(key)
head_str = separate.join([self.full_str(x, space) for x in avaliable_keys])
values = []
for key in avaliable_keys:
if "IR" in key:
current_values = [x * 100 for x in self._result[key]]
else:
current_values = self._result[key]
mean = np.mean(current_values)
std = np.std(current_values)
# values.append("{:.4f} $\pm$ {:.4f}".format(mean, std))
values.append("{:.2f} $\pm$ {:.2f}".format(mean, std))
value_str = separate.join([self.full_str(x, space) for x in values])
if verbose:
print(head_str)
print(value_str)
return head_str, value_str

8
lib/utils/str_utils.py
View File

@@ -8,10 +8,14 @@ def split_str2indexes(string: str, max_check: int, length_limit=5):
if len(srange) != 2:
raise ValueError("invalid srange : {:}".format(srange))
if length_limit is not None:
assert len(srange[0]) == len(srange[1]) == length_limit, "invalid srange : {:}".format(srange)
assert (
len(srange[0]) == len(srange[1]) == length_limit
), "invalid srange : {:}".format(srange)
srange = (int(srange[0]), int(srange[1]))
if not (0 <= srange[0] <= srange[1] < max_check):
raise ValueError("{:} vs {:} vs {:}".format(srange[0], srange[1], max_check))
raise ValueError(
"{:} vs {:} vs {:}".format(srange[0], srange[1], max_check)
)
for i in range(srange[0], srange[1] + 1):
indexes.add(i)
return indexes

56
lib/utils/weight_watcher.py
View File

@@ -21,7 +21,11 @@ def get_conv2D_Wmats(tensor: np.ndarray) -> List[np.ndarray]:
"""
mats = []
N, M, imax, jmax = tensor.shape
assert N + M >= imax + jmax, "invalid tensor shape detected: {}x{} (NxM), {}x{} (i,j)".format(N, M, imax, jmax)
assert (
N + M >= imax + jmax
), "invalid tensor shape detected: {}x{} (NxM), {}x{} (i,j)".format(
N, M, imax, jmax
)
for i in range(imax):
for j in range(jmax):
w = tensor[:, :, i, j]
@@ -58,7 +62,17 @@ def glorot_norm_fix(w, n, m, rf_size):
return w
def analyze_weights(weights, min_size, max_size, alphas, lognorms, spectralnorms, softranks, normalize, glorot_fix):
def analyze_weights(
weights,
min_size,
max_size,
alphas,
lognorms,
spectralnorms,
softranks,
normalize,
glorot_fix,
):
results = OrderedDict()
count = len(weights)
if count == 0:
@@ -94,13 +108,17 @@ def analyze_weights(weights, min_size, max_size, alphas, lognorms, spectralnorms
lambda0 = None
if M < min_size:
summary = "Weight matrix {}/{} ({},{}): Skipping: too small (<{})".format(i + 1, count, M, N, min_size)
summary = "Weight matrix {}/{} ({},{}): Skipping: too small (<{})".format(
i + 1, count, M, N, min_size
)
cur_res["summary"] = summary
continue
elif max_size > 0 and M > max_size:
summary = "Weight matrix {}/{} ({},{}): Skipping: too big (testing) (>{})".format(
summary = (
"Weight matrix {}/{} ({},{}): Skipping: too big (testing) (>{})".format(
i + 1, count, M, N, max_size
)
)
cur_res["summary"] = summary
continue
else:
@@ -153,7 +171,9 @@ def analyze_weights(weights, min_size, max_size, alphas, lognorms, spectralnorms
cur_res["lognormX"] = lognormX
summary.append(
"Weight matrix {}/{} ({},{}): LogNorm: {} ; LogNormX: {}".format(i + 1, count, M, N, lognorm, lognormX)
"Weight matrix {}/{} ({},{}): LogNorm: {} ; LogNormX: {}".format(
i + 1, count, M, N, lognorm, lognormX
)
)
if softranks:
@@ -163,9 +183,11 @@ def analyze_weights(weights, min_size, max_size, alphas, lognorms, spectralnorms
cur_res["softrank"] = softrank
cur_res["softranklog"] = softranklog
cur_res["softranklogratio"] = softranklogratio
