TabPFN/tabular_evaluation.py

import time
import os
from pathlib import Path

from tqdm import tqdm
import random
import numpy as np

from torch import nn

from utils import torch_nanmean
from datasets import *
from model_builder import load_model
from scripts.tabular_baselines import get_scoring_string
from scripts import tabular_metrics
from scripts.transformer_prediction_interface import *
from scripts.baseline_prediction_interface import *
"""
===============================
PUBLIC FUNCTIONS FOR EVALUATION
===============================
"""


def eval_model(i, e, valid_datasets, test_datasets, eval_positions, bptt, add_name, base_path, device='cpu', eval_addition='', **kwargs):
    metrics_test, config_sample, model_path = eval_model_on_ds(i, e, test_datasets, eval_positions, bptt, add_name, base_path, device=device, eval_addition=eval_addition, **kwargs)
    metrics_valid, _, _ = eval_model_on_ds(i, e, valid_datasets, eval_positions, bptt, add_name, base_path, device=device, eval_addition=eval_addition, **kwargs)
    return {'mean_auc_test': metrics_test['mean_roc_at_1000'], 'mean_auc_valid': metrics_valid['mean_roc_at_1000'], 'mean_ce_test': metrics_test['mean_ce_at_1000'], 'mean_ce_valid': metrics_valid['mean_ce_at_1000'], 'config_sample': config_sample, 'model_path': model_path}

def eval_model_on_ds(i, e, valid_datasets, eval_positions, bptt, add_name, base_path, device='cpu', eval_addition='', **kwargs):

    # How to use: evaluate_without_fitting(i,0,valid_datasets, [1024], 100000, add_name=model_string, base_path=base_path,)
    def check_file(e):
        model_file = f'models_diff/prior_diff_real_checkpoint{add_name}_n_{i}_epoch_{e}.cpkt'
        model_path = os.path.join(base_path, model_file)
        # print('Evaluate ', model_path)
        results_file = os.path.join(base_path,
                                    f'models_diff/prior_diff_real_results{add_name}_n_{i}_epoch_{e}_{eval_addition}.pkl')
        if not Path(model_path).is_file():  # or Path(results_file).is_file():
            # print('checkpoint exists: ', Path(model_file).is_file(), ', results are written:', Path(results_file).is_file())
            return None, None, None
        return model_file, model_path, results_file

    if e == -1: # use last checkpoint, if e == -1
        for e_ in range(100, -1, -1):
            model_file_, model_path_, results_file_ = check_file(e_)
            if model_file_ is not None:
                e = e_
                model_file, model_path, results_file = model_file_, model_path_, results_file_
                break
    else:
        model_file, model_path, results_file = check_file(e)

    model, config_sample = load_model(base_path, model_file, device, None, verbose=False)

    params = {'max_features': config_sample['num_features']
        , 'rescale_features': config_sample["normalize_by_used_features"]
        , 'normalize_to_ranking': config_sample["normalize_to_ranking"]
        , 'normalize_with_sqrt': config_sample.get("normalize_with_sqrt", False)
              }
    metrics_valid = evaluate(datasets=valid_datasets, model=model[2], method='transformer', device=device, overwrite=True,
                             extend_features=True
                             # just removed the style keyword but transformer is trained with style, just empty
                             , save=False
                             , metric_used=tabular_metrics.cross_entropy
                             , return_tensor=True
                             , verbose=False
                             , eval_positions=eval_positions
                             , bptt=bptt
                             , base_path=None
                             , inference_mode=True
                             , **params
                             , **kwargs)

    tabular_metrics.calculate_score_per_method(tabular_metrics.auc_metric, 'roc', metrics_valid, valid_datasets, eval_positions)
    tabular_metrics.calculate_score_per_method(tabular_metrics.cross_entropy, 'ce', metrics_valid, valid_datasets, eval_positions)

    return metrics_valid, config_sample, model_path


def evaluate(datasets, bptt, eval_positions, metric_used, model
             , verbose=False
             , return_tensor=False
             , **kwargs):
    """
    Evaluates a list of datasets for a model function.

