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models.py
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from typing import Any, List
import torch
import torch.nn as nn
import pytorch_lightning as pl
from torchmetrics import AUROC
class RNNModel(pl.LightningModule):
def __init__(self, seq_encoder, optimizer_partial, lr_scheduler_partial, head_hidden=512, dropout=0.1):
super().__init__()
self.seq_encoder = seq_encoder
self.head = nn.Sequential(
nn.Dropout(dropout),
nn.BatchNorm1d(seq_encoder.embedding_size),
nn.Linear(seq_encoder.embedding_size, head_hidden),
nn.ReLU(),
nn.Dropout(dropout),
nn.BatchNorm1d(head_hidden),
nn.Linear(head_hidden, 1)
)
self._optimizer_partial = optimizer_partial
self._lr_scheduler_partial = lr_scheduler_partial
self.metric = {"train": AUROC(task="binary"), "valid": AUROC(task="binary")}
self.loss = nn.BCEWithLogitsLoss()
def forward(self, X):
embeddings = self.seq_encoder(X)
if not self.seq_encoder.is_reduce_sequence:
# mean pool
embeddings = embeddings.payload.sum(dim=1)
embeddings /= X.seq_lens.unsqueeze(1).expand_as(embeddings)
logits = self.head(embeddings).squeeze()
return logits
def shared_step(self, stage, batch, _):
X, y = batch
logits = self(X)
loss = None
if stage == 'train':
loss = self.loss(logits, y.float())
self.metric[stage].update(logits, y.long())
self.log(f'{stage}_auc', self.metric[stage].compute(), prog_bar=True)
return loss
def training_step(self, *args, **kwargs):
return self.shared_step('train', *args, **kwargs)
def validation_step(self, *args, **kwargs):
return self.shared_step('valid', *args, **kwargs)
def predict_step(self, batch: Any, batch_idx: int, dataloader_idx: int = 0) -> Any:
logits = self(batch)
return nn.functional.sigmoid(logits)
@property
def metric_name(self):
return 'valid_auc'
def on_train_epoch_end(self):
self.metric["train"].reset()
def on_validation_batch_end(self, outputs, batch, batch_idx, dataloader_idx) -> None:
self.log('valid_auc', self.metric["valid"].compute(), prog_bar=True)
self.metric["valid"].reset()
def configure_optimizers(self):
optimizer = self._optimizer_partial(self.parameters())
scheduler = self._lr_scheduler_partial(optimizer)
if isinstance(scheduler, torch.optim.lr_scheduler.ReduceLROnPlateau):
scheduler = {
'scheduler': scheduler,
'monitor': self.metric_name,
}
return [optimizer], [scheduler]
class BOTModel(pl.LightningModule):
def __init__(self, trx_encoder, optimizer_partial, lr_scheduler_partial, head_hidden=512, dropout=0.1):
super().__init__()
self.trx_encoder = trx_encoder
self.query = nn.Parameter(torch.randn(trx_encoder.output_size), requires_grad=True)
self.attn = nn.MultiheadAttention(trx_encoder.output_size, 4, batch_first=True)
self.head = nn.Sequential(
nn.Dropout(dropout),
nn.BatchNorm1d(trx_encoder.output_size),
nn.Linear(trx_encoder.output_size, head_hidden),
nn.ReLU(),
nn.Dropout(dropout),
nn.BatchNorm1d(head_hidden),
nn.Linear(head_hidden, 1)
)
self._optimizer_partial = optimizer_partial
self._lr_scheduler_partial = lr_scheduler_partial
self.metric = {"train": AUROC(task="binary"), "valid": AUROC(task="binary")}
self.loss = nn.BCEWithLogitsLoss()
def forward(self, X):
embeddings = self.trx_encoder(X).payload
attn_output, _ = self.attn(
self.query.unsqueeze(0).expand(embeddings.shape[0], 1, -1),
embeddings,
embeddings,
key_padding_mask=(1-X.seq_len_mask).bool()
)
logits = self.head(attn_output.squeeze()).squeeze()
return logits
def shared_step(self, stage, batch, _):
X, y = batch
logits = self(X)
loss = None
if stage == 'train':
loss = self.loss(logits, y.float())
self.metric[stage].update(logits, y.long())
self.log(f'{stage}_auc', self.metric[stage].compute(), prog_bar=True)
return loss
def training_step(self, *args, **kwargs):
return self.shared_step('train', *args, **kwargs)
def validation_step(self, *args, **kwargs):
return self.shared_step('valid', *args, **kwargs)
def predict_step(self, batch: Any, batch_idx: int, dataloader_idx: int = 0) -> Any:
logits = self(batch)
return nn.functional.sigmoid(logits)
@property
def metric_name(self):
return 'valid_auc'
def on_train_epoch_end(self):
self.metric["train"].reset()
def on_validation_batch_end(self, outputs, batch, batch_idx, dataloader_idx) -> None:
self.log('valid_auc', self.metric["valid"].compute(), prog_bar=True)
self.metric["valid"].reset()
def configure_optimizers(self):
optimizer = self._optimizer_partial(self.parameters())
scheduler = self._lr_scheduler_partial(optimizer)
if isinstance(scheduler, torch.optim.lr_scheduler.ReduceLROnPlateau):
scheduler = {
'scheduler': scheduler,
'monitor': self.metric_name,
}
return [optimizer], [scheduler]