Add troubleshooting section to readme file
This commit is contained in:
@@ -0,0 +1,4 @@
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[style]
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based_on_style = google
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indent_width = 2
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spaces_before_comment = 2
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@@ -34,9 +34,8 @@ def get_seasonality(freq: str) -> int:
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return _get_seasonality(freq, seasonalities={"D": 7})
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def maybe_convert_col_to_datetime(
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df: pd.DataFrame, col_name: str
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) -> pd.DataFrame:
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def maybe_convert_col_to_datetime(df: pd.DataFrame,
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col_name: str) -> pd.DataFrame:
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if not pd.api.types.is_datetime64_any_dtype(df[col_name]):
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df = df.copy()
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df[col_name] = pd.to_datetime(df[col_name])
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@@ -64,14 +63,15 @@ def zero_pad_time_series(df, freq, min_length=36):
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end=start_date,
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periods=min_length - len(subset) + 1,
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freq=freq, # 'MS' for month start
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)[
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:-1
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] # Exclude the start_date itself
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)[:-1] # Exclude the start_date itself
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# 2c. Create padding data
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padding_df = pd.DataFrame(
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{"ds": padding_dates, "unique_id": unique_id, "y": 0} # Zero padding
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)
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padding_df = pd.DataFrame({
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"ds": padding_dates,
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"unique_id": unique_id,
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"y": 0
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} # Zero padding
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)
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# 2d. Combine original and padding data, and append to the list
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padded_data.append(pd.concat([padding_df, subset]).sort_values("ds"))
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@@ -121,8 +121,7 @@ class Forecaster:
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for _, (cutoffs, train, valid) in tqdm(enumerate(splits)):
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if len(valid.columns) > 3:
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raise NotImplementedError(
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"Cross validation with exogenous variables is not yet supported."
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)
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"Cross validation with exogenous variables is not yet supported.")
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y_pred = self.forecast(
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df=train,
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h=h,
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@@ -138,8 +137,7 @@ class Forecaster:
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raise ValueError(
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"Cross validation result produced less results than expected."
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" Please verify that the frequency parameter (freq) matches your"
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" series' and that there aren't any missing periods."
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)
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" series' and that there aren't any missing periods.")
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results.append(result)
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out = vertical_concat(results)
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out = drop_index_if_pandas(out)
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@@ -203,7 +201,7 @@ class TimeGPT(Forecaster):
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all_unique_ids = df["unique_id"].unique()
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all_fcst_df = []
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for i in range(0, len(all_unique_ids), chunk_size):
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chunk_ids = all_unique_ids[i : i + chunk_size]
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chunk_ids = all_unique_ids[i:i + chunk_size]
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chunk_df = df[df["unique_id"].isin(chunk_ids)]
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fct_chunk_df = client.forecast(
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df=chunk_df,
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@@ -11,7 +11,6 @@
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""Evaluation script for timegpt."""
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import os
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@@ -25,7 +24,6 @@ import pandas as pd
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from ..baselines.timegpt_pipeline import run_timegpt
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from .utils import ExperimentHandler
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dataset_names = [
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"m1_monthly",
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"m1_quarterly",
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@@ -63,7 +61,6 @@ _MODEL_NAME = flags.DEFINE_string(
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)
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_SAVE_DIR = flags.DEFINE_string("save_dir", "./results", "Save directory")
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QUANTILES = list(np.arange(1, 10) / 10.0)
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@@ -90,9 +87,9 @@ def main():
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)
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time_df = pd.DataFrame({"time": [total_time], "model": model_name})
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fcsts_df = exp.fcst_from_level_to_quantiles(fcsts_df, model_name)
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results = exp.evaluate_from_predictions(
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models=[model_name], fcsts_df=fcsts_df, times_df=time_df
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)
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results = exp.evaluate_from_predictions(models=[model_name],
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fcsts_df=fcsts_df,
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times_df=time_df)
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print(results, flush=True)
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results_list.append(results)
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results_full = pd.concat(results_list)
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@@ -54,7 +54,6 @@ dataset_names = [
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"hospital",
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]
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context_dict_v2 = {}
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context_dict_v1 = {
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@@ -11,7 +11,6 @@
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""Forked from https://github.com/Nixtla/nixtla/blob/main/experiments/amazon-chronos/src/utils.py."""
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from functools import partial
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@@ -46,11 +45,9 @@ def quantile_loss(
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target_col: str = "y",
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) -> pd.DataFrame:
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delta_y = df[models].sub(df[target_col], axis=0)
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res = (
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np.maximum(q * delta_y, (q - 1) * delta_y)
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.groupby(df[id_col], observed=True)
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.mean()
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)
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res = (np.maximum(q * delta_y,
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(q - 1) * delta_y).groupby(df[id_col],
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observed=True).mean())
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res.index.name = id_col
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res = res.reset_index()
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return res
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@@ -66,10 +63,8 @@ class ExperimentHandler:
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models_dir: str = "./models",
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):
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if dataset not in gluonts_datasets:
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raise Exception(
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f"dataset {dataset} not found in gluonts "
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f"available datasets: {', '.join(gluonts_datasets)}"
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)
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raise Exception(f"dataset {dataset} not found in gluonts "
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f"available datasets: {', '.join(gluonts_datasets)}")
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self.dataset = dataset
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self.quantiles = quantiles
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self.level = self._transform_quantiles_to_levels(quantiles)
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@@ -80,10 +75,8 @@ class ExperimentHandler:
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gluonts_dataset = get_dataset(self.dataset)
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self.horizon = gluonts_dataset.metadata.prediction_length
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if self.horizon is None:
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raise Exception(
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f"horizon not found for dataset {self.dataset} "
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"experiment cannot be run"
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)
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raise Exception(f"horizon not found for dataset {self.dataset} "
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"experiment cannot be run")
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self.freq = gluonts_dataset.metadata.freq
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# get_seasonality() returns 1 for freq='D', override this to 7. This significantly improves the accuracy of
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# statistical models on datasets like m5/nn5_daily. The models like AutoARIMA/AutoETS can still set
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@@ -122,9 +115,8 @@ class ExperimentHandler:
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@staticmethod
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def _transform_quantiles_to_levels(quantiles: List[float]) -> List[int]:
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level = [
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int(100 - 200 * q) for q in quantiles if q < 0.5
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] # in this case mean=mediain
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level = [int(100 - 200 * q) for q in quantiles if q < 0.5
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] # in this case mean=mediain
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level = sorted(list(set(level)))
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return level
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@@ -153,9 +145,8 @@ class ExperimentHandler:
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last_n: int | None = None,
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) -> pd.DataFrame:
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with multiprocessing.Pool(os.cpu_count()) as pool: # Create a process pool
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results = pool.map(
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parallel_transform, zip(gluonts_dataset, repeat(last_n))
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)
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results = pool.map(parallel_transform, zip(gluonts_dataset,
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repeat(last_n)))
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df = pd.concat(results)
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df = df.reset_index(drop=True)
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return df
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@@ -177,9 +168,8 @@ class ExperimentHandler:
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def save_dataframe(self, df: pd.DataFrame, file_name: str):
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df.to_csv(f"{self.results_dir}/{file_name}", index=False)
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def save_results(
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self, fcst_df: pd.DataFrame, total_time: float, model_name: str
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):
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def save_results(self, fcst_df: pd.DataFrame, total_time: float,
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model_name: str):
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self.save_dataframe(
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fcst_df,
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f"{model_name}-{self.dataset}-fcst.csv",
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@@ -215,23 +205,21 @@ class ExperimentHandler:
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times_df = []
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for model in models:
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fcst_method_df = pd.read_csv(
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f"{self.results_dir}/{model}-{self.dataset}-fcst.csv"
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).set_index(["unique_id", "ds"])
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f"{self.results_dir}/{model}-{self.dataset}-fcst.csv").set_index(
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["unique_id", "ds"])
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fcsts_df.append(fcst_method_df)
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time_method_df = pd.read_csv(
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f"{self.results_dir}/{model}-{self.dataset}-time.csv"
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)
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f"{self.results_dir}/{model}-{self.dataset}-time.csv")
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times_df.append(time_method_df)
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fcsts_df = pd.concat(fcsts_df, axis=1).reset_index()
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fcsts_df["ds"] = pd.to_datetime(fcsts_df["ds"])
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times_df = pd.concat(times_df)
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return self.evaluate_from_predictions(
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models=models, fcsts_df=fcsts_df, times_df=times_df
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)
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return self.evaluate_from_predictions(models=models,
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fcsts_df=fcsts_df,
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times_df=times_df)
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def evaluate_from_predictions(
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self, models: List[str], fcsts_df: pd.DataFrame, times_df: pd.DataFrame
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) -> pd.DataFrame:
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def evaluate_from_predictions(self, models: List[str], fcsts_df: pd.DataFrame,
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times_df: pd.DataFrame) -> pd.DataFrame:
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test_df = self.test_df
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train_df = self.train_df
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test_df = test_df.merge(fcsts_df, how="left")
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@@ -262,9 +250,9 @@ class ExperimentHandler:
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eval_prob_df["metric"] = "scaled_crps"
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eval_df = pd.concat([eval_df, eval_prob_df]).reset_index(drop=True)
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eval_df = eval_df.groupby("metric").mean(numeric_only=True).reset_index()
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eval_df = eval_df.melt(
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id_vars="metric", value_name="value", var_name="model"
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)
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eval_df = eval_df.melt(id_vars="metric",
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value_name="value",
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var_name="model")
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times_df.insert(0, "metric", "time")
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times_df = times_df.rename(columns={"time": "value"})
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eval_df = pd.concat([eval_df, times_df])
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+283
-286
@@ -11,7 +11,6 @@
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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"""
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Finetune pipeline.
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"""
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@@ -39,13 +38,11 @@ from timesfm import TimesFm, data_loader, patched_decoder
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NestedMap = py_utils.NestedMap
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warnings.filterwarnings("ignore")
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cmdstanpy_logger = logging.getLogger("cmdstanpy")
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absl_logger = logging.getLogger("absl")
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cmdstanpy_logger.disabled = True
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absl_logger.disabled = True
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"""
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TimesFM model config. These are fixed since pre-training was done
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with this configuration.
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@@ -62,20 +59,24 @@ RANDOM_SEED = 1234
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def finetune(
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*,
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model_name: Annotated[
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str, typer.Option(help="Specify the name of the huggingface model.")
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] = "google/timesfm-1.0-200m",
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model_name: Annotated[str,
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typer.Option(
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help="Specify the name of the huggingface model."
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)] = "google/timesfm-1.0-200m",
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checkpoint_path: Annotated[
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str, typer.Option(help="The path to the local model checkpoint.")
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] = None,
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datetime_col: Annotated[str, typer.Option(help="Column having datetime.")] = "ds",
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ts_cols: Annotated[
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list[str], typer.Option(help="Columns of time-series features.")