    :param datasets: List of datasets
    :param bptt: maximum sequence length
    :param eval_positions: List of positions where to evaluate models
    :param verbose: If True, is verbose.
    :param metric_used: Which metric is optimized for.
    :param return_tensor: Wheater to return results as a pytorch.tensor or numpy, this is only relevant for transformer.
    :param kwargs:
    :return:
    """
    overall_result = {'metric_used': get_scoring_string(metric_used)
                      , 'bptt': bptt
                      , 'eval_positions': eval_positions}

    aggregated_metric_datasets, num_datasets = torch.tensor(0.0), 0

    # For each dataset
    for [ds_name, X, y, categorical_feats, _, _] in tqdm.tqdm(datasets, desc='Iterate over datasets') if verbose else datasets:
        dataset_bptt = min(len(X), bptt)
        # if verbose and dataset_bptt < bptt:
        #    print(f'Dataset too small for given sequence length, reducing to {len(X)} ({bptt})')

        aggregated_metric, num = torch.tensor(0.0), 0
        ds_result = {}

        for eval_position in (eval_positions if verbose else eval_positions):
            eval_position_real = int(dataset_bptt * 0.5) if 2 * eval_position > dataset_bptt else eval_position
            eval_position_bptt = int(eval_position_real * 2.0)

            r = evaluate_position(X, y, model=model
                        , num_classes=len(torch.unique(y))
                        , categorical_feats = categorical_feats
                        , bptt = eval_position_bptt
                        , ds_name=ds_name
                        , eval_position = eval_position_real
                        , metric_used = metric_used
                        ,**kwargs)

            if r is None:
                continue

            _, outputs, ys, best_configs, time_used = r

            if torch.is_tensor(outputs):
                outputs = outputs.to(outputs.device)
                ys = ys.to(outputs.device)

            ys = ys.T
            ds_result[f'{ds_name}_best_configs_at_{eval_position}'] = best_configs
            ds_result[f'{ds_name}_outputs_at_{eval_position}'] = outputs
            ds_result[f'{ds_name}_ys_at_{eval_position}'] = ys
            ds_result[f'{ds_name}_time_at_{eval_position}'] = time_used

            new_metric = torch_nanmean(torch.stack([metric_used(ys[i], outputs[i]) for i in range(ys.shape[0])]))

            if not return_tensor:
                make_scalar = lambda x: float(x.detach().cpu().numpy()) if (torch.is_tensor(x) and (len(x.shape) == 0)) else x
                new_metric = make_scalar(new_metric)
                ds_result = {k: make_scalar(ds_result[k]) for k in ds_result.keys()}

            lib = torch if return_tensor else np
            if not lib.isnan(new_metric).any():
                aggregated_metric, num = aggregated_metric + new_metric, num + 1

        overall_result.update(ds_result)
        if num > 0:
            aggregated_metric_datasets, num_datasets = (aggregated_metric_datasets + (aggregated_metric / num)), num_datasets + 1

    overall_result['mean_metric'] = aggregated_metric_datasets / num_datasets

    return overall_result

"""
===============================
INTERNAL HELPER FUNCTIONS
===============================
"""

def check_file_exists(path):
    """Checks if a pickle file exists. Returns None if not, else returns the unpickled file."""
    if (os.path.isfile(path)):
        print(f'loading results from {path}')
        with open(path, 'rb') as f:
            return np.load(f, allow_pickle=True).tolist()
    return None

def generate_valid_split(X, y, bptt, eval_position, split_number=1):
    """Generates a deteministic train-(test/valid) split. Both splits must contain the same classes and all classes in
    the entire datasets. If no such split can be sampled in 7 passes, returns None.