summary += "{}. Softrank: {}. Softrank log: {}. Softrank log ratio: {}".format(
summary += (
"{}. Softrank: {}. Softrank log: {}. Softrank log ratio: {}".format(
summary, softrank, softranklog, softranklogratio
)
)
cur_res["summary"] = "\n".join(summary)
return results
@@ -209,7 +231,17 @@ def compute_details(results):
metrics_stats.append("{}_compound_avg".format(metric))
columns = (
["layer_id", "layer_type", "N", "M", "layer_count", "slice", "slice_count", "level", "comment"]
[
"layer_id",
"layer_type",
"N",
"M",
"layer_count",
"slice",
"slice_count",
"level",
"comment",
]
+ [*metrics]
+ metrics_stats
)
@@ -351,7 +383,15 @@ def analyze(
else:
weights = get_conv2D_Wmats(module.weight.cpu().detach().numpy())
results = analyze_weights(
weights, min_size, max_size, alphas, lognorms, spectralnorms, softranks, normalize, glorot_fix
weights,
min_size,
max_size,
alphas,
lognorms,
spectralnorms,
softranks,
normalize,
glorot_fix,
)
results["id"] = index
results["type"] = type(module)

310
notebooks/TOT/ES-Model.ipynb Normal file
View File

@@ -0,0 +1,310 @@
{
"cells": [
{
"cell_type": "code",
"execution_count": 1,
"id": "afraid-minutes",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The root path: /Users/xuanyidong/Desktop/AutoDL-Projects\n",
"The library path: /Users/xuanyidong/Desktop/AutoDL-Projects/lib\n"
]
},
{
"name": "stderr",
"output_type": "stream",
"text": [
"[61765:MainThread](2021-04-11 21:23:06,638) INFO - qlib.Initialization - [config.py:276] - default_conf: client.\n",
"[61765:MainThread](2021-04-11 21:23:06,641) WARNING - qlib.Initialization - [config.py:291] - redis connection failed(host=127.0.0.1 port=6379), cache will not be used!\n",
"[61765:MainThread](2021-04-11 21:23:06,643) INFO - qlib.Initialization - [__init__.py:46] - qlib successfully initialized based on client settings.\n",
"[61765:MainThread](2021-04-11 21:23:06,644) INFO - qlib.Initialization - [__init__.py:47] - data_path=/Users/xuanyidong/.qlib/qlib_data/cn_data\n"
]
}
],
"source": [
"#\n",
"# Exhaustive Search Results\n",
"#\n",
"import os\n",
"import re\n",
"import sys\n",
"import qlib\n",
"import pprint\n",
"import numpy as np\n",
"import pandas as pd\n",
"\n",
"from pathlib import Path\n",
"\n",
"__file__ = os.path.dirname(os.path.realpath(\"__file__\"))\n",
"root_dir = (Path(__file__).parent / \"..\").resolve()\n",
"lib_dir = (root_dir / \"lib\").resolve()\n",
"print(\"The root path: {:}\".format(root_dir))\n",
"print(\"The library path: {:}\".format(lib_dir))\n",
"assert lib_dir.exists(), \"{:} does not exist\".format(lib_dir)\n",
"if str(lib_dir) not in sys.path:\n",
" sys.path.insert(0, str(lib_dir))\n",
"\n",
"import qlib\n",
"from qlib import config as qconfig\n",
"from qlib.workflow import R\n",
"qlib.init(provider_uri='~/.qlib/qlib_data/cn_data', region=qconfig.REG_CN)"
]
},
{
"cell_type": "code",
"execution_count": 2,
"id": "hidden-exemption",
"metadata": {},
"outputs": [],
"source": [
"from utils.qlib_utils import QResult"
]
},
{
"cell_type": "code",
"execution_count": 3,
"id": "continental-drain",
"metadata": {},
"outputs": [],
"source": [
"def filter_finished(recorders):\n",
" returned_recorders = dict()\n",
" not_finished = 0\n",
" for key, recorder in recorders.items():\n",
" if recorder.status == \"FINISHED\":\n",
" returned_recorders[key] = recorder\n",
" else:\n",
" not_finished += 1\n",
" return returned_recorders, not_finished\n",
"\n",