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] = [],
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normalize: Annotated[
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bool, typer.Option(help="Normalize data for eval or not")
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] = True,
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context_len: Annotated[int, typer.Option(help="Length of the context window")],
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str,
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typer.Option(help="The path to the local model checkpoint.")] = None,
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datetime_col: Annotated[str,
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typer.Option(
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help="Column having datetime.")] = "ds",
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ts_cols: Annotated[list[str],
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typer.Option(
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help="Columns of time-series features.")] = [],
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normalize: Annotated[bool,
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typer.Option(
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help="Normalize data for eval or not")] = True,
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context_len: Annotated[int,
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typer.Option(help="Length of the context window")],
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horizon_len: Annotated[int, typer.Option(help="Prediction length.")],
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freq: Annotated[
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str,
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@@ -87,316 +88,312 @@ def finetune(
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data_path: Annotated[str, typer.Option(help="Path to dataset csv")],
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boundaries: Annotated[
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Tuple[int, int, int],
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typer.Option(
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help="boundaries of dataset to train, val, test",
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),
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typer.Option(help="boundaries of dataset to train, val, test",),
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] = (0, 0, 0),
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backend: Annotated[str, typer.Option(help="Backend device: cpu, gpu, tpu")],
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backend: Annotated[str,
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typer.Option(help="Backend device: cpu, gpu, tpu")],
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batch_size: Annotated[
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int, typer.Option(help="Batch size for the randomly sampled batch")
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] = 16,
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int,
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typer.Option(help="Batch size for the randomly sampled batch")] = 16,
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num_epochs: Annotated[int, typer.Option(help="Number of epochs")],
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learning_rate: Annotated[float, typer.Option(help="adam optimizer learning rate")],
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adam_epsilon: Annotated[float, typer.Option(help="adam optimizer epsilon")],
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adam_clip_threshold: Annotated[
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float, typer.Option(help="adam optimizer clip threshold")
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],
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cos_initial_decay_value: Annotated[
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float, typer.Option(help="cosine initial decay value")
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],
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cos_final_decay_value: Annotated[
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float, typer.Option(help="cosine final decay value")
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],
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cos_decay_steps: Annotated[int, typer.Option(help="Number of cosine decay steps")],
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ema_decay: Annotated[float, typer.Option(help="Exponential moving average decay")],
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learning_rate: Annotated[float,
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typer.Option(help="adam optimizer learning rate")],
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adam_epsilon: Annotated[float,
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typer.Option(help="adam optimizer epsilon")],
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adam_clip_threshold: Annotated[float,
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typer.Option(
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help="adam optimizer clip threshold")],
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cos_initial_decay_value: Annotated[float,
|
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typer.Option(
|
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help="cosine initial decay value")],
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cos_final_decay_value: Annotated[float,
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typer.Option(
|
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help="cosine final decay value")],
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cos_decay_steps: Annotated[int,
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typer.Option(
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help="Number of cosine decay steps")],
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ema_decay: Annotated[float,
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typer.Option(help="Exponential moving average decay")],
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early_stop_patience: Annotated[
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int, typer.Option(..., help="Early stopping patience")
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] = 5,
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int, typer.Option(..., help="Early stopping patience")] = 5,
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use_lora: Annotated[
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bool,
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typer.Option(
|
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help="Train low rank adapters for stacked transformer block",
|
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),
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typer.
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Option(help="Train low rank adapters for stacked transformer block",),
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] = False,
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lora_rank: Annotated[
|
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int,
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typer.Option(
|
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help="LoRA Rank",
|
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),
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typer.Option(help="LoRA Rank",),
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] = 8,
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lora_target_modules: Annotated[
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str,
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typer.Option(
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help="LoRA target modules of the transformer block. Allowed values: [all, attention, mlp]"
|
||||
help=
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||||
"LoRA target modules of the transformer block. Allowed values: [all, attention, mlp]"
|
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),
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] = "all",
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use_dora: Annotated[
|
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bool,
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typer.Option(
|
||||
help="Apply DoRA strategy along with LoRA.",
|
||||
),
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||||
typer.Option(help="Apply DoRA strategy along with LoRA.",),
|
||||
] = False,
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||||
use_linear_probing: Annotated[
|
||||
bool,
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typer.Option(
|
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help="Linear Probing. Train only input/output and embedding params. Freeze params in stack transformer block.",
|
||||
help=
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||||
"Linear Probing. Train only input/output and embedding params. Freeze params in stack transformer block.",
|
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),
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] = False,
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checkpoint_dir: Annotated[
|
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str, typer.Option(help="Checkpoint directory")
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] = "./checkpoints",
|
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wandb_project: Annotated[
|
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str, typer.Option(help="Weights & Biases project name")
|
||||
] = "google_timesfm_finetune",
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str, typer.Option(help="Checkpoint directory")] = "./checkpoints",
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wandb_project: Annotated[str,
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typer.Option(help="Weights & Biases project name"
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)] = "google_timesfm_finetune",
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) -> None:
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key = jax.random.PRNGKey(seed=RANDOM_SEED)
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wandb.init(project=wandb_project, config=locals())
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key = jax.random.PRNGKey(seed=RANDOM_SEED)
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wandb.init(project=wandb_project, config=locals())
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data_df = pd.read_csv(open(data_path, "r"))
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data_df = pd.read_csv(open(data_path, "r"))
|
||||
|
||||
if boundaries == (0, 0, 0):
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# Default boundaries: train 60%, val 20%, test 20%
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||||
boundaries = [
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||||
int(len(data_df) * 0.6),
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int(len(data_df) * 0.8),
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||||
len(data_df) - 1,
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]
|
||||
if boundaries == (0, 0, 0):
|
||||
# Default boundaries: train 60%, val 20%, test 20%
|
||||
boundaries = [
|
||||
int(len(data_df) * 0.6),
|
||||
int(len(data_df) * 0.8),
|
||||
len(data_df) - 1,
|
||||
]
|
||||
|
||||
ts_cols = [col for col in data_df.columns if col != datetime_col]
|
||||
ts_cols = [col for col in data_df.columns if col != datetime_col]
|
||||
|
||||
dtl = data_loader.TimeSeriesdata(
|
||||
data_path=data_path,
|
||||
datetime_col=datetime_col,
|
||||
num_cov_cols=None,
|
||||
cat_cov_cols=None,
|
||||
ts_cols=np.array(ts_cols),
|
||||
train_range=[0, boundaries[0]],
|
||||
val_range=[boundaries[0], boundaries[1]],
|
||||
test_range=[boundaries[1], boundaries[2]],
|
||||
hist_len=context_len,
|
||||
pred_len=horizon_len,
|
||||
batch_size=batch_size,
|
||||
freq=freq,
|
||||
normalize=normalize,
|
||||
epoch_len=None,
|
||||
holiday=False,
|
||||
permute=False,
|
||||
dtl = data_loader.TimeSeriesdata(
|
||||
data_path=data_path,
|
||||
datetime_col=datetime_col,
|
||||
num_cov_cols=None,
|
||||
cat_cov_cols=None,