    :param X: torch tensor, feature values
    :param y: torch tensor, class values
    :param bptt: Number of samples in train + test
    :param eval_position: Number of samples in train, i.e. from which index values are in test
    :param split_number: The split id
    :return:
    """
    done, seed = False, 13

    torch.manual_seed(split_number)
    perm = torch.randperm(X.shape[0]) if split_number > 1 else torch.arange(0, X.shape[0])
    X, y = X[perm], y[perm]

    while not done:
        if seed > 20:
            return None, None # No split could be generated in 7 passes, return None
        random.seed(seed)
        i = random.randint(0, len(X) - bptt) if len(X) - bptt > 0 else 0
        y_ = y[i:i + bptt]

        # Checks if all classes from dataset are contained and classes in train and test are equal (contain same
        # classes) and
        done = len(torch.unique(y_)) == len(torch.unique(y))
        done = done and torch.all(torch.unique(y_) == torch.unique(y))
        done = done and len(torch.unique(y_[:eval_position])) == len(torch.unique(y_[eval_position:]))
        done = done and torch.all(torch.unique(y_[:eval_position]) == torch.unique(y_[eval_position:]))
        seed = seed + 1

    eval_xs = torch.stack([X[i:i + bptt].clone()], 1)
    eval_ys = torch.stack([y[i:i + bptt].clone()], 1)

    return eval_xs, eval_ys


def evaluate_position(X, y, categorical_feats, model, bptt
                      , eval_position, overwrite, save, base_path, path_interfix, method, ds_name, fetch_only=False
                      , max_time=300, split_number=1
                      , per_step_normalization=False, **kwargs):
    """
    Evaluates a dataset with a 'bptt' number of training samples.

    :param X: Dataset X
    :param y: Dataset labels
    :param categorical_feats: Indices of categorical features.
    :param model: Model function
    :param bptt: Sequence length.
    :param eval_position: Number of training samples.
    :param overwrite: Wheater to ove
    :param overwrite: If True, results on disk are overwritten.
    :param save:
    :param path_interfix: Used for constructing path to write on disk.
    :param method: Model name.
    :param ds_name: Datset name.
    :param fetch_only: Wheater to calculate or only fetch results.
    :param per_step_normalization:
    :param kwargs:
    :return:
    """

    if save:
        path = os.path.join(base_path, f'results/tabular/{path_interfix}/results_{method}_{ds_name}_{eval_position}_{bptt}_{split_number}.npy')
        #log_path =

    ## Load results if on disk
    if not overwrite:
        result = check_file_exists(path)
        if result is not None:
            if not fetch_only:
                print(f'Loaded saved result for {path}')
            return result
        elif fetch_only:
            print(f'Could not load saved result for {path}')
            return None

    ## Generate data splits
    eval_xs, eval_ys = generate_valid_split(X, y, bptt, eval_position, split_number=split_number)
    if eval_xs is None:
        return None
        print(f"No dataset could be generated {ds_name} {bptt}")

    eval_ys = (eval_ys > torch.unique(eval_ys).unsqueeze(0)).sum(axis=1).unsqueeze(-1)

    start_time = time.time()

    if isinstance(model, nn.Module): # Two separate predict interfaces for transformer and baselines
        outputs, best_configs = transformer_predict(model, eval_xs, eval_ys, eval_position, categorical_feats=categorical_feats, **kwargs), None
    else:
        _, outputs, best_configs = baseline_predict(model, eval_xs, eval_ys, categorical_feats
                                                    , eval_pos=eval_position
                                                    , max_time=max_time, **kwargs)

    eval_ys = eval_ys[eval_position:]
    if outputs is None:
        return None

    if torch.is_tensor(outputs): # Transfers data to cpu for saving
        outputs = outputs.cpu()
        eval_ys = eval_ys.cpu()

    ds_result = None, outputs, eval_ys, best_configs, time.time() - start_time

    if save:
        with open(path, 'wb') as f:
            np.save(f, ds_result)
            print(f'saved results to {path}')

    return ds_result