"def query_info(save_dir, verbose, name_filter, key_map):\n",
" if isinstance(save_dir, list):\n",
" results = []\n",
" for x in save_dir:\n",
" x = query_info(x, verbose, name_filter, key_map)\n",
" results.extend(x)\n",
" return results\n",
" # Here, the save_dir must be a string\n",
" R.set_uri(str(save_dir))\n",
" experiments = R.list_experiments()\n",
"\n",
" if verbose:\n",
" print(\"There are {:} experiments.\".format(len(experiments)))\n",
" qresults = []\n",
" for idx, (key, experiment) in enumerate(experiments.items()):\n",
" if experiment.id == \"0\":\n",
" continue\n",
" if name_filter is not None and re.fullmatch(name_filter, experiment.name) is None:\n",
" continue\n",
" recorders = experiment.list_recorders()\n",
" recorders, not_finished = filter_finished(recorders)\n",
" if verbose:\n",
" print(\n",
" \"====>>>> {:02d}/{:02d}-th experiment {:9s} has {:02d}/{:02d} finished recorders.\".format(\n",
" idx + 1,\n",
" len(experiments),\n",
" experiment.name,\n",
" len(recorders),\n",
" len(recorders) + not_finished,\n",
" )\n",
" )\n",
" result = QResult(experiment.name)\n",
" for recorder_id, recorder in recorders.items():\n",
" result.update(recorder.list_metrics(), key_map)\n",
" result.append_path(\n",
" os.path.join(recorder.uri, recorder.experiment_id, recorder.id)\n",
" )\n",
" if not len(result):\n",
" print(\"There are no valid recorders for {:}\".format(experiment))\n",
" continue\n",
" else:\n",
" if verbose:\n",
" print(\n",
" \"There are {:} valid recorders for {:}\".format(\n",
" len(recorders), experiment.name\n",
" )\n",
" )\n",
" qresults.append(result)\n",
" return qresults"
]
},
{
"cell_type": "code",
"execution_count": 4,
"id": "filled-multiple",
"metadata": {},
"outputs": [
{
"name": "stderr",
"output_type": "stream",
"text": [
"[61765:MainThread](2021-04-11 21:23:07,182) INFO - qlib.workflow - [expm.py:290] - <mlflow.tracking.client.MlflowClient object at 0x7fabbfe8aeb0>\n"
]
},
{
"name": "stdout",
"output_type": "stream",
"text": [
"[PosixPath('/Users/xuanyidong/Desktop/AutoDL-Projects/outputs/qlib-baselines-csi300')]\n"
]
}
],
"source": [
"paths = [root_dir / 'outputs' / 'qlib-baselines-csi300']\n",
"paths = [path.resolve() for path in paths]\n",
"print(paths)\n",
"\n",
"key_map = dict()\n",
"for xset in (\"train\", \"valid\", \"test\"):\n",
" key_map[\"{:}-mean-IC\".format(xset)] = \"IC ({:})\".format(xset)\n",
" key_map[\"{:}-mean-ICIR\".format(xset)] = \"ICIR ({:})\".format(xset)\n",
"qresults = query_info(paths, False, 'TSF-.*-drop0_0', key_map)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"id": "intimate-approval",
"metadata": {},
"outputs": [],
"source": [
"import matplotlib\n",
"from matplotlib import cm\n",
"matplotlib.use(\"agg\")\n",
"import matplotlib.pyplot as plt\n",
"import matplotlib.ticker as ticker"
]
},
{
"cell_type": "code",
"execution_count": 40,
"id": "supreme-basis",
"metadata": {},
"outputs": [],
"source": [
"def vis_depth_channel(qresults, save_path):\n",
" save_dir = (save_path / '..').resolve()\n",
" save_dir.mkdir(parents=True, exist_ok=True)\n",
" print('There are {:} qlib-results'.format(len(qresults)))\n",
" \n",
" dpi, width, height = 200, 4000, 2000\n",
" figsize = width / float(dpi), height / float(dpi)\n",
" LabelSize, LegendFontsize = 22, 12\n",
" font_gap = 5\n",
" \n",
" fig = plt.figure(figsize=figsize)\n",
" # fig, axs = plt.subplots(1, 2, figsize=figsize, projection='3d')\n",
" \n",
" def plot_ax(cur_ax, train_or_test):\n",
" depths, channels = [], []\n",
" ic_values, xmaps = [], dict()\n",
" for qresult in qresults:\n",
" name = qresult.name.split('-')[1]\n",
" depths.append(float(name.split('x')[0]))\n",
" channels.append(float(name.split('x')[1]))\n",
" if train_or_test:\n",
" ic_values.append(qresult['ICIR (train)'] * 100)\n",
" else:\n",
" ic_values.append(qresult['ICIR (valid)'] * 100)\n",
" xmaps[(depths[-1], channels[-1])] = ic_values[-1]\n",
" # cur_ax.scatter(depths, channels, ic_values, marker='o', c=\"tab:orange\")\n",
" raw_depths = np.arange(1, 9, dtype=np.int32)\n",
" raw_channels = np.array([6, 12, 24, 32, 48, 64], dtype=np.int32)\n",
" depths, channels = np.meshgrid(raw_depths, raw_channels)\n",
" ic_values = np.sin(depths) # initialize\n",
" # print(ic_values.shape)\n",
" num_x, num_y = ic_values.shape\n",
" for i in range(num_x):\n",
" for j in range(num_y):\n",
" xkey = (int(depths[i][j]), int(channels[i][j]))\n",
" if xkey not in xmaps:\n",
" raise ValueError(\"Did not find {:}\".format(xkey))\n",
" ic_values[i][j] = xmaps[xkey]\n",
" #print(sorted(list(xmaps.keys())))\n",
" #surf = cur_ax.plot_surface(\n",
" # np.array(depths), np.array(channels), np.array(ic_values),\n",
" # cmap=cm.coolwarm, linewidth=0, antialiased=False)\n",
" surf = cur_ax.plot_surface(\n",
" depths, channels, ic_values,\n",
" cmap=cm.Spectral, linewidth=0.2, antialiased=True)\n",
" cur_ax.set_xticks(raw_depths)\n",
" cur_ax.set_yticks(raw_channels)\n",
" cur_ax.set_xlabel(\"#depth\", fontsize=LabelSize)\n",
" cur_ax.set_ylabel(\"#channels\", fontsize=LabelSize)\n",
" cur_ax.set_zlabel(\"{:} IC (%)\".format('training' if train_or_test else 'validation'), fontsize=LabelSize)\n",
" for tick in cur_ax.xaxis.get_major_ticks():\n",
" tick.label.set_fontsize(LabelSize - font_gap)\n",
" for tick in cur_ax.yaxis.get_major_ticks():\n",
" tick.label.set_fontsize(LabelSize - font_gap)\n",
" for tick in cur_ax.zaxis.get_major_ticks():\n",
" tick.label.set_fontsize(LabelSize - font_gap)\n",
" # Add a color bar which maps values to colors.\n",
"# cax = fig.add_axes([cur_ax.get_position().x1 + 0.01,\n",
"# cur_ax.get_position().y0,\n",
"# 0.01,\n",
"# cur_ax.get_position().height * 0.9])\n",
" # fig.colorbar(surf, cax=cax)\n",
" # fig.colorbar(surf, shrink=0.5, aspect=5)\n",
" # import pdb; pdb.set_trace()\n",
" # ax1.legend(loc=4, fontsize=LegendFontsize)\n",
" ax = fig.add_subplot(1, 2, 1, projection='3d')\n",
" plot_ax(ax, True)\n",
" ax = fig.add_subplot(1, 2, 2, projection='3d')\n",
" plot_ax(ax, False)\n",
" # fig.tight_layout()\n",
" plt.subplots_adjust(wspace=0.05)#, hspace=0.4)\n",
" fig.savefig(save_path, dpi=dpi, bbox_inches=\"tight\", format=\"pdf\")\n",
" plt.close(\"all\")"
]
},
{
"cell_type": "code",
"execution_count": 41,
"id": "shared-envelope",
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"The Desktop is at: /Users/xuanyidong/Desktop\n",
"There are 48 qlib-results\n"
]
}
],
"source": [
"# Visualization\n",
"home_dir = Path.home()\n",
"desktop_dir = home_dir / 'Desktop'\n",
"print('The Desktop is at: {:}'.format(desktop_dir))\n",
"\n",
"vis_depth_channel(qresults, desktop_dir / 'es_csi300_d_vs_c.pdf')"
]
}
],
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"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
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