|
||||
ts_cols=np.array(ts_cols),
|
||||
train_range=[0, boundaries[0]],
|
||||
val_range=[boundaries[0], boundaries[1]],
|
||||
test_range=[boundaries[1], boundaries[2]],
|
||||
hist_len=context_len,
|
||||
pred_len=horizon_len,
|
||||
batch_size=batch_size,
|
||||
freq=freq,
|
||||
normalize=normalize,
|
||||
epoch_len=None,
|
||||
holiday=False,
|
||||
permute=False,
|
||||
)
|
||||
|
||||
train_batches = dtl.tf_dataset(mode="train", shift=1).batch(batch_size)
|
||||
val_batches = dtl.tf_dataset(mode="val", shift=horizon_len)
|
||||
|
||||
for tbatch in tqdm(train_batches.as_numpy_iterator()):
|
||||
pass
|
||||
|
||||
tfm = TimesFm(
|
||||
context_len=context_len,
|
||||
horizon_len=horizon_len,
|
||||
input_patch_len=INPUT_PATCH_LEN,
|
||||
output_patch_len=OUTPUT_PATCH_LEN,
|
||||
num_layers=NUM_LAYERS,
|
||||
model_dims=MODEL_DIMS,
|
||||
backend=backend,
|
||||
per_core_batch_size=batch_size,
|
||||
quantiles=QUANTILES,
|
||||
)
|
||||
|
||||
if checkpoint_path:
|
||||
tfm.load_from_checkpoint(
|
||||
checkpoint_path=checkpoint_path,
|
||||
checkpoint_type=checkpoints.CheckpointType.FLAX,
|
||||
)
|
||||
else:
|
||||
tfm.load_from_checkpoint(
|
||||
repo_id=model_name,
|
||||
checkpoint_type=checkpoints.CheckpointType.FLAX,
|
||||
)
|
||||
|
||||
train_batches = dtl.tf_dataset(mode="train", shift=1).batch(batch_size)
|
||||
val_batches = dtl.tf_dataset(mode="val", shift=horizon_len)
|
||||
model = pax_fiddle.Config(
|
||||
patched_decoder.PatchedDecoderFinetuneModel,
|
||||
name="patched_decoder_finetune",
|
||||
core_layer_tpl=tfm.model_p,
|
||||
)
|
||||
|
||||
for tbatch in tqdm(train_batches.as_numpy_iterator()):
|
||||
pass
|
||||
|
||||
tfm = TimesFm(
|
||||
context_len=context_len,
|
||||
horizon_len=horizon_len,
|
||||
input_patch_len=INPUT_PATCH_LEN,
|
||||
output_patch_len=OUTPUT_PATCH_LEN,
|
||||
num_layers=NUM_LAYERS,
|
||||
model_dims=MODEL_DIMS,
|
||||
backend=backend,
|
||||
per_core_batch_size=batch_size,
|
||||
quantiles=QUANTILES,
|
||||
)
|
||||
|
||||
if checkpoint_path:
|
||||
tfm.load_from_checkpoint(
|
||||
checkpoint_path=checkpoint_path,
|
||||
checkpoint_type=checkpoints.CheckpointType.FLAX,
|
||||
)
|
||||
else:
|
||||
tfm.load_from_checkpoint(
|
||||
repo_id=model_name,
|
||||
checkpoint_type=checkpoints.CheckpointType.FLAX,
|
||||
)
|
||||
|
||||
model = pax_fiddle.Config(
|
||||
patched_decoder.PatchedDecoderFinetuneModel,
|
||||
name="patched_decoder_finetune",
|
||||
core_layer_tpl=tfm.model_p,
|
||||
if use_lora:
|
||||
load_adapter_layer(
|
||||
mdl_vars=tfm._train_state.mdl_vars,
|
||||
model=model.core_layer_tpl,
|
||||
lora_rank=lora_rank,
|
||||
lora_target_modules=lora_target_modules,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
|
||||
@pax_fiddle.auto_config
|
||||
def build_learner() -> learners.Learner:
|
||||
bprop_variable_inclusion = []
|
||||
bprop_variable_exclusion = []
|
||||
if use_lora:
|
||||
load_adapter_layer(
|
||||
mdl_vars=tfm._train_state.mdl_vars,
|
||||
model=model.core_layer_tpl,
|
||||
lora_rank=lora_rank,
|
||||
bprop_variable_inclusion.append(r"^.*lora.*$")
|
||||
if use_dora:
|
||||
bprop_variable_inclusion.append(r"^.*dora.*$")
|
||||
elif use_linear_probing:
|
||||
bprop_variable_exclusion = [".*/stacked_transformer_layer/.*"]
|
||||
|
||||
return pax_fiddle.Config(
|
||||
learners.Learner,
|
||||
name="learner",
|
||||
loss_name="avg_qloss",
|
||||
optimizer=optimizers.Adam(
|
||||
epsilon=adam_epsilon,
|
||||
clip_threshold=adam_clip_threshold,
|
||||
learning_rate=learning_rate,
|
||||
lr_schedule=pax_fiddle.Config(
|
||||
schedules.Cosine,
|
||||
initial_value=cos_initial_decay_value,
|
||||
final_value=cos_final_decay_value,
|
||||
total_steps=cos_decay_steps,
|
||||
),
|
||||
ema_decay=ema_decay,
|
||||
),
|
||||
bprop_variable_exclusion=bprop_variable_exclusion,
|
||||
bprop_variable_inclusion=bprop_variable_inclusion,
|
||||
)
|
||||
|
||||
task_p = tasks_lib.SingleTask(
|
||||
name="ts-learn",
|
||||
model=model,
|
||||
train=tasks_lib.SingleTask.Train(learner=build_learner(),),
|
||||
)
|
||||
|
||||
task_p.model.ici_mesh_shape = [1, 1, 1]
|
||||
task_p.model.mesh_axis_names = ["replica", "data", "mdl"]
|
||||
|
||||
DEVICES = np.array(jax.devices()).reshape([1, 1, 1])
|
||||
jax.sharding.Mesh(DEVICES, ["replica", "data", "mdl"])
|
||||
|
||||
num_devices = jax.local_device_count()
|
||||
print(f"num_devices: {num_devices}")
|
||||
print(f"device kind: {jax.local_devices()[0].device_kind}")
|
||||
|
||||
jax_task = task_p
|
||||
key, init_key = jax.random.split(key)
|
||||
|
||||
def process_train_batch(batch):
|
||||
past_ts = batch[0].reshape(batch_size * len(ts_cols), -1)
|
||||
actual_ts = batch[3].reshape(batch_size * len(ts_cols), -1)
|
||||
return NestedMap(input_ts=past_ts, actual_ts=actual_ts)
|
||||
|
||||
def process_eval_batch(batch):
|
||||
past_ts = batch[0]
|
||||
actual_ts = batch[3]
|
||||
return NestedMap(input_ts=past_ts, actual_ts=actual_ts)
|
||||
|
||||
jax_model_states, _ = trainer_lib.initialize_model_state(
|
||||
jax_task,
|
||||
init_key,
|
||||
process_train_batch(tbatch),
|
||||
checkpoint_type=checkpoint_types.CheckpointType.GDA,
|
||||
)
|
||||
jax_model_states.mdl_vars["params"]["core_layer"] = tfm._train_state.mdl_vars[
|
||||
"params"]
|
||||
gc.collect()
|
||||
|
||||
jax_task = task_p
|
||||
|
||||
def train_step(states, prng_key, inputs):
|
||||
return trainer_lib.train_step_single_learner(jax_task, states, prng_key,
|
||||
inputs)
|
||||
|
||||
def eval_step(states, prng_key, inputs):
|
||||
states = states.to_eval_state()
|
||||
return trainer_lib.eval_step_single_learner(jax_task, states, prng_key,
|
||||
inputs)
|
||||
|
||||
key, train_key, eval_key = jax.random.split(key, 3)
|
||||
train_prng_seed = jax.random.split(train_key, num=jax.local_device_count())
|
||||
eval_prng_seed = jax.random.split(eval_key, num=jax.local_device_count())
|
||||
|
||||
p_train_step = jax.pmap(train_step, axis_name="batch")
|
||||
p_eval_step = jax.pmap(eval_step, axis_name="batch")
|
||||
|
||||
replicated_jax_states = trainer_lib.replicate_model_state(jax_model_states)
|
||||
|
||||
def reshape_batch_for_pmap(batch, num_devices):
|
||||
|
||||
def _reshape(input_tensor):
|
||||
bsize = input_tensor.shape[0]
|
||||
residual_shape = list(input_tensor.shape[1:])
|
||||
nbsize = bsize // num_devices
|
||||
return jnp.reshape(input_tensor, [num_devices, nbsize] + residual_shape)
|
||||
|
||||
return jax.tree.map(_reshape, batch)
|
||||
|
||||
patience = 0
|
||||
best_eval_loss = 1e7
|
||||
checkpoint_dir = f"{checkpoint_dir}/run_{datetime.now().strftime('%Y%m%d_%H%M%S')}_{wandb.run.id}"
|
||||
for epoch in range(num_epochs):
|
||||
if patience >= early_stop_patience:
|
||||
print("Early stopping.")
|
||||
break
|
||||
print(f"Epoch: {epoch + 1}")
|
||||
train_its = train_batches.as_numpy_iterator()
|
||||
train_losses = []
|
||||
for batch in tqdm(train_its):
|
||||
tbatch = process_train_batch(batch)
|
||||
tbatch = reshape_batch_for_pmap(tbatch, num_devices)
|
||||
replicated_jax_states, step_fun_out = p_train_step(
|
||||
replicated_jax_states, train_prng_seed, tbatch)
|
||||
train_losses.append(step_fun_out.loss[0])
|
||||
wandb.log({"train_step_loss": step_fun_out.loss[0]})
|
||||
|
||||
avg_train_loss = np.mean(train_losses)
|
||||
|
||||
print("Starting eval.")
|
||||
val_its = val_batches.as_numpy_iterator()
|
||||
eval_losses = []
|
||||
for ev_batch in tqdm(val_its):
|
||||
ebatch = process_eval_batch(ev_batch)
|
||||
ebatch = reshape_batch_for_pmap(ebatch, num_devices)
|
||||
_, step_fun_out = p_eval_step(replicated_jax_states, eval_prng_seed,
|
||||
ebatch)
|
||||
eval_losses.append(step_fun_out.loss[0])
|
||||
wandb.log({"eval_step_loss": step_fun_out.loss[0]})
|
||||
|
||||
avg_eval_loss = np.mean(eval_losses)
|
||||
|
||||
print(f"Train Loss: {avg_train_loss}, Val Loss: {avg_eval_loss}")
|
||||
|
||||
wandb.log({
|
||||
"epoch": epoch + 1,
|
||||
"avg_train_loss": avg_train_loss,
|
||||
"avg_val_loss": avg_eval_loss,
|
||||
})
|
||||
|
||||
if avg_eval_loss < best_eval_loss or np.isnan(avg_eval_loss):
|
||||
best_eval_loss = avg_eval_loss
|
||||
print("Saving checkpoint.")
|
||||
jax_state_for_saving = py_utils.maybe_unreplicate_for_fully_replicated(
|
||||
replicated_jax_states)
|
||||
if use_lora:
|
||||
adapter_params = get_adapter_params(
|
||||
params=jax_state_for_saving.mdl_vars,
|
||||
lora_target_modules=lora_target_modules,
|
||||
num_layers=NUM_LAYERS,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
jax_state_for_saving.mdl_vars["params"] = adapter_params
|
||||
|
||||
@pax_fiddle.auto_config
|
||||
def build_learner() -> learners.Learner:
|
||||
bprop_variable_inclusion = []
|
||||
bprop_variable_exclusion = []
|
||||
if use_lora:
|
||||
bprop_variable_inclusion.append(r"^.*lora.*$")
|
||||
if use_dora:
|
||||
bprop_variable_inclusion.append(r"^.*dora.*$")
|
||||
elif use_linear_probing:
|
||||
bprop_variable_exclusion = [".*/stacked_transformer_layer/.*"]
|
||||
checkpoints.save_checkpoint(jax_state_for_saving,
|
||||
checkpoint_dir,
|
||||
overwrite=True)
|
||||
|
||||
return pax_fiddle.Config(
|
||||
learners.Learner,
|
||||
name="learner",
|
||||
loss_name="avg_qloss",
|
||||
optimizer=optimizers.Adam(
|
||||
epsilon=adam_epsilon,
|
||||
clip_threshold=adam_clip_threshold,
|
||||
learning_rate=learning_rate,
|
||||
lr_schedule=pax_fiddle.Config(
|
||||
schedules.Cosine,
|
||||
initial_value=cos_initial_decay_value,
|
||||
final_value=cos_final_decay_value,
|
||||
total_steps=cos_decay_steps,
|
||||
),
|
||||
ema_decay=ema_decay,
|
||||
),
|
||||
bprop_variable_exclusion=bprop_variable_exclusion,
|
||||
bprop_variable_inclusion=bprop_variable_inclusion,
|
||||
)
|
||||
|
||||
task_p = tasks_lib.SingleTask(
|
||||
name="ts-learn",
|
||||
model=model,
|
||||
train=tasks_lib.SingleTask.Train(
|
||||
learner=build_learner(),
|
||||
),
|
||||
)
|
||||
|
||||
task_p.model.ici_mesh_shape = [1, 1, 1]
|
||||
task_p.model.mesh_axis_names = ["replica", "data", "mdl"]
|
||||
|
||||
DEVICES = np.array(jax.devices()).reshape([1, 1, 1])
|
||||
jax.sharding.Mesh(DEVICES, ["replica", "data", "mdl"])
|
||||
|
||||
num_devices = jax.local_device_count()
|
||||
print(f"num_devices: {num_devices}")
|
||||
print(f"device kind: {jax.local_devices()[0].device_kind}")
|
||||
|
||||
jax_task = task_p
|
||||
key, init_key = jax.random.split(key)
|
||||
|
||||
def process_train_batch(batch):
|
||||
past_ts = batch[0].reshape(batch_size * len(ts_cols), -1)
|
||||
actual_ts = batch[3].reshape(batch_size * len(ts_cols), -1)
|
||||
return NestedMap(input_ts=past_ts, actual_ts=actual_ts)
|
||||
|
||||
def process_eval_batch(batch):
|
||||
past_ts = batch[0]
|
||||
actual_ts = batch[3]
|
||||
return NestedMap(input_ts=past_ts, actual_ts=actual_ts)
|
||||
|
||||
jax_model_states, _ = trainer_lib.initialize_model_state(
|
||||
jax_task,
|
||||
init_key,
|
||||
process_train_batch(tbatch),
|
||||
checkpoint_type=checkpoint_types.CheckpointType.GDA,
|
||||
)
|
||||
jax_model_states.mdl_vars["params"]["core_layer"] = tfm._train_state.mdl_vars[
|
||||
"params"
|
||||
]
|
||||
gc.collect()
|
||||
|
||||
jax_task = task_p
|
||||
|
||||
def train_step(states, prng_key, inputs):
|
||||
return trainer_lib.train_step_single_learner(jax_task, states, prng_key, inputs)
|
||||
|
||||
def eval_step(states, prng_key, inputs):
|
||||
states = states.to_eval_state()
|
||||
return trainer_lib.eval_step_single_learner(jax_task, states, prng_key, inputs)
|
||||
|
||||
key, train_key, eval_key = jax.random.split(key, 3)
|
||||
train_prng_seed = jax.random.split(train_key, num=jax.local_device_count())
|
||||
eval_prng_seed = jax.random.split(eval_key, num=jax.local_device_count())
|
||||
|
||||
p_train_step = jax.pmap(train_step, axis_name="batch")
|
||||
p_eval_step = jax.pmap(eval_step, axis_name="batch")
|
||||
|
||||
replicated_jax_states = trainer_lib.replicate_model_state(jax_model_states)
|
||||
|
||||
def reshape_batch_for_pmap(batch, num_devices):
|
||||
def _reshape(input_tensor):
|
||||
bsize = input_tensor.shape[0]
|
||||
residual_shape = list(input_tensor.shape[1:])
|
||||
nbsize = bsize // num_devices
|
||||
return jnp.reshape(input_tensor, [num_devices, nbsize] + residual_shape)
|
||||
|
||||
return jax.tree.map(_reshape, batch)
|
||||
|
||||
patience = 0
|
||||
best_eval_loss = 1e7
|
||||
checkpoint_dir = f"{checkpoint_dir}/run_{datetime.now().strftime('%Y%m%d_%H%M%S')}_{wandb.run.id}"
|
||||
for epoch in range(num_epochs):
|
||||
if patience >= early_stop_patience:
|
||||
print("Early stopping.")
|
||||
break
|
||||
print(f"Epoch: {epoch + 1}")
|
||||
train_its = train_batches.as_numpy_iterator()
|
||||
train_losses = []
|
||||
for batch in tqdm(train_its):
|
||||
tbatch = process_train_batch(batch)
|
||||
tbatch = reshape_batch_for_pmap(tbatch, num_devices)
|
||||
replicated_jax_states, step_fun_out = p_train_step(
|
||||
replicated_jax_states, train_prng_seed, tbatch
|
||||
)
|
||||
train_losses.append(step_fun_out.loss[0])
|
||||
wandb.log({"train_step_loss": step_fun_out.loss[0]})
|
||||
|
||||
avg_train_loss = np.mean(train_losses)
|
||||
|
||||
print("Starting eval.")
|
||||
val_its = val_batches.as_numpy_iterator()
|
||||
eval_losses = []
|
||||
for ev_batch in tqdm(val_its):
|
||||
ebatch = process_eval_batch(ev_batch)
|
||||
ebatch = reshape_batch_for_pmap(ebatch, num_devices)
|
||||
_, step_fun_out = p_eval_step(replicated_jax_states, eval_prng_seed, ebatch)
|
||||
eval_losses.append(step_fun_out.loss[0])
|
||||
wandb.log({"eval_step_loss": step_fun_out.loss[0]})
|
||||
|
||||
avg_eval_loss = np.mean(eval_losses)
|
||||
|
||||
print(f"Train Loss: {avg_train_loss}, Val Loss: {avg_eval_loss}")
|
||||
|
||||
wandb.log(
|
||||
{
|
||||
"epoch": epoch + 1,
|
||||
"avg_train_loss": avg_train_loss,
|
||||
"avg_val_loss": avg_eval_loss,
|
||||
}
|
||||
)
|
||||
|
||||
if avg_eval_loss < best_eval_loss or np.isnan(avg_eval_loss):
|
||||
best_eval_loss = avg_eval_loss
|
||||
print("Saving checkpoint.")
|
||||
jax_state_for_saving = py_utils.maybe_unreplicate_for_fully_replicated(
|
||||
replicated_jax_states
|
||||
)
|
||||
if use_lora:
|
||||
adapter_params = get_adapter_params(
|
||||
params=jax_state_for_saving.mdl_vars,
|
||||
lora_target_modules=lora_target_modules,
|
||||
num_layers=NUM_LAYERS,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
jax_state_for_saving.mdl_vars["params"] = adapter_params
|
||||
|
||||
checkpoints.save_checkpoint(
|
||||
jax_state_for_saving, checkpoint_dir, overwrite=True
|
||||
)
|
||||
|
||||
patience = 0
|
||||
del jax_state_for_saving
|
||||
gc.collect()
|
||||
else:
|
||||
patience += 1
|
||||
print(f"patience: {patience}")
|
||||
print("Fine-tuning completed.")
|
||||
patience = 0
|
||||
del jax_state_for_saving
|
||||
gc.collect()
|
||||
else:
|
||||
patience += 1
|
||||
print(f"patience: {patience}")
|
||||
print("Fine-tuning completed.")
|
||||
|
||||
|
||||
if __name__ == "__main__":
|
||||
typer.run(finetune)
|
||||
typer.run(finetune)
|
||||
|
||||
@@ -11,7 +11,6 @@
|
||||
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
# See the License for the specific language governing permissions and
|
||||
# limitations under the License.
|
||||
|
||||
"""adapter init file."""
|
||||
|
||||
from .dora_layers import DoraAttentionProjection, DoraCombinedQKVProjection, DoraLinear
|
||||
|
||||
+148
-149
@@ -21,182 +21,181 @@ WeightHParams = base_layer.WeightHParams
|
||||
|
||||
|
||||
class DoraTheta(base_layer.Theta):
|
||||
def __init__(self, module):
|
||||
self.module = module
|
||||
|
||||
def _dora_initialized(self):
|
||||
if (
|
||||
self.module.has_variable("params", "lora_a")
|
||||
and self.module.has_variable("params", "lora_b")
|
||||
and self.module.has_variable("params", "dora_m")
|
||||
and "lora_a" in self.module._weight_hparams
|
||||
and "lora_b" in self.module._weight_hparams
|
||||
and "dora_m" in self.module._weight_hparams
|
||||
):
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
def __init__(self, module):
|
||||
self.module = module
|
||||
|
||||
def _dorafy_var(self, w):
|
||||
lora_a = super().__getattr__("lora_a")
|
||||
lora_b = super().__getattr__("lora_b")
|
||||
dora_m = super().__getattr__("dora_m")
|
||||
def _dora_initialized(self):
|
||||
if (self.module.has_variable("params", "lora_a") and
|
||||
self.module.has_variable("params", "lora_b") and
|
||||
self.module.has_variable("params", "dora_m") and
|
||||
"lora_a" in self.module._weight_hparams and
|
||||
"lora_b" in self.module._weight_hparams and
|
||||
"dora_m" in self.module._weight_hparams):
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
|
||||
lora_delta = self.module.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
def _dorafy_var(self, w):
|
||||
lora_a = super().__getattr__("lora_a")
|
||||
lora_b = super().__getattr__("lora_b")
|
||||
dora_m = super().__getattr__("dora_m")
|
||||
|
||||
w_prime = w + lora_delta
|
||||
lora_delta = self.module.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
|
||||
column_norm = jnp.linalg.norm(w_prime, ord=2, axis=0, keepdims=True)
|
||||
norm_adapted = w_prime / column_norm
|
||||
w_prime = dora_m * norm_adapted
|
||||
return w_prime
|
||||
w_prime = w + lora_delta
|
||||
|
||||
def __getattr__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._dora_initialized():
|
||||
return var
|
||||
column_norm = jnp.linalg.norm(w_prime, ord=2, axis=0, keepdims=True)
|
||||
norm_adapted = w_prime / column_norm
|
||||
w_prime = dora_m * norm_adapted
|
||||
return w_prime
|
||||
|
||||
if k == "w":
|
||||
return self._dorafy_var(var)
|
||||
def __getattr__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._dora_initialized():
|
||||
return var
|
||||
|
||||
return var
|
||||
if k == "w":
|
||||
return self._dorafy_var(var)
|
||||
|
||||
def __getitem__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._dora_initialized():
|
||||
return var
|
||||
return var
|
||||
|
||||
if k == "w":
|
||||
return self._dorafy_var(var)
|
||||
def __getitem__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._dora_initialized():
|
||||
return var
|
||||
|
||||
return var
|
||||
if k == "w":
|
||||
return self._dorafy_var(var)
|
||||
|
||||
return var
|
||||
|
||||
|
||||
class DoraThetaDescriptor:
|
||||
"""Dot syntax accession descriptor."""
|
||||
"""Dot syntax accession descriptor."""
|
||||
|
||||
def __get__(self, obj, objtype=None):
|
||||
return DoraTheta(obj)
|
||||
def __get__(self, obj, objtype=None):
|
||||
return DoraTheta(obj)
|
||||
|
||||
|
||||
class DoraLinear(linears.Linear):
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = DoraThetaDescriptor()
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = DoraThetaDescriptor()
|
||||
|
||||
def setup(self) -> None:
|
||||
lora_init = self.lora_init if self.lora_init else self.weight_init
|
||||
def setup(self) -> None:
|
||||
lora_init = self.lora_init if self.lora_init else self.weight_init
|
||||
|
||||
super().setup()
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dims, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.output_dims, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"dora_m",
|
||||
WeightHParams(
|
||||
shape=[1, self.output_dims],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
super().setup()
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dims, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.output_dims, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"dora_m",
|
||||
WeightHParams(
|
||||
shape=[1, self.output_dims],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
class DoraAttentionProjection(attentions.AttentionProjection):
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = DoraThetaDescriptor()
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = DoraThetaDescriptor()
|
||||
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"dora_m",
|
||||
WeightHParams(
|
||||
shape=[1, self.num_heads, self.dim_per_head],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"dora_m",
|
||||
WeightHParams(
|
||||
shape=[1, self.num_heads, self.dim_per_head],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
class DoraCombinedQKVProjection(attentions.CombinedQKVProjectionLayer):
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = DoraThetaDescriptor()
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = DoraThetaDescriptor()
|
||||
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[3, self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[3, self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"dora_m",
|
||||
WeightHParams(
|
||||
shape=[3, 1, self.num_heads, self.dim_per_head],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[3, self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[3, self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"dora_m",
|
||||
WeightHParams(
|
||||
shape=[3, 1, self.num_heads, self.dim_per_head],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None, None],
|
||||
),
|
||||
)
|
||||
|
||||
+115
-116
@@ -21,146 +21,145 @@ WeightHParams = base_layer.WeightHParams
|
||||
|
||||
|
||||
class LoraTheta(base_layer.Theta):
|
||||
def __init__(self, module):
|
||||
self.module = module
|
||||
|
||||
def _lora_initialized(self):
|
||||
if (
|
||||
self.module.has_variable("params", "lora_a")
|
||||
and self.module.has_variable("params", "lora_b")
|
||||
and "lora_a" in self.module._weight_hparams
|
||||
and "lora_b" in self.module._weight_hparams
|
||||
):
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
def __init__(self, module):
|
||||
self.module = module
|
||||
|
||||
def _lorafy_var(self, w):
|
||||
lora_a = super().__getattr__("lora_a")
|
||||
lora_b = super().__getattr__("lora_b")
|
||||
lora_delta = self.module.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
w_prime = w + lora_delta
|
||||
return w_prime
|
||||
def _lora_initialized(self):
|
||||
if (self.module.has_variable("params", "lora_a") and
|
||||
self.module.has_variable("params", "lora_b") and
|
||||
"lora_a" in self.module._weight_hparams and
|
||||
"lora_b" in self.module._weight_hparams):
|
||||
return True
|
||||
else:
|
||||
return False
|
||||
|
||||
def __getattr__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._lora_initialized():
|
||||
return var
|
||||
def _lorafy_var(self, w):
|
||||
lora_a = super().__getattr__("lora_a")
|
||||
lora_b = super().__getattr__("lora_b")
|
||||
lora_delta = self.module.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
w_prime = w + lora_delta
|
||||
return w_prime
|
||||
|
||||
if k == "w":
|
||||
return self._lorafy_var(var)
|
||||
def __getattr__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._lora_initialized():
|
||||
return var
|
||||
|
||||
return var
|
||||
if k == "w":
|
||||
return self._lorafy_var(var)
|
||||
|
||||
def __getitem__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._lora_initialized():
|
||||
return var
|
||||
return var
|
||||
|
||||
if k == "w":
|
||||
return self._lorafy_var(var)
|
||||
def __getitem__(self, k):
|
||||
var = super().__getattr__(k)
|
||||
if not self._lora_initialized():
|
||||
return var
|
||||
|
||||
return var
|
||||
if k == "w":
|
||||
return self._lorafy_var(var)
|
||||
|
||||
return var
|
||||
|
||||
|
||||
class LoraThetaDescriptor:
|
||||
"""Dot syntax accession descriptor."""
|
||||
"""Dot syntax accession descriptor."""
|
||||
|
||||
def __get__(self, obj, objtype=None):
|
||||
return LoraTheta(obj)
|
||||
def __get__(self, obj, objtype=None):
|
||||
return LoraTheta(obj)
|
||||
|
||||
|
||||
class LoraLinear(linears.Linear):
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = LoraThetaDescriptor()
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = LoraThetaDescriptor()
|
||||
|
||||
def setup(self) -> None:
|
||||
lora_init = self.lora_init if self.lora_init else self.weight_init
|
||||
def setup(self) -> None:
|
||||
lora_init = self.lora_init if self.lora_init else self.weight_init
|
||||
|
||||
super().setup()
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dims, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.output_dims, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
super().setup()
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dims, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.output_dims, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None],
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
class LoraAttentionProjection(attentions.AttentionProjection):
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = LoraThetaDescriptor()
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = LoraThetaDescriptor()
|
||||
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[
|
||||
None,
|
||||
None,
|
||||
],
|
||||
),
|
||||
)
|
||||
|
||||
|
||||
class LoraCombinedQKVProjection(attentions.CombinedQKVProjectionLayer):
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = LoraThetaDescriptor()
|
||||
rank: int = 0
|
||||
lora_init: WeightInit | None = None
|
||||
theta = LoraThetaDescriptor()
|
||||
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
def setup(self) -> None:
|
||||
super().setup()
|
||||
w_weight_params = self._weight_hparams["w"]
|
||||
lora_init = self.lora_init if self.lora_init else w_weight_params.init
|
||||
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[3, self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[3, self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_a",
|
||||
WeightHParams(
|
||||
shape=[3, self.input_dim, self.rank],
|
||||
init=lora_init,
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
self.create_variable(
|
||||
"lora_b",
|
||||
WeightHParams(
|
||||
shape=[3, self.dim_per_head * self.num_heads, self.rank],
|
||||
init=WeightInit.Constant(scale=0.0),
|
||||
mesh_shape=self.mesh_shape,
|
||||
tensor_split_dims_mapping=[None, None, None],
|
||||
),
|
||||
)
|
||||
|
||||
+256
-286
@@ -11,7 +11,6 @@
|
||||
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
# See the License for the specific language governing permissions and
|
||||
# limitations under the License.
|
||||
|
||||
"""
|
||||
This file provides functionality for loading and merging adapter weights
|
||||
in timesfm model, specifically for LoRA and DoRA.
|
||||
@@ -40,10 +39,11 @@ from adapter.lora_layers import (
|
||||
from timesfm import TimesFm
|
||||
|
||||
|
||||
def get_adapter_params(
|
||||
params: dict, lora_target_modules: str, num_layers: int, use_dora: bool = False
|
||||
) -> dict:
|
||||
"""
|
||||
def get_adapter_params(params: dict,
|
||||
lora_target_modules: str,
|
||||
num_layers: int,
|
||||
use_dora: bool = False) -> dict:
|
||||
"""
|
||||
Extracts adapter parameters from the given model parameters for saving the checkpoint.
|
||||
|
||||
Args:
|
||||
@@ -55,47 +55,44 @@ def get_adapter_params(
|
||||
Returns:
|
||||
dict: A dictionary containing the extracted adapter parameters.
|
||||
"""
|
||||
adapter_params = {}
|
||||
for i in range(num_layers):
|
||||
layer_key = f"x_layers_{i}"
|
||||
adapter_params[layer_key] = {}
|
||||
adapter_params = {}
|
||||
for i in range(num_layers):
|
||||
layer_key = f"x_layers_{i}"
|
||||
adapter_params[layer_key] = {}
|
||||
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
linear = params["params"]["core_layer"]["stacked_transformer_layer"][
|
||||
layer_key
|
||||
]["ff_layer"][ff_layer_key]["linear"]
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
linear = params["params"]["core_layer"]["stacked_transformer_layer"][
|
||||
layer_key]["ff_layer"][ff_layer_key]["linear"]
|
||||
|
||||
lora_a = linear["lora_a"]
|
||||
lora_b = linear["lora_b"]
|
||||
lora_a = linear["lora_a"]
|
||||
lora_b = linear["lora_b"]
|
||||
|
||||
adapter_params[layer_key][ff_layer_key] = {
|
||||
"lora_a": lora_a,
|
||||
"lora_b": lora_b,
|
||||
}
|
||||
adapter_params[layer_key][ff_layer_key] = {
|
||||
"lora_a": lora_a,
|
||||
"lora_b": lora_b,
|
||||
}
|
||||
|
||||
if use_dora:
|
||||
adapter_params[layer_key][ff_layer_key]["dora_m"] = linear["dora_m"]
|
||||
if use_dora:
|
||||
adapter_params[layer_key][ff_layer_key]["dora_m"] = linear["dora_m"]
|
||||
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
attention = params["params"]["core_layer"]["stacked_transformer_layer"][
|
||||
layer_key
|
||||
]["self_attention"]
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
attention = params["params"]["core_layer"]["stacked_transformer_layer"][
|
||||
layer_key]["self_attention"]
|
||||
|
||||
for component in ["key", "query", "value", "post"]:
|
||||
lora_a = attention[component]["lora_a"]
|
||||
lora_b = attention[component]["lora_b"]
|
||||
for component in ["key", "query", "value", "post"]:
|
||||
lora_a = attention[component]["lora_a"]
|
||||
lora_b = attention[component]["lora_b"]
|
||||
|
||||
adapter_params[layer_key][component] = {
|
||||
"lora_a": lora_a,
|
||||
"lora_b": lora_b,
|
||||
}
|
||||
adapter_params[layer_key][component] = {
|
||||
"lora_a": lora_a,
|
||||
"lora_b": lora_b,
|
||||
}
|
||||
|
||||
if use_dora:
|
||||
adapter_params[layer_key][component]["dora_m"] = attention[
|
||||
component
|
||||
]["dora_m"]
|
||||
return adapter_params
|
||||
if use_dora:
|
||||
adapter_params[layer_key][component]["dora_m"] = attention[component][
|
||||
"dora_m"]
|
||||
return adapter_params
|
||||
|
||||
|
||||
def load_adapter_checkpoint(
|
||||
@@ -105,7 +102,7 @@ def load_adapter_checkpoint(
|
||||
lora_target_modules: str,
|
||||
use_dora: bool,
|
||||
) -> None:
|
||||
"""
|
||||
"""
|
||||
Loads an adapter checkpoint and merges it with the original model weights.
|
||||
|
||||
Args:
|
||||
@@ -118,83 +115,77 @@ def load_adapter_checkpoint(
|
||||
Returns:
|
||||
None
|
||||
"""
|
||||
|
||||
"""
|
||||
"""
|
||||
currently loading and initializing the model with adapter layers first and then merging the
|
||||
adapter weights to original weights and replacing the adapter layers back to original layer.
|
||||
# NOTE: refactor this. there should be a better way to load the LoRA checkpoint.
|
||||
"""
|
||||
model._logging(f"Restoring adapter checkpoint from {adapter_checkpoint_path}.")
|
||||
start_time = time.time()
|
||||
original_linear_tpl, original_attn_tpl, original_combined_qkv_tpl = (
|
||||
load_adapter_layer(
|
||||
mdl_vars=model._train_state.mdl_vars,
|
||||
model=model._model,
|
||||
lora_rank=lora_rank,
|
||||
lora_target_modules=lora_target_modules,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
)
|
||||
model._logging(
|
||||
f"Restoring adapter checkpoint from {adapter_checkpoint_path}.")
|
||||
start_time = time.time()
|
||||
original_linear_tpl, original_attn_tpl, original_combined_qkv_tpl = (
|
||||
load_adapter_layer(
|
||||
mdl_vars=model._train_state.mdl_vars,
|
||||
model=model._model,
|
||||
lora_rank=lora_rank,
|
||||
lora_target_modules=lora_target_modules,
|
||||
use_dora=use_dora,
|
||||
))
|
||||
|
||||
var_weight_hparams = model._model.abstract_init_with_metadata(
|
||||
model._get_sample_inputs(), do_eval=True
|
||||
)
|
||||
var_weight_hparams = model._model.abstract_init_with_metadata(
|
||||
model._get_sample_inputs(), do_eval=True)
|
||||
|
||||
adapter_weight_hparams = _get_adapter_weight_params(
|
||||
var_weight_hparams=var_weight_hparams,
|
||||
lora_target_modules=lora_target_modules,
|
||||
num_layers=model._model.stacked_transformer_params_tpl.num_layers,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
adapter_weight_hparams = _get_adapter_weight_params(
|
||||
var_weight_hparams=var_weight_hparams,
|
||||
lora_target_modules=lora_target_modules,
|
||||
num_layers=model._model.stacked_transformer_params_tpl.num_layers,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
|
||||
adapter_state_partition_specs = tasks_lib.create_state_partition_specs(
|
||||
adapter_weight_hparams,
|
||||
mesh_shape=model.mesh_shape,
|
||||
mesh_axis_names=model.mesh_name,
|
||||
discard_opt_states=True,
|
||||
learners=None,
|
||||
)
|
||||
adapter_state_local_shapes = tasks_lib.create_state_unpadded_shapes(
|
||||
adapter_weight_hparams,
|
||||
discard_opt_states=True,
|
||||
learners=None,
|
||||
)
|
||||
adapter_train_state = checkpoints.restore_checkpoint(
|
||||
state_global_shapes=adapter_state_local_shapes,
|
||||
checkpoint_dir=adapter_checkpoint_path,
|
||||
checkpoint_type=checkpoints.CheckpointType.FLAX,
|
||||
state_specs=adapter_state_partition_specs,
|
||||
step=None,
|
||||
)
|
||||
adapter_state_partition_specs = tasks_lib.create_state_partition_specs(
|
||||
adapter_weight_hparams,
|
||||
mesh_shape=model.mesh_shape,
|
||||
mesh_axis_names=model.mesh_name,
|
||||
discard_opt_states=True,
|
||||
learners=None,
|
||||
)
|
||||
adapter_state_local_shapes = tasks_lib.create_state_unpadded_shapes(
|
||||
adapter_weight_hparams,
|
||||
discard_opt_states=True,
|
||||
learners=None,
|
||||
)
|
||||
adapter_train_state = checkpoints.restore_checkpoint(
|
||||
state_global_shapes=adapter_state_local_shapes,
|
||||
checkpoint_dir=adapter_checkpoint_path,
|
||||
checkpoint_type=checkpoints.CheckpointType.FLAX,
|
||||
state_specs=adapter_state_partition_specs,
|
||||
step=None,
|
||||
)
|
||||
|
||||
# add adapter weights to the original weights
|
||||
_merge_adapter_weights(
|
||||
model=model,
|
||||
adapter_train_state=adapter_train_state,
|
||||
lora_target_modules=lora_target_modules,
|
||||
num_layers=model._model.stacked_transformer_params_tpl.num_layers,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
# add adapter weights to the original weights
|
||||
_merge_adapter_weights(
|
||||
model=model,
|
||||
adapter_train_state=adapter_train_state,
|
||||
lora_target_modules=lora_target_modules,
|
||||
num_layers=model._model.stacked_transformer_params_tpl.num_layers,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
|
||||
# replace back with the original model layer
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
model._model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_fflayer_tpl.fflayer_tpl.linear_tpl = (
|
||||
original_linear_tpl
|
||||
)
|
||||
# replace back with the original model layer
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
model._model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_fflayer_tpl.fflayer_tpl.linear_tpl = (
|
||||
original_linear_tpl)
|
||||
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
model._model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.proj_tpl = (
|
||||
original_attn_tpl
|
||||
)
|
||||
model._model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.combined_qkv_proj_tpl = (
|
||||
original_combined_qkv_tpl
|
||||
)
|
||||
model._logging(
|
||||
f"Restored adapter checkpoint in {time.time() - start_time:.2f} seconds."
|
||||
)
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
model._model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.proj_tpl = (
|
||||
original_attn_tpl)
|
||||
model._model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.combined_qkv_proj_tpl = (
|
||||
original_combined_qkv_tpl)
|
||||
model._logging(
|
||||
f"Restored adapter checkpoint in {time.time() - start_time:.2f} seconds.")
|
||||
|
||||
# jit compile the model
|
||||
model.jit_decode()
|
||||
# jit compile the model
|
||||
model.jit_decode()
|
||||
|
||||
|
||||
def _merge_adapter_weights(
|
||||
@@ -204,7 +195,7 @@ def _merge_adapter_weights(
|
||||
num_layers: int,
|
||||
use_dora: bool,
|
||||
) -> None:
|
||||
"""
|
||||
"""
|
||||
Merges adapter weights with the original model weights.
|
||||
|
||||
Args:
|
||||
@@ -214,74 +205,73 @@ def _merge_adapter_weights(
|
||||
num_layers (int): Number of transformer layers.
|
||||
use_dora (bool): Whether DoRA was used or not.
|
||||
"""
|
||||
for i in range(num_layers):
|
||||
layer_key = f"x_layers_{i}"
|
||||
for i in range(num_layers):
|
||||
layer_key = f"x_layers_{i}"
|
||||
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
linear = model._train_state.mdl_vars["params"][
|
||||
"stacked_transformer_layer"
|
||||
][layer_key]["ff_layer"][ff_layer_key]["linear"]
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
linear = model._train_state.mdl_vars["params"][
|
||||
"stacked_transformer_layer"][layer_key]["ff_layer"][ff_layer_key][
|
||||
"linear"]
|
||||
|
||||
params = adapter_train_state.mdl_vars[layer_key][ff_layer_key]
|
||||
lora_a = params["lora_a"]
|
||||
lora_b = params["lora_b"]
|
||||
params = adapter_train_state.mdl_vars[layer_key][ff_layer_key]
|
||||
lora_a = params["lora_a"]
|
||||
lora_b = params["lora_b"]
|
||||
|
||||
w = linear["w"]
|
||||
w = linear["w"]
|
||||
|
||||
lora_delta = jnp.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
w_prime = w + lora_delta
|
||||
lora_delta = jnp.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
w_prime = w + lora_delta
|
||||
|
||||
if use_dora:
|
||||
dora_m = params["dora_m"]
|
||||
column_norm = jnp.linalg.norm(w_prime, ord=2, axis=0, keepdims=True)
|
||||
norm_adapted = w_prime / column_norm
|
||||
w_prime = dora_m * norm_adapted
|
||||
linear["w"] = w_prime
|
||||
del linear["dora_m"]
|
||||
if use_dora:
|
||||
dora_m = params["dora_m"]
|
||||
column_norm = jnp.linalg.norm(w_prime, ord=2, axis=0, keepdims=True)
|
||||
norm_adapted = w_prime / column_norm
|
||||
w_prime = dora_m * norm_adapted
|
||||
linear["w"] = w_prime
|
||||
del linear["dora_m"]
|
||||
|
||||
else:
|
||||
linear["w"] = w_prime
|
||||
else:
|
||||
linear["w"] = w_prime
|
||||
|
||||
del linear["lora_a"]
|
||||
del linear["lora_b"]
|
||||
del linear["lora_a"]
|
||||
del linear["lora_b"]
|
||||
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
attention = model._train_state.mdl_vars["params"][
|
||||
"stacked_transformer_layer"
|
||||
][layer_key]["self_attention"]
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
attention = model._train_state.mdl_vars["params"][
|
||||
"stacked_transformer_layer"][layer_key]["self_attention"]
|
||||
|
||||
for component in ["key", "query", "value", "post"]:
|
||||
params = adapter_train_state.mdl_vars[layer_key][component]
|
||||
lora_a = params["lora_a"]
|
||||
lora_b = params["lora_b"]
|
||||
for component in ["key", "query", "value", "post"]:
|
||||
params = adapter_train_state.mdl_vars[layer_key][component]
|
||||
lora_a = params["lora_a"]
|
||||
lora_b = params["lora_b"]
|
||||
|
||||
w = attention[component]["w"]
|
||||
w = attention[component]["w"]
|
||||
|
||||
lora_delta = jnp.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
w_prime = w + lora_delta
|
||||
lora_delta = jnp.einsum("...dr,...nr->...dn", lora_a, lora_b)
|
||||
lora_delta = jnp.reshape(lora_delta, w.shape)
|
||||
w_prime = w + lora_delta
|
||||
|
||||
if use_dora:
|
||||
dora_m = params["dora_m"]
|
||||
column_norm = jnp.linalg.norm(w_prime, ord=2, axis=0, keepdims=True)
|
||||
norm_adapted = w_prime / column_norm
|
||||
w_prime = dora_m * norm_adapted
|
||||
attention[component]["w"] = w_prime
|
||||
del attention[component]["dora_m"]
|
||||
if use_dora:
|
||||
dora_m = params["dora_m"]
|
||||
column_norm = jnp.linalg.norm(w_prime, ord=2, axis=0, keepdims=True)
|
||||
norm_adapted = w_prime / column_norm
|
||||
w_prime = dora_m * norm_adapted
|
||||
attention[component]["w"] = w_prime
|
||||
del attention[component]["dora_m"]
|
||||
|
||||
else:
|
||||
attention[component]["w"] = w_prime
|
||||
else:
|
||||
attention[component]["w"] = w_prime
|
||||
|
||||
del attention[component]["lora_a"]
|
||||
del attention[component]["lora_b"]
|
||||
del attention[component]["lora_a"]
|
||||
del attention[component]["lora_b"]
|
||||
|
||||
|
||||
def _get_adapter_weight_params(
|
||||
var_weight_hparams: dict, lora_target_modules: str, num_layers: int, use_dora: bool
|
||||
) -> dict:
|
||||
"""
|
||||
def _get_adapter_weight_params(var_weight_hparams: dict,
|
||||
lora_target_modules: str, num_layers: int,
|
||||
use_dora: bool) -> dict:
|
||||
"""
|
||||
Extracts adapter weight parameters from the given variable weight hyperparameters.
|
||||
|
||||
Args:
|
||||
@@ -293,42 +283,39 @@ def _get_adapter_weight_params(
|
||||
Returns:
|
||||
dict: A dictionary containing the extracted adapter weight parameters.
|
||||
"""
|
||||
adapter_params = {}
|
||||
for i in range(num_layers):
|
||||
layer = f"x_layers_{i}"
|
||||
adapter_params[layer] = {}
|
||||
adapter_params = {}
|
||||
for i in range(num_layers):
|
||||
layer = f"x_layers_{i}"
|
||||
adapter_params[layer] = {}
|
||||
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
adapter_weight_params = var_weight_hparams["params"][
|
||||
"stacked_transformer_layer"
|
||||
][layer]["ff_layer"][ff_layer_key]["linear"]
|
||||
adapter_params[layer][ff_layer_key] = {
|
||||
"lora_a": adapter_weight_params["lora_a"],
|
||||
"lora_b": adapter_weight_params["lora_b"],
|
||||
}
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
adapter_weight_params = var_weight_hparams["params"][
|
||||
"stacked_transformer_layer"][layer]["ff_layer"][ff_layer_key][
|
||||
"linear"]
|
||||
adapter_params[layer][ff_layer_key] = {
|
||||
"lora_a": adapter_weight_params["lora_a"],
|
||||
"lora_b": adapter_weight_params["lora_b"],
|
||||
}
|
||||
|
||||
if use_dora:
|
||||
adapter_params[layer][ff_layer_key]["dora_m"] = (
|
||||
adapter_weight_params["dora_m"]
|
||||
)
|
||||
if use_dora:
|
||||
adapter_params[layer][ff_layer_key]["dora_m"] = (
|
||||
adapter_weight_params["dora_m"])
|
||||
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
for component in ["key", "value", "query", "post"]:
|
||||
adapter_weight_params = var_weight_hparams["params"][
|
||||
"stacked_transformer_layer"
|
||||
][layer]["self_attention"][component]
|
||||
adapter_params[layer][component] = {
|
||||
"lora_a": adapter_weight_params["lora_a"],
|
||||
"lora_b": adapter_weight_params["lora_b"],
|
||||
}
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
for component in ["key", "value", "query", "post"]:
|
||||
adapter_weight_params = var_weight_hparams["params"][
|
||||
"stacked_transformer_layer"][layer]["self_attention"][component]
|
||||
adapter_params[layer][component] = {
|
||||
"lora_a": adapter_weight_params["lora_a"],
|
||||
"lora_b": adapter_weight_params["lora_b"],
|
||||
}
|
||||
|
||||
if use_dora:
|
||||
adapter_params[layer][component]["dora_m"] = adapter_weight_params[
|
||||
"dora_m"
|
||||
]
|
||||
if use_dora:
|
||||
adapter_params[layer][component]["dora_m"] = adapter_weight_params[
|
||||
"dora_m"]
|
||||
|
||||
return adapter_params
|
||||
return adapter_params
|
||||
|
||||
|
||||
def load_adapter_layer(
|
||||
@@ -338,7 +325,7 @@ def load_adapter_layer(
|
||||
lora_target_modules: str,
|
||||
use_dora: bool = False,
|
||||
) -> tuple[pax_fiddle.Config, pax_fiddle.Config]:
|
||||
"""
|
||||
"""
|
||||
Updates target modules with adapter layers.
|
||||
|
||||
Args:
|
||||
@@ -351,67 +338,55 @@ def load_adapter_layer(
|
||||
Returns:
|
||||
tuple[pax_fiddle.Config, pax_fiddle.Config]: Updated model configurations.
|
||||
"""
|
||||
original_linear_tpl = original_attn_tpl = original_combined_qkv_tpl = None
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
original_linear_tpl = (
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_fflayer_tpl.fflayer_tpl.linear_tpl
|
||||
)
|
||||
adapter_linear_tpl = (
|
||||
pax_fiddle.Config(
|
||||
DoraLinear,
|
||||
rank=lora_rank,
|
||||
)
|
||||
if use_dora
|
||||
else pax_fiddle.Config(
|
||||
LoraLinear,
|
||||
rank=lora_rank,
|
||||
)
|
||||
)
|
||||
adapter_linear_tpl.copy_fields_from(original_linear_tpl)
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_fflayer_tpl.fflayer_tpl.linear_tpl = (
|
||||
adapter_linear_tpl
|
||||
)
|
||||
original_linear_tpl = original_attn_tpl = original_combined_qkv_tpl = None
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
original_linear_tpl = (
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.
|
||||
tr_fflayer_tpl.fflayer_tpl.linear_tpl)
|
||||
adapter_linear_tpl = (pax_fiddle.Config(
|
||||
DoraLinear,
|
||||
rank=lora_rank,
|
||||
) if use_dora else pax_fiddle.Config(
|
||||
LoraLinear,
|
||||
rank=lora_rank,
|
||||
))
|
||||
adapter_linear_tpl.copy_fields_from(original_linear_tpl)
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_fflayer_tpl.fflayer_tpl.linear_tpl = (
|
||||
adapter_linear_tpl)
|
||||
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
original_attn_tpl = (
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.proj_tpl
|
||||
)
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
original_attn_tpl = (model.stacked_transformer_params_tpl.
|
||||
transformer_layer_params_tpl.tr_atten_tpl.proj_tpl)
|
||||
|
||||
adapter_attn_tpl = (
|
||||
pax_fiddle.Config(DoraAttentionProjection, rank=lora_rank)
|
||||
if use_dora
|
||||
else pax_fiddle.Config(LoraAttentionProjection, rank=lora_rank)
|
||||
)
|
||||
adapter_attn_tpl.copy_fields_from(original_attn_tpl)
|
||||
adapter_attn_tpl = (
|
||||
pax_fiddle.Config(DoraAttentionProjection, rank=lora_rank) if use_dora
|
||||
else pax_fiddle.Config(LoraAttentionProjection, rank=lora_rank))
|
||||
adapter_attn_tpl.copy_fields_from(original_attn_tpl)
|
||||
|
||||
original_combined_qkv_tpl = (
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.combined_qkv_proj_tpl
|
||||
)
|
||||
original_combined_qkv_tpl = (
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.
|
||||
tr_atten_tpl.combined_qkv_proj_tpl)
|
||||
|
||||
adapter_combined_qkv_tpl = (
|
||||
pax_fiddle.Config(DoraCombinedQKVProjection, rank=lora_rank)
|
||||
if use_dora
|
||||
else pax_fiddle.Config(LoraCombinedQKVProjection, rank=lora_rank)
|
||||
)
|
||||
adapter_combined_qkv_tpl.copy_fields_from(original_combined_qkv_tpl)
|
||||
adapter_combined_qkv_tpl = (
|
||||
pax_fiddle.Config(DoraCombinedQKVProjection, rank=lora_rank) if use_dora
|
||||
else pax_fiddle.Config(LoraCombinedQKVProjection, rank=lora_rank))
|
||||
adapter_combined_qkv_tpl.copy_fields_from(original_combined_qkv_tpl)
|
||||
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.proj_tpl = (
|
||||
adapter_attn_tpl
|
||||
)
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.combined_qkv_proj_tpl = (
|
||||
adapter_combined_qkv_tpl
|
||||
)
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.proj_tpl = (
|
||||
adapter_attn_tpl)
|
||||
model.stacked_transformer_params_tpl.transformer_layer_params_tpl.tr_atten_tpl.combined_qkv_proj_tpl = (
|
||||
adapter_combined_qkv_tpl)
|
||||
|
||||
# initialize and add adapter weights
|
||||
_initialize_adapter_params(
|
||||
mdl_vars=mdl_vars,
|
||||
num_layers=model.stacked_transformer_params_tpl.num_layers,
|
||||
lora_rank=lora_rank,
|
||||
lora_target_modules=lora_target_modules,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
# initialize and add adapter weights
|
||||
_initialize_adapter_params(
|
||||
mdl_vars=mdl_vars,
|
||||
num_layers=model.stacked_transformer_params_tpl.num_layers,
|
||||
lora_rank=lora_rank,
|
||||
lora_target_modules=lora_target_modules,
|
||||
use_dora=use_dora,
|
||||
)
|
||||
|
||||
return original_linear_tpl, original_attn_tpl, original_combined_qkv_tpl
|
||||
return original_linear_tpl, original_attn_tpl, original_combined_qkv_tpl
|
||||
|
||||
|
||||
def _initialize_adapter_params(
|
||||
@@ -422,7 +397,7 @@ def _initialize_adapter_params(
|
||||
use_dora: bool = False,
|
||||
seed: int = 1234,
|
||||
) -> dict:
|
||||
"""
|
||||
"""
|
||||
Initializes and adds adapter parameters to target modules.
|
||||
|
||||
Args:
|
||||
@@ -436,52 +411,47 @@ def _initialize_adapter_params(
|
||||
Returns:
|
||||
dict: Updated model variables with initialized adapter parameters.
|
||||
"""
|
||||
for i in range(num_layers):
|
||||
layer_key = f"x_layers_{i}"
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
linear = mdl_vars["params"]["stacked_transformer_layer"][layer_key][
|
||||
"ff_layer"
|
||||
][ff_layer_key]["linear"]
|
||||
original_w = linear["w"]
|
||||
input_dim, output_dim = original_w.shape
|
||||
std_dev = 1 / jnp.sqrt(lora_rank)
|
||||
for i in range(num_layers):
|
||||
layer_key = f"x_layers_{i}"
|
||||
if lora_target_modules in ["all", "mlp"]:
|
||||
for ff_layer_key in ["ffn_layer1", "ffn_layer2"]:
|
||||
linear = mdl_vars["params"]["stacked_transformer_layer"][layer_key][
|
||||
"ff_layer"][ff_layer_key]["linear"]
|
||||
original_w = linear["w"]
|
||||
input_dim, output_dim = original_w.shape
|
||||
std_dev = 1 / jnp.sqrt(lora_rank)
|
||||
|
||||
normal_initializer = jax.nn.initializers.normal(std_dev)
|
||||
lora_a = normal_initializer(
|
||||
jax.random.key(seed), (input_dim, lora_rank), jnp.float32
|
||||
)
|
||||
lora_b = jnp.zeros((output_dim, lora_rank))
|
||||
normal_initializer = jax.nn.initializers.normal(std_dev)
|
||||
lora_a = normal_initializer(jax.random.key(seed),
|
||||
(input_dim, lora_rank), jnp.float32)
|
||||
lora_b = jnp.zeros((output_dim, lora_rank))
|
||||
|
||||
linear["lora_a"] = lora_a
|
||||
linear["lora_b"] = lora_b
|
||||
linear["lora_a"] = lora_a
|
||||
linear["lora_b"] = lora_b
|
||||
|
||||
if use_dora:
|
||||
norm = jnp.linalg.norm(original_w, ord=2, axis=0, keepdims=True)
|
||||
linear["dora_m"] = norm
|
||||
if use_dora:
|
||||
norm = jnp.linalg.norm(original_w, ord=2, axis=0, keepdims=True)
|
||||
linear["dora_m"] = norm
|
||||
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
attention = mdl_vars["params"]["stacked_transformer_layer"][layer_key][
|
||||
"self_attention"
|
||||
]
|
||||
if lora_target_modules in ["all", "attention"]:
|
||||
attention = mdl_vars["params"]["stacked_transformer_layer"][layer_key][
|
||||
"self_attention"]
|
||||
|
||||
for component in ["key", "query", "value", "post"]:
|
||||
original_w = attention[component]["w"]
|
||||
w_dim = original_w.shape[0]
|
||||
std_dev = 1 / jnp.sqrt(lora_rank)
|
||||
for component in ["key", "query", "value", "post"]:
|
||||
original_w = attention[component]["w"]
|
||||
w_dim = original_w.shape[0]
|
||||
std_dev = 1 / jnp.sqrt(lora_rank)
|
||||
|
||||
normal_initializer = jax.nn.initializers.normal(std_dev)
|
||||
lora_a = normal_initializer(
|
||||
jax.random.key(seed), (w_dim, lora_rank), jnp.float32
|
||||
)
|
||||
lora_b = jnp.zeros((w_dim, lora_rank))
|
||||
normal_initializer = jax.nn.initializers.normal(std_dev)
|
||||
lora_a = normal_initializer(jax.random.key(seed), (w_dim, lora_rank),
|
||||
jnp.float32)
|
||||
lora_b = jnp.zeros((w_dim, lora_rank))
|
||||
|
||||
attention[component]["lora_a"] = lora_a
|
||||
attention[component]["lora_b"] = lora_b
|
||||
attention[component]["lora_a"] = lora_a
|
||||
attention[component]["lora_b"] = lora_b
|
||||
|
||||
if use_dora:
|
||||
norm = jnp.linalg.norm(
|
||||
original_w, ord=2, axis=0, keepdims=True
|
||||
).astype(jnp.float32)
|
||||
attention[component]["dora_m"] = norm
|
||||
return mdl_vars
|
||||
if use_dora:
|
||||
norm = jnp.linalg.norm(original_w, ord=2, axis=0,
|
||||
keepdims=True).astype(jnp.float32)
|
||||
attention[component]["dora_m"] = norm
|
||||
return mdl_vars
|
||||
|
||||
@@ -43,11 +43,11 @@ flags.DEFINE_list(
|
||||
)
|
||||
|
||||
flags.DEFINE_string(
|
||||
"local_model_path",
|
||||
None,
|
||||
"local_model_path", None,
|
||||
"Path to a local .safetensors model file. If provided, overrides Hugging Face download."
|
||||
)
|
||||
|
||||
|
||||
class TimeSeriesDataset(Dataset):
|
||||
"""Dataset for time series data compatible with TimesFM."""
|
||||
|
||||
@@ -148,7 +148,7 @@ def get_model(load_weights: bool = False):
|
||||
use_positional_embedding=False,
|
||||
context_len=192,
|
||||
)
|
||||
|
||||
|
||||
if load_weights:
|
||||
if FLAGS.local_model_path:
|
||||
tfm_config = TimesFMConfig()
|
||||
@@ -157,11 +157,12 @@ def get_model(load_weights: bool = False):
|
||||
else:
|
||||
repo_id = "google/timesfm-2.0-500m-pytorch"
|
||||
tfm = TimesFm(hparams=hparams,
|
||||
checkpoint=TimesFmCheckpoint(huggingface_repo_id=repo_id))
|
||||
checkpoint=TimesFmCheckpoint(huggingface_repo_id=repo_id))
|
||||
|
||||
tfm_config = tfm._model_config
|
||||
model = PatchedTimeSeriesDecoder(tfm_config)
|
||||
checkpoint_path = path.join(snapshot_download(repo_id), "torch_model.ckpt")
|
||||
checkpoint_path = path.join(snapshot_download(repo_id),
|
||||
"torch_model.ckpt")
|
||||
loaded_checkpoint = torch.load(checkpoint_path, weights_only=True)
|
||||
|
||||
model.load_state_dict(loaded_checkpoint)
|
||||
|
||||
@@ -25,11 +25,13 @@ from timesfm.timesfm_base import (
|
||||
import sys
|
||||
|
||||
try:
|
||||
from timesfm.timesfm_jax import TimesFmJax as TimesFm
|
||||
from timesfm import data_loader
|
||||
from timesfm.timesfm_jax import TimesFmJax as TimesFm
|
||||
from timesfm import data_loader
|
||||
|
||||
print(f"Loaded Jax TimesFM, likely because python version is {sys.version}.")
|
||||
print(f"Loaded Jax TimesFM, likely because python version is {sys.version}.")
|
||||
except Exception as _:
|
||||
from timesfm.timesfm_torch import TimesFmTorch as TimesFm
|
||||
from timesfm.timesfm_torch import TimesFmTorch as TimesFm
|
||||
|
||||
print(f"Loaded PyTorch TimesFM, likely because python version is {sys.version}.")
|
||||
print(
|
||||
f"Loaded PyTorch TimesFM, likely because python version is {sys.version}."
|
||||
)
|
||||
|
||||
@@ -11,7 +11,6 @@
|
||||
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
|
||||
# See the License for the specific language governing permissions and
|
||||
# limitations under the License.
|
||||
|
||||
"""Directory to extract time covariates.
|
||||
|
||||
Extract time covariates from datetime.
|
||||
@@ -36,7 +35,6 @@ from pandas.tseries.offsets import Easter
|
||||
from sklearn.preprocessing import StandardScaler
|
||||
from tqdm import tqdm
|
||||
|
||||
|
||||
# This is 183 to cover half a year (in both directions), also for leap years
|
||||
# + 17 as Eastern can be between March, 22 - April, 25
|
||||
MAX_WINDOW = 183 + 17
|
||||
@@ -50,9 +48,8 @@ def _distance_to_holiday(holiday):
|
||||
index - pd.Timedelta(days=MAX_WINDOW),
|
||||
index + pd.Timedelta(days=MAX_WINDOW),
|
||||
)
|
||||
assert (
|
||||
len(holiday_date) != 0 # pylint: disable=g-explicit-length-test
|
||||
), f"No closest holiday for the date index {index} found."
|
||||
assert (len(holiday_date) != 0 # pylint: disable=g-explicit-length-test
|
||||
), f"No closest holiday for the date index {index} found."
|
||||
# It sometimes returns two dates if it is exactly half a year after the
|
||||
# holiday. In this case, the smaller distance (182 days) is returned.
|
||||
return (index - holiday_date[0]).days
|
||||
@@ -60,16 +57,19 @@ def _distance_to_holiday(holiday):
|
||||
return _distance_to_day
|
||||
|
||||
|
||||
EasterSunday = Holiday(
|
||||
"Easter Sunday", month=1, day=1, offset=[Easter(), Day(0)]
|
||||
)
|
||||
EasterSunday = Holiday("Easter Sunday",
|
||||
month=1,
|
||||
day=1,
|
||||
offset=[Easter(), Day(0)])
|
||||
NewYearsDay = Holiday("New Years Day", month=1, day=1)
|
||||
SuperBowl = Holiday(
|
||||
"Superbowl", month=2, day=1, offset=DateOffset(weekday=SU(1))
|
||||
)
|
||||
MothersDay = Holiday(
|
||||
"Mothers Day", month=5, day=1, offset=DateOffset(weekday=SU(2))
|
||||
)
|
||||
SuperBowl = Holiday("Superbowl",
|
||||
month=2,
|
||||
day=1,
|
||||
offset=DateOffset(weekday=SU(1)))
|
||||
MothersDay = Holiday("Mothers Day",
|
||||
month=5,
|
||||
day=1,
|
||||
offset=DateOffset(weekday=SU(2)))
|
||||
IndependenceDay = Holiday("Independence Day", month=7, day=4)
|
||||
ChristmasEve = Holiday("Christmas", month=12, day=24)
|
||||
ChristmasDay = Holiday("Christmas", month=12, day=25)
|
||||
|
||||
+10
-17
@@ -25,12 +25,12 @@ import pandas as pd
|
||||
from utilsforecast.processing import make_future_dataframe
|
||||
|
||||
if TYPE_CHECKING:
|
||||
from . import xreg_lib
|
||||
Category = xreg_lib.Category
|
||||
XRegMode = xreg_lib.XRegMode
|
||||
from . import xreg_lib
|
||||
Category = xreg_lib.Category
|
||||
XRegMode = xreg_lib.XRegMode
|
||||
else:
|
||||
Category = int | str
|
||||
XRegMode = str
|
||||
Category = int | str
|
||||
XRegMode = str
|
||||
|
||||
_TOL = 1e-6
|
||||
DEFAULT_QUANTILES = (0.1, 0.2, 0.3, 0.4, 0.5, 0.6, 0.7, 0.8, 0.9)
|
||||
@@ -45,7 +45,7 @@ def moving_average(arr, window_size):
|
||||
"""Calculates the moving average using NumPy's convolution function."""
|
||||
# Pad with zeros to handle initial window positions
|
||||
arr_padded = np.pad(arr, (window_size - 1, 0), "constant")
|
||||
smoothed_arr = (np.convolve(arr_padded, np.ones(window_size), "valid") /
|
||||
smoothed_arr = (np.convolve(arr_padded, np.ones(window_size), "valid") /
|
||||
window_size)
|
||||
return [smoothed_arr, arr - smoothed_arr]
|
||||
|
||||
@@ -57,18 +57,11 @@ def freq_map(freq: str):
|
||||
return 1
|
||||
elif freq.endswith(("H", "T", "MIN", "D", "B", "U", "S")):
|
||||
return 0
|
||||
elif (
|
||||
freq.endswith(("W", "M"))
|
||||
or freq.startswith("W-")
|
||||
or (freq.startswith("M") and len(freq) == 2)
|
||||
):
|
||||
elif (freq.endswith(("W", "M")) or freq.startswith("W-") or
|
||||
(freq.startswith("M") and len(freq) == 2)):
|
||||
return 1
|
||||
elif (
|
||||
freq.endswith(("Y", "Q", "A"))
|
||||
or freq.startswith("Y-")
|
||||
or freq.startswith("Q-")
|
||||
or freq.startswith("A-")
|
||||
):
|
||||
elif (freq.endswith(("Y", "Q", "A")) or freq.startswith("Y-") or
|
||||
freq.startswith("Q-") or freq.startswith("A-")):
|
||||
return 2
|
||||
else:
|
||||
raise ValueError(f"Invalid frequency: {freq}")
|
||||
|
||||
+41
-43
@@ -12,7 +12,6 @@
|
||||
# See the License for the specific language governing permissions and
|
||||
# limitations under the License.
|
||||
|
||||
|
||||
from datetime import datetime, timedelta
|
||||
|
||||
import numpy as np
|
||||
@@ -22,10 +21,10 @@ import pytest
|
||||
import timesfm
|
||||
|
||||
|
||||
def create_sample_dataframe(
|
||||
start_date: datetime, end_date: datetime, freq: str = "D"
|
||||
) -> pd.DataFrame:
|
||||
"""
|
||||
def create_sample_dataframe(start_date: datetime,
|
||||
end_date: datetime,
|
||||
freq: str = "D") -> pd.DataFrame:
|
||||
"""
|
||||
Create a sample DataFrame with time series data.
|
||||
|
||||
Args:
|
||||
@@ -36,10 +35,10 @@ def create_sample_dataframe(
|
||||
Returns:
|
||||
pd.DataFrame: DataFrame with columns 'unique_id', 'ds', and 'ts'.
|
||||
"""
|
||||
date_range = pd.date_range(start=start_date, end=end_date, freq=freq)
|
||||
ts_data = np.random.randn(len(date_range))
|
||||
df = pd.DataFrame({"unique_id": "ts-1", "ds": date_range, "ts": ts_data})
|
||||
return df
|
||||
date_range = pd.date_range(start=start_date, end=end_date, freq=freq)
|
||||
ts_data = np.random.randn(len(date_range))
|
||||
df = pd.DataFrame({"unique_id": "ts-1", "ds": date_range, "ts": ts_data})
|
||||
return df
|
||||
|
||||
|
||||
@pytest.mark.parametrize("context_length", [128, 256, 512])
|
||||
@@ -50,42 +49,41 @@ def test_timesfm_forecast_on_df(
|
||||
prediction_length: int,
|
||||
freq: str,
|
||||
) -> None:
|
||||
model = timesfm.TimesFm(
|
||||
context_len=context_length,
|
||||
horizon_len=prediction_length,
|
||||
input_patch_len=32,
|
||||
output_patch_len=128,
|
||||
num_layers=20,
|
||||
model_dims=1280,
|
||||
backend="cpu",
|
||||
)
|
||||
model.load_from_checkpoint(repo_id="google/timesfm-1.0-200m")
|
||||
model = timesfm.TimesFm(
|
||||
context_len=context_length,
|
||||
horizon_len=prediction_length,
|
||||
input_patch_len=32,
|
||||
output_patch_len=128,
|
||||
num_layers=20,
|
||||
model_dims=1280,
|
||||
backend="cpu",
|
||||
)
|
||||
model.load_from_checkpoint(repo_id="google/timesfm-1.0-200m")
|
||||
|
||||
end_date = datetime.now()
|
||||
start_date = end_date - timedelta(days=context_length)
|
||||
input_df = create_sample_dataframe(start_date, end_date, freq)
|
||||
end_date = datetime.now()
|
||||
start_date = end_date - timedelta(days=context_length)
|
||||
input_df = create_sample_dataframe(start_date, end_date, freq)
|
||||
|
||||
forecast_df = model.forecast_on_df(
|
||||
inputs=input_df,
|
||||
freq=freq,
|
||||
value_name="ts",
|
||||
num_jobs=-1,
|
||||
)
|
||||
forecast_df = model.forecast_on_df(
|
||||
inputs=input_df,
|
||||
freq=freq,
|
||||
value_name="ts",
|
||||
num_jobs=-1,
|
||||
)
|
||||
|
||||
assert (
|
||||
len(forecast_df) == prediction_length
|
||||
), f"Expected forecast length of {prediction_length}, but got {len(forecast_df)}"
|
||||
assert (
|
||||
"timesfm" in forecast_df.columns
|
||||
), "Forecast DataFrame should contain 'timesfm' column"
|
||||
assert (
|
||||
len(forecast_df) == prediction_length
|
||||
), f"Expected forecast length of {prediction_length}, but got {len(forecast_df)}"
|
||||
assert ("timesfm" in forecast_df.columns
|
||||
), "Forecast DataFrame should contain 'timesfm' column"
|
||||
|
||||
last_input_date = input_df["ds"].max()
|
||||
first_forecast_date = forecast_df["ds"].min()
|
||||
expected_first_forecast_date = last_input_date + pd.Timedelta(1, unit=freq)
|
||||
assert (
|
||||
first_forecast_date == expected_first_forecast_date
|
||||
), f"Forecast should start from {expected_first_forecast_date}, but starts from {first_forecast_date}"
|
||||
last_input_date = input_df["ds"].max()
|
||||
first_forecast_date = forecast_df["ds"].min()
|
||||
expected_first_forecast_date = last_input_date + pd.Timedelta(1, unit=freq)
|
||||
assert (
|
||||
first_forecast_date == expected_first_forecast_date
|
||||
), f"Forecast should start from {expected_first_forecast_date}, but starts from {first_forecast_date}"
|
||||
|
||||
print(
|
||||
f"Successful forecast with context_length={context_length}, prediction_length={prediction_length}, freq={freq}"
|
||||
)
|
||||
print(
|
||||
f"Successful forecast with context_length={context_length}, prediction_length={prediction_length}, freq={freq}"
|
||||
)
|
||||
|
||||
Reference in New Issue
Block